For those who have (are) seriously engaged in co-movement analysis of financial instruments (> 2) - page 33

 
Heroix:
Yeah... Too bad it's only working and not earning. :)

Pay less attention to idle chatter.
 

https://ru.wikipedia.org/wiki/Специальные_права_заимствования

In my opinion, with the introduction of this unit, the world has entered the era of an ambiguous concept of exchange rates.

The exchange rate, is left for speculative wars with the population, and in inter-state balances and settlements, the cdr is used.

Shadow puppet theatre.

 
Heroix:

Verbatim, justify it. Then what's the impact?


What's there to justify? It's pretty obvious... One of the most important indicators of the state of the economy is GDP. GDP growth of a couple of percent a year is considered normal. Publication of this indicator happens once a year and usually goes unnoticed. So what would have to happen in the economy for the exchange rate to change by 3% in 1 day?

An unimaginable number of speculators, who trade with money they do not have (margin trading). Only the speculator will sooner or later have to sell back what he bought. Therefore, in the long term, such a market must be in perpetual flat.

 
AlexeyFX:

What is there to justify? It seems obvious... One of the most important indicators of the state of the economy is GDP. GDP growth of a couple of per cent a year is considered normal. It is published once a year and usually goes unnoticed. So what would have to happen in the economy for the exchange rate to change by 3% in 1 day?

An unimaginable number of speculators, who trade with money they do not have (margin trading). Only the speculator will sooner or later have to sell back what he bought. Therefore, in the long term, such a market must be in perpetual flat.

Hmmm... This is close to the truth. Although, when analysing divergences and subsequent returns (on TFs from H1 and above) I failed to identify an obvious pattern... maybe because I analysed 2 currency pairs...?
 
Heroix:
Hmm... that's close to the truth.
You're in luck. You got it from the 2nd explanation. I usually get it on the 3rd :-))
 
In the early 200's I was analysing the joint movement of currencies and was surprised that a neutral EURUSD+USDJPY-EURJPY position did not produce a financial result of 0, when in theory it should have. This topic is interesting. If you want to join this project, you can do it via OpenID and facebook. In the near future I will correct codes to avoid problems with registration. But those who are interested, write me here in person, desired login and passwords, I will activate.
 
AlexeyFX:

What is there to justify? It seems obvious... One of the most important indicators of the state of the economy is GDP. GDP growth of a couple of per cent a year is considered normal. It is published once a year and usually goes unnoticed. So what would have to happen in the economy for the exchange rate to change by 3% in 1 day?

An unimaginable number of speculators, who trade with money they do not have (margin trading). Only the speculator will sooner or later have to sell back what he bought. Therefore, in the long term, such a market must be in perpetual flat.


GDP is not such an important indicator probably because it is released with a 3-month time lag, there are many preliminary indicators which allow conclusions to be drawn about its dynamics. The budget deficit is a more important indicator because GDP needs money to grow and it comes from government spending, a reduction in government spending leads to a reduction in gdp. There are examples - 1995 Russia - Yeltsin refused to borrow money to pump Russian GDP with money, as a result the rouble and stocks went down, in the USA - look at how much attention is paid to the budget deficit, and that politicians in the USA are constantly increasing it, so that the economy does not stop.

 
Dmitry_A_E:
In the early 200's I was analysing joint currency movements and was surprised that a neutral EURUSD+USDJPY-EURJPY position did not produce a financial result of 0, when in theory it should have. This topic is interesting. If you want to join this project, you can do it via OpenID and facebook. In the near future I will correct codes to avoid problems with registration. But those who are interested, write me here in person, desired login and passwords, I will activate.


the balance lines are not working out. a man wrote about it here. https://forum.mql4.com/ru/45139

Good luck in your endeavours.

 

Question.
Is it possible, using the equity of the open majors simultaneously, to determine the direction of the cross?
Due to the lack of stationarity and constant correlation on majors, I think there will be a "guaranteed" shift of the cross.

What is actually observed. Flat spots on the cross, alternating with a trend shift.

 
sv.:

Question.
Is it possible, using the equity of the open majors at the same time, to determine the direction of the cross?
Due to the lack of stationarity and constant correlation across the majors, I think there will be a "guaranteed" shift of the cross.

Which is exactly what is being observed. Flat spots on the cross, alternating with a trend shift.


I don't understand this question and answer in the same post.

Regarding the first part of the post-question.

The answer is no (just movement) for that it is necessary to have all tools, which form this cross, at the end it will be something like 2 indexes (forming this cross), but it is necessary to build correctly this index movement, then yes, we can say/assume the cross movement in some frames

Reason: