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How about this night from 12 to 13.10.2011. you open the positions and tomorrow we'll see, discuss! ...
How about no "let's"? Besides...
I won't bother you again with such silly questions. please.
And I don't go for dares and I don't go into the market without knowing.
How about no "let's"? And besides.
If there's a trading tit-for-tat, I'll open up. When the mood strikes, I'll show results. I did both - I showed them.I do not go for a dare and do not go into the market without knowing it.
(these straits are for the weak: )))))
(hint: ok - the answer is in the title of the thread:)))
What's the best way hedge the risk without hedging the chance?
Read the instructions! (follow the safety regulations)
What's the best way hedge the risk without hedging the chance?
well, let(s?) try it...
below is a screenshot with the yellow vertical line corresponding to the night of September 22-23 this year:
I can't think of a better indicator. Knowing that in this (simplified of course) market model everything is interconnected and almost(!) balanced, I deduce the future priority of trading in the "straggling" currencies, considering AUD and NZD oversold, and USD and JPY overbought.
Where's the logic, Igor?
Exactly, Andrew, tell me, how was it possible to know on September 22-23 that we were at the maximum of the divergence, if the indicator is not pegged to a certain level and is constantly scaling?
What is the probability (in percentage terms) that the divergence is not yet in the middle of the road or even just at the beginning?
Exactly, Andrew, tell me, how was it possible to know on September 22-23 that we were at the maximum of the divergence, if the indicator is not pegged to a certain level and is constantly scaling?
What is the probability (in percentage terms) that the divergence is not yet in the middle of the road or even just at the beginning?
Of course the second one! Just the opposite: from 23.09.2011 for 2...3 days AUD and NZD - buy, and USD and JPY - sell
Now the situation is completely different.
So why load up the depo with a mediated basket when you can just buy AUDUSD, AUDJPY, NZDUSD, NZDJPY ?
Does the forecast from September 23rd converge?
So why load up the depo with a mediated basket when you can just buy AUDUSD, AUDJPY, NZDUSD, NZDJPY ?
Is the forecast from September 23rd converging?
At first I thought so too, and was very surprised when it didn't work. It turned out that for the equity-driven basket of orders chart to correlate more or less with the index or cluster chart (used as a reference for making forecasts), all other currencies have to participate, because ALL of them should be taken into account. Otherwise, it will be unpredictable guessing.