Econometrics: why co-integration is needed - page 19

 
new-rena:

No way.

The man has taken up a good idea. I am even ready to support such a development of the idea. Although he does not believe in electricity, but the idea of modulation is very similar to cointegration. I.e. there is a constant component of exchange rate fluctuations - it is plus/minus 100 points in four digits. Therefore, the fluctuation of the additional component gives us the second coefficient of the equation. As a result we have a stationary series. Now let's apply the slope angle to it, i.e. straighten it. Let's apply the result to the indicator and then - freedom to dream. What strategy based on such an indicator will be the most attractive and profitable for trading. I, for instance, have already done the same thing. I trade on the real account and I don't think how else I can implement it. It's true I have made a mess of things on this forum - I've practically put 30% of my idea into practice.


Can I see a picture of the indicator relative to price ?...
 
faa1947: The results of the trade are posted in the championship. Teach how to download to test the hypothesis of a link between test results and cointegration.

What are the results? One person or all at once?

Somewhere either komposter or someone else posted all the trades of ATS-2011. You can choose anyone from there. Look for them on the Championship website.

 
Mathemat:

What are the results? One person or all at once?

Somewhere, either komposter or someone else posted all the 2011 ATC deals. You can choose anyone from there. Look on the Championship website.

I don't know how to write off the posted trading results from the championship. Everything after the chart, there are the results of each trade
 
new-rena:

No way.

The man has picked up a good idea. I am even ready to support such a development of the idea. Although he does not believe in electricity, the idea of modulation is very similar to cointegration. I.e. there is a constant component of exchange rate fluctuations - it is plus/minus 100 points in four digits. Therefore, the fluctuation of the additional component gives us the second coefficient of the equation. As a result we have a stationary series. Now let's apply the slope angle to it, i.e. straighten it. Let's apply the result to the indicator and then - freedom to dream. What strategy based on such an indicator will be the most attractive and profitable for trading. I, for instance, have already done the same thing. I trade on the real account and I don't think how else I can implement it. It's true I have made a mess of the forum - I have practically put 30% of my idea.

It's an idiot's dream to build a TS on a stationary series and at the same time predict a non-stationary quotient. Working on it, but no result. You are the only one who has understood my posts on this forum.
 
faa1947:
It's an idiot's dream to build TS on a stationary series and predict non-stationary quotient at the same time. Working on it, but no result. You are the only one who has understood my posts on this forum.


easy to do on astro-junkies... and it works... the profits are small of course and it's a long way from the grail... in fact you are doing the same thing... even though you hate astrology)))...

easy to check...take your stat series and compare it with astro or their combinations...move them with lags...get a ts...

 
Vizard:


easy to do on astro... and it works... profit is small of course and far from the grail... in fact you are doing the same thing... even though you hate astrology ))))...

easy to check...take your stats and compare it with astro or their combinations...move them with lags...get a ts...

I don't do shamanism.
 
faa1947:
I don't know how to write off the posted trading results from the championship. Everything after the chart, there are the results of each trade

From the ATC 2011 website:

komposter: An xlsx file containing a list of all transactions can be taken here.

Open the file in Excel, put a filter on the participant and go to work. It's all in one package, you can't do better than that.

P.S. My Open Office does not open this file, but my brother's MS Office opened it like two fingers. Oh, I don't like Open Office...

 
faa1947:
I don't do shamanism.

I don't do shamanism... I don't have to do shamanism... I don't have to do shamanism...
with the same error and tests (as in extraction)... in practice the cut will be the same... both are sham...
 
faa1947:
I am not engaged in shamanism.

Shamanism is a traditional religion on the territory of Russia. It is the most ancient.

So I ask you not to stir things up.

 
Mathemat:

From the ATC 2011 website:

Open the file in Excel, put a filter on the participant and go to work. It's all in one package, you can't do better than that.

P.S. I can't open this file in Open Office, but my brother's MS Office opened it like two fingers. Oh, I don't like Open Office...

Not really. This is one EA and the championship is different. We need reports not only of profitable ones, but also of drains.
Reason: