Econometrics: bibliography - page 13

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faa1947:
Try to get it, but he was banned. So wait.

Yes, what do I have to wait, I just threw it to someone who needs it, and they say that he does not lay out anything, I did it for him) Who is interested can poke around, just on the links no one will go.

There in my opinion a couple more indicators should be, but I do not know, maybe they are already in the bot, need them or not kh.z.

 

I don't know whether it sees the poundbucks or not. The bot is tested on the Eurobuck.

 

In general, I proopted a quick (by opening prices, not correct, but still), ran from 01.01.2012 to today, this is what came out, ran on five-digit alps.

If you run with the same parameters from 01.01.2011 to today, then something in the region of zero.

But how can I use one pair if it is paired? In general, I have questions but no answers.

I have tried it with all ticks, the results differ from the open prices, but not dramatically, it may be the main thing now.

My lot has always been 0.1, I looked at the maximum volume of 6 orders (why 6? I did not see how to adjust number of open orders in settings, if it is Count, it is 5 in my settings, why it opens 6, I do not know)

 
marker:

In general, I proopted a quick (by opening prices, not correct, but still), ran from 01.01.2012 to today, this is what came out, ran on five-digit alps.

If you run with the same parameters from 01.01.2011 to today, then the area is around zero.

But how can I use one pair if it is paired? In general, I have questions but no answers.

I have tested it on all ticks, the results differ from the open prices, but not dramatically, it may be the main thing now.

My lot has always been 0.1, I looked at the maximum volume of 6 orders (why 6? I did not see how to adjust number of open orders in settings, if it is Count, it is 5 in my settings, why it opens 6, I do not know)

That's not what I was interested in. Cotier, entry-exit points and a commentary on why these particular entry-exit points are there. And complete happiness comes if it has something to do with cointegration.
 
faa1947:
That's not what I was interested in. Cotier, entry-exit points and a commentary on why these particular entry-exit points are there. And complete happiness comes if it has something to do with cointegration.
Scary word - cointegration)) I understand that it calculates the deviation, but I do not understand how it calculates the "no deviation", that it would know that there and then there was a deviation and that this deviation should be "eliminated" - what actually is the idea behind it, I understand.
 
In general, in Russian, I do not understand what is the normal state of couples and what is an abnormality, and how it all counts.
 
marker:
In general, in Russian, I do not understand what is the normal state of couples and what is an abnormality, and how it all counts.
No one has understood and for some reason they are trying to understand.
 
faa1947:
No one understood and for some reason they are trying to understand.
At least they are trying.)
 
marker - so what was the question?
 
marker:
In general, in Russian, I do not understand what is the normal state of couples, and what is a deviation, and how it all counts.


It seems that at first glance pairs should correlate in relation to each other all the time, but it is not so, although there is an approximate movement of pairs in relation to each other, and it should be caught.

There was already a similar topic.

https://www.mql5.com/ru/articles/1464

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