Absolute courses - page 90
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I have had a similar implementation for a long time, but I have not yet got it right, my Expert Advisor trades up and down like a seesaw. I had it to zero and gave up, I got bored) From time to time I return.
It means you are nostalgic. I, too, remember some of my developments with a smile and warmth in my soul, I wish I could recall them now, since I haven't got the source code.
Nostalgic, then... I too remember some of my developments with a smile and a warm feeling in my soul, I wish I only remembered, I haven't got the source code.
I've abandoned the optimizer, my EAs have less and less external variables, why?
Nostalgia means... I, too, remember some of my development with a smile and a warmth in my heart, I wish I could only remember, the source code has not survived.
I wouldn't say I'm nostalgic. I have everything in one way or another related to a few of my developments, 5 of them in all, and I keep coming back to them. (This is one of them) Over time, you rethink things, you see them differently.
And in general with the indices we have to dance from the stove, from the calculation of the indices themselves. Formulas for calculating a few, and it depends on which one to take quite a lot. I thought the top starter something smart, but no.
I wouldn't say I'm nostalgic. I have everything in one way or another related to a few of my developments, 5 of them in all, and I keep coming back to them. (This is one of them) Over time, you rethink things, you see them differently.
And in general with the indices we have to dance from the stove, from the calculation of the indices themselves. Formulas for calculating a few, and it depends on which one to take quite a lot. I thought the topicstarter will give something sensible, but no.
We shall see. Anyone can make fun of other people's ideas. Have a great weekend!
We shall see. Everyone can make fun of other people's ideas. Have a good weekend!
Amazing. The smart guys wrote four pages while I was asleep. Some even went as far as "-50% depo". Ha-ha. You might want to rub your eyes. I see a balance of 87% of the opening balance. See what you say on Monday-Tuesday, when the deposit is still in profit with these very trades. Funny characters here.
The nature of this minus is clear: the shutdown of the market drivers - large banks (including the central banks of developed countries) and investment funds (including the state ones) on Friday night. as a consequence, the rate went astray on low volumes. with the increase of volumes on Monday everything will return in the right direction and transactions will come out in the plus.
Here we have one more idea. Suppose we have 8 currencies. Each of them performs some movement. Build an index of currency strength, let me explain. Each currency is represented in 7 pairs. We may try to calculate the group correlation of all seven pairs. And trade only the 2 strongest currencies, or the 2 weakest, or on the derivative of their strength, I have not figured it out yet. I will publish the indicator soon, it all depends on the calculations. I want to do without any fuss based on the principle "all ingenious things are simple".
This is all nonsense.
Let me try to explain in simple terms. At the end of the day, you are trading a pair. I'm not the only one who has noticed that pairs irrevocably diverge. And this divergence can last indefinitely - from minutes to years. The reasons for it depend on the third factors rather than the past statistical characteristics of mutual movement. So it is impossible to predict them.
Therefore, pair or basket trading carries all the same risks associated with uncertainty.
It's all nonsense.
It's not nonsense. But the problem is that to determine the "strongest" currencies one needs "absolute rates", which unfortunately do not exist in spite of my certain hopes in this thread. If we take the Eurodollar and Pounddollar, for example, for paired trading (the problem is the same as in analysing a lot of currencies and searching for strong ones), then the Euro and the Pound cannot be correlated. There is a third currency. It is a benchmark without the right to do so as it is not a constant. So if you examine GBPUSD and EURUSD you will find some data on the correlation between them, while EURJPY and GBPJPY have quite different data. And if a third currency is involved instead of USD or JPY, it will be a different one. And they are all different. It is impossible to draw conclusions about correlation of the "real" (against invariable standards, instead of changing USD, JPY, etc.) euro and pound. However, there is such a topic... private correlation coefficients... ahem.
Once again, the mutual movement of pairs is influenced by all the same factors that influence the mutual movement of currencies.
Namely, the completely unpredictable behaviour of market participants... and not just participants.
You can jerk off to the past and "what it was like" as much as you like, but it does not work with the future.
This is all nonsense.
Let me try to explain in simple terms. At the end of the day, you are trading a pair. I'm not the only one who has noticed that pairs irreversibly diverge. And this divergence can last indefinitely - from minutes to years. The reasons for it depend on the third factors rather than the past statistical characteristics of mutual movement. So it is impossible to predict them.
Therefore, pair or basket trading carries all the same risks associated with uncertainty.