Absolute courses - page 109

 
Олег avtomat:

That's right, backtesting is necessary.

But I have investigated the statistical characteristics of individual instruments, they turn out to be plus-minus like pairs.

But the decision-making algorithm for trading pairs based on individual currencies, has now been in use for a year and gives quite good results. Unfortunately only in manual trading. I haven't gotten around to integrating it into a robot yet.

 
Evgeniy Chumakov:


Can't = impossible? I can separate pairs and get currency values at the last price. Then run the algorithm through history and get a dynamic.

We are talking about different things.

I don't know your separation algorithm, so I don't really understand what you're talking about.

 
Олег avtomat:

We are talking about different things.

I don't know your separation algorithm, so I don't really know what you're talking about now.


You use a sliding window (period) to get currencies. Are the coefficients there all sorts of things?
 
Maxim Romanov:

But I have investigated the statistical characteristics of individual instruments, they come out plus or minus like pairs.

But the decision-making algorithm for trading pairs based on individual currencies, has now been in use for a year and gives quite good results. Unfortunately only in manual trading. I haven't integrated it into a robot yet.

This is the main thing.

 
Evgeniy Chumakov:


You use a sliding window (period) to get currencies. Are the coefficients there all sorts of things?

Well, not really :) And there are coefficients, but not many.

 
Олег avtomat:

Well, not really :) And there are coefficients, but not many.


And I take the last iClose values of 7 pairs and segregate into a basket of currencies. Well I can run this way on every bar and have a history of currency changes.

 
Evgeniy Chumakov:


And I take the last iClose values of 7 pairs and separate them into a basket of currencies. Well, I can run this on every bar and have a history of currency changes.

Well, you can, I suppose. You know what to do with them and how to do it.

Again:I don't know your separation algorithm, so I don't really know what you're talking about now.

 
Алексей Енин:

...

Here are the latest exchange rates for yesterday.

ABSOLUTE EXCHANGE RATES FOR 15.07.2020

Australian dollar [AUD] = 12.8981 (0.50%)
Canadian dollar [CAD] = 13.5755 (-0.12%)
...

Try to calculate theAUD/CAD rate: 12.8981/13.5755=0.9501

Total obtained price is0.9501, the forex rate was ~0.9465.

At the end it is clear thatAUD/CADis undervalued on Forex, or rather AUD is undervalued , orCAD is overvalued.

This begs the question: What is the absolute exchange rate, who and how calculates it. If the calculation is correct, why is the currency pair undervalued and many more leading questions.

 
Vitaly Muzichenko:

Let's try to calculate theAUD/CAD rate: 12.8981/13.5755=0.9501

In total we got the priceof 0.9501, on Forex the exchange rate was ~0.9465.

At the end it is clear thatAUD/CADis undervalued on Forex, or rather AUD is undervalued , orCAD is overvalued.

This begs the question: What is the absolute exchange rate, who and how calculates it. If the calculation is correct, why is the pair undervalued in forex and many more leading questions.

hmm, interesting.

where is the post that has been replied to?

 
Renat Akhtyamov:

Hmm, interesting.

where's the post that was replied to?

The post was deleted a couple of minutes after my reply. Apparently the poster thought he'd made the grail publicly available and decided to delete it )))

Reason: