Russian guides for the RTS - page 2

 
prostotrader:

The MT5 does not have many world indices available, but I would like to try scalping

I'd like to try scalping on RTS, what forex instruments can be used as guides to

as guides for RTS?

If to check, it is possible to use a file, download data and compare. But, there are some difficulties: the trading sessions do not coincide.

I think you can try: RTS index itself, to RTS index futures, S&P 500 futures and index, oil, difference in bond yields, etc. Also you know, there is a Pearson correlation coefficient, when two instruments are compared for correlation or vice versa rascorrelation (but, the data should be on every bar of both instruments, otherwise there will be distortions)

Once I tried to analyse USDCAD pair on daily charts on MT4 in relation to Brent (oil) quotes. I loaded oil, daily data through a file and even used this data to calculate Stochastic.

I didn't find anything interesting and abandoned it till better times.

 

Which volumes (total, marked with red and blue arrows) can be considered as NOT large and in which session?

 

I decided to continue this topic because:

1. Dogma

The RTS index is anything but a MIX, but with a currency component.

2. Assertion

The behaviour (long/short) of the RTS index depends on:

а. oil (BR), which in its turn moves the rouble (Si), which is the volatility component of the RTS index

б. as RTS = MIX + currency component, the behaviour of RTS is directly dependent on BR, Si and MIX

3. Assumption

Since futures stacks are nothing more than market intentions (not useless history testing ),

Then analyzing market stakes, transactions and other data by BR, SI and MIX symbols (guides for RTS), with a great probability it is possible to calculate in which direction the RTS index will "go".

4. Task

Construct an algorithm for determining the direction of RTS index movement, based on the Guide Signs data.

5. Obtaining all necessary information (in real time) - already written.

https://www.mql5.com/ru/forum/276007/page2#comment_8502345

6. Please

Please, don't flatter.

Any ideas on how to analyse the guides?

Стакан и сделки
Стакан и сделки
  • 2018.08.27
  • www.mql5.com
Пишу анализатор стакана, увязанного со сделками и "уткнулся" в прблему получения новых сделок...
 

I am currently writing a visualisation indicator to test ideas.

(for the time being it shows the difference between sell and buy volumes of the instruments)

 
2. Claim

Поведение (лонг/шорт) индекса RTS зависит от:

а. Oil (BR), which in turn moves the Rouble (Si), which is the volatile component of the RTS Index

Oil has not moved the rouble for a long time.
 
prostotrader:

I am currently writing a visualisation indicator to test ideas.

(for the time being it shows the difference between sell and buy volumes of the instruments)

May we just take usdrub instead of oil? Oil is not as influential now and the signal will only get worse.
 
prostotrader:

I am currently writing a visualisation indicator to test ideas.

(for now it shows the difference between sell and buy volumes of the instruments)

What are your thoughts (plans) about the profit in pips per trade?

I have some doubts about the leaders. Who is a leader for whom, RTS for MIX or vice versa, Si for RTS or vice versa, etc.

For a long time I was developing an Expert Advisor on this subject, though not on the basis of the market depths analysis, but following other principles. I did not see any obvious leaders.

Tell me what are the profit objectives for a deal and I will try to run it through the optimizer again to find the most important guides.

 
Sergey Chalyshev:

What are your thoughts (plans) on profit per trade in pips?

There are doubts about the guides, who is a guide for whom, RTS for MIX or vice versa, Si for RTS or vice versa, etc.

For a long time I was developing an Expert Advisor on this subject, though not on the basis of the market depths analysis, but following other principles. I did not see any obvious leaders.

Tell me what are the profit objectives for a deal and I will try once again to analyze them in the optimizer in order to find the most significant guides.

The profit for RTS is from 20 points (opener has raised the prices).

But, there will be no SL and TP.

Seryozh, if there are no guides then everything is meaningless at all, then RTS will "walk" regardless of the dollar and the MIX!

There has to be a link, after all MIX(MXI) and Si tumblers are the near future, not the past.

I think it's just that not all dependencies lie on the surface.

I'm writing an analyzer-indicator that, when visualised, will help find them (hopefully).

Added

Check out this seminar

https://www.youtube.com/watch?v=7T8lBZNAGEg

It's a bit "crooked" but it's a guide.

 

We now have all the data available in real time, which allows us to

to react instantly to changing trading situations.

Added

Not trading now anyway, got time to do it.

 
And if we consider the MIX (MXI) - SBRF - GAZR (LKOH could be added as the fourth, but imha it is already unlikely)? In my opinion, there would be more correlation in such a "trio" than in the one you suggest.
Reason: