From theory to practice - page 1803

 
Currency pair Volatility within trading session (~ in pips)
GBP/NZD 207
GBP/AUD 183
GBP/CAD 168
EUR/NZD 159
GBP/JPY 154
EUR/AUD 141
EUR/CAD 129
EUR/JPY 112
GBP/CHF 104
GBP/USD 100


Документация по MQL5: Получение рыночной информации / SymbolInfoSessionQuote
Документация по MQL5: Получение рыночной информации / SymbolInfoSessionQuote
  • www.mql5.com
Получение рыночной информации / SymbolInfoSessionQuote - справочник по языку алгоритмического/автоматического трейдинга для MetaTrader 5
 
Comparing volatility between pairs, without dividing by the spread, is a futile exercise.
 
Макс:
Comparing volatility between pairs without dividing by spread is a futile exercise.

and how to divide by spread in the kitchens of the Rana. Rana ?

they are aggregated and spreads cannot be trusted

 
it is better to look at the volatility of the logarithm of the price, or take the ratio of volatility in pips to the average price
 
Aleksey Nikolayev:
it is better to look at the volatility of the price logarithm, or take the ratio of volatility in pips to the average price

I have to go to a log scale, but the numbers are very small, so it's hard to see...

I'm gradually switching to percentages in general - although it requires selecting a reference point, it's closer to the truth than pips/pips/x-spreads

 
Maxim Kuznetsov:

and how to divide by spread in the kitchens of the Rana. Rana ?

they are aggregated and spreads can not be trusted

You gather statistics on spreads for 2-5 days and divide.

And you can't trust anyone at all, not even yourself, as recent studies of the mind and subconscious point out :)

 
Макс:

You gather statistics on spreads over 2-5 days and divide them.

And you can't trust anyone at all, not even yourself, as recent studies of the mind and subconscious indicate :)

what in the @# of an aggregator's spread statistics if their visual spread is a fit for the answer ?

 
Maxim Kuznetsov:

what in @# the aggregator's spread statistics if their visual spread is a fit for the answer ?

OK, let me start by clarifying.
Spread is the difference between bid and ask.
Aggregator it is, transformer or incubator - doesn't matter at all.
Our goal is to find the instruments that are most profitable to trade.
These will be the instruments which have the highest volatility:spread ratio.
 
it's a bat then :)
 

Right!

Full finish.

whatever it takes.

;)

Reason: