Some signs of the right TCs - page 3
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They (EUR and USD) have different volumes in the market and there is a significant difference in how lots are measured and what the speculators keep their budgets in, what the margin is and how swaps are counted. Business cycles are different and exchanges open at different times.
A working EA for EURUSD is just about obliged to fake the USDEUR.
Separate the flies from the cutlets.
There is a market pattern between EUR and USD.
And there is some correlation of the value of these currencies which is broadcast to the Traders Terminals. It makes no difference whether it is EUR/USD or USD/EUR or 100*EUR/USD. It is simply a type of translation of a market pattern between EUR and USD.
If you're not trading a market pattern between the value of the notional two assets, but just a set of numbers called prices, then that's off-topic.
Definitely forward and backward quotes it should trade the same way, multiplying by odds, adding odds, it's all the same, what's the difference in price 2 or 20, there should be no difference definitely. As for the exponentiation, it depends on the robot. We get non-linear data and the robot perceives it differently. Although it is possible to deal with non-linear distortions as well.
Adding is already a distortion of asset value ratio. Even commissions, marquees and swaps are multiplication, not addition.
why should it not work like that on a reverse quote? I don't see why not
because it's not an abstraction. This is a concrete market.
By the way a message to time series analysis grail seekers : while it's hard to take the whole complex of currencies, look for the difference between forward and backward quotes. The hackneyed methods of physics and statistics are not appropriate because they require symmetry. And by the way they do not work.
Separate the flies from the cutlets.
There is a market pattern between EUR and USD.
And there is a correlation between the value of these currencies, which is translated into traders' terminals. It makes no difference whether it is EUR/USD or USD/EUR or 100*EUR/USD. It is simply a type of translation of a market pattern between EUR and USD.
If you are not trading a market pattern between the value of two contingent assets, but simply a set of numbers called prices, then that is off-topic.
Interesting topic, I will subscribe to it.
I would like to add that earlier I remember trying to test the TS on noisy charts, the logic is slightly different, but the principle is similar. I unwrapped the price in increments, simulated a normally distributed series with the same characteristics as the original one in R, then added 1/2 of the original + 1/2 of the simulated one and then converted it back to the price. I did it only once, and then everything was not automated, but the system I tested for stability by the same principle worked for a year without over-optimization and worked well.
Market patterns do not change in the cases of
From the external observer's (robot's) point of view, they change and even a lot. Even if we assume we are dealing with a stationary process, in both cases the amplitude-frequency response changes. Simply put, by changing the amplitude of oscillations - we change the ability of an external observer (or robot) to detect patterns (signals) in these oscillations. Therefore, in order not to change anything for the observer it must synchronously itself:
since such a respectable crowd has gathered here:
bid EURUSD is up 1 5 digits. How did the USDEUR quote change?
How does it look like in ticks?
---
Try to reverse it :-)
From the external observer's (robot's) point of view, they change and even a lot. Even if we assume that we are dealing with a stationary process, in both cases the amplitude-frequency response changes. Simply put, by changing the amplitude of oscillations - we change the ability of an external observer (or robot) to detect patterns (signals) in these oscillations. Therefore, in order not to change anything for the observer it must synchronously itself:
We are talking about a pattern between two assets. Translating that pattern into Terminal as a ratio of asset values is just one way of conveying a market pattern.
The right TS should be even whether the broadcast is forward, backward or dominoed.
since such a respectable crowd has gathered here:
bid EURUSD is up 1 5 digits. How did the USDEUR quote change?
How does it look like in ticks?
---
Try to reverse it :-)
At any point in time.
USDEUR_bid = 1 / EURUSD_ask
USDEUR_ask = 1 / EURUSD_bid
Forum on trading, automated trading systems and strategy tester
Some signs of correct TS
fxsaber, 2020.02.28 06:34
Let me clarify that we are talking about mathematical operations, not computer operations. I.e. one third is one third. The root of the PI is the root of the PI.
The correct TS should be even whether a forward, reverse or domino broadcast is in progress.
red - this is at least three different time series in terms of analysis
blue - what it takes is the answer in my previous post.