Pair trading and multicurrency arbitrage. The showdown. - page 90
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Please share your observations. We will be grateful.
I didn't ask for a lecture. Throw it if you have something to throw. Besides, thanks for participating.
And where did you see moral instruction?
It was a question, but in response I heard an excuse.
Just strain a little bit, and look in the Internet how the yield is calculated.
Peepeets, words, no words.
Well, what he shows on the screens is nothing like what I get on the hourly chart, if we are talking about Renat's approach.
So he has his own bicycle of construction.
On this screen without the formula, I still can't get to write it.
At the moment on a simple yield on hourly charts, there is such a bifurcation.
Remove the windows, they interfere, delay and interference
Take away the windows, they get in the way, delay and introduce clutter
Yes, this is still a draft, the first draft, as I have not yet got to the coefficients to see if there will be interference or not.
It may happen that applying the formula interference and delays will disappear.
I do not know in general still, now a little bit busy with other things.
And where did you see moralising?
It was a question, but in response you heard an excuse.
Just strain a little bit, and search in the Internet how the profitability is calculated.
Peepez, words are not enough.
Sorry, nerves. It's good to read you here.
And where did you see moralising?
It was a question, but in response you heard an excuse.
Just strain a little bit, and look in the internet how the profitability is calculated.
Fucking hell, no words.
Daily Yield = ((Current Price - Open Price) / Open Price) * 100%
For example, if you opened a position on EUR/USD at the price of 1.1000 and the current price is 1.1050, the daily yield will be:
((1.1050 - 1.1000) / 1.1000) * 100% = 0.5%
This means that your position is profitable by 0.5% for the day. If the current price was lower than the opening price, the daily yield would be negative and would show a loss.
Take away the windows, they get in the way, delay and introduce clutter
Just look at Eugene's screen carefully, he has no delays and interference.
So I'm inclined to the fact that all the joints are windows, probably equalise the coefficients.
so that mimo-crocodiles don't say that we are inventing something unknown here:
trend change is accompanied by "logging skis", explicit or not quite pronounced candles. That is quite a figure of technical analysis
On the 1st day skiers found their favourite figure for sure. And everything that happened is considered in the current topic literally on-line. Another thing that was devoted to intraday trading, but it was very successful - it can be placed in TA textbooks.
it is possible to supplement one method with another.
Just look at Eugene's screen carefully, he has no delays and interference.
So I am inclined to believe that all the window joints, probably equalise the coefficients.
can be equalised by taking a larger window size. That's a separate global topic "choosing window size depending on needs" :-)
but no coefficients, corrections and dynamic sizes can fix the "curse of sliding windows" completely.
can be equalised by taking a larger window size. This is a separate global topic "choice of window size depending on needs" :-)
but no coefficients, corrections and dynamic sizes can fix the "curse of sliding windows" completely.
A larger window size increases the time of being in a position and, by and large, leads to time-based transplantation into positions.
Here we should proceed from what we count. And what we are counting is profitability. This is the basis for what period we consider this profitability.
Profitability is usually considered for a day, a week, a month, a quarter, a year. Here they are all the needs.
You can also count for 8 hours, like a trading session. Therefore, everyone has his own choice here.
I don't know. I repeat that Eugene has no delays and he has already calculated zero on the screen.
In general, until I check it myself, I will not be convinced of my assumption.
But it seems there is a logic, since the coefficients are calculated at each step, which equalises the curves,
and at each moment of time all processes still give a common zero state)).