Pair trading and multicurrency arbitrage. The showdown. - page 98

 
trampampam #:

I can't imagine what fun it gives when a simple percentage change in prices gives such a picture:

Are you sure you're doing it right? In fact, there is no shift at the end of the day.....

in the last chart, the end of the day is taken as the starting point, 0.

 
trampampam #:

I can't imagine what fun it gives when a simple percentage change in prices (from the beginning of the day) gives you a picture like this:

Are you sure you're doing it right? In fact, there is no shift at the end of the day.....

here is from the beginning of the day (from 00:00 Friday)

 
Maxim Kuznetsov #:

on the last chart the end of the day is taken as the starting point, 0

So you're calculating it backwards? What's the point?

 
Maxim Kuznetsov #:

this is from the beginning of the day.

Now, that's more like it. It's just that what you have shifts at the end of the day doesn't actually shift.....

 
I.e. it is not clear why the day ends with a shift to 0? What's the point? To me it just paints a "beautiful" picture of the shift, which is not really there.
 
trampampam #:

So you're calculating it backwards? What's the point?

I can calculate from any point, in any window or without it, from any currency and see the whole market in its natural values.

 
trampampam #:
I.e. it is not clear why the day ends with a shift to 0? What's the point? To me it just paints a "pretty" picture of a shift that isn' t really there.

and in fact it is there.

but it's a natural picture for late Friday. Markets are gradually closing, activity is dropping and everything is shrinking.

 
Maxim Kuznetsov #:

and it actually IS there.

but it's a natural pattern for late Friday. Markets are gradually closing, activity is falling and everything is shrinking

It's like an octopus. Call it a sprout.)

 
Maxim Kuznetsov #:

and it actually IS there.

but it's a natural pattern for late Friday. Markets are gradually closing, activity is falling and everything is shrinking

According to the chart 240 is actually in the channel - extension.
The market closed on Friday at 134% extension from the average 100%.
The channel has been expanding for the last 20 hours. It began to expand at the opening of Tokyo.
Ideally, if you get into a position for compression of the channel on all 28 pairs of a basket of 8 currencies, with lots that correspond to the same risk,
it remains only to wait for the channel to shrink to 85-75%.

 
Maxim Kuznetsov #:

I can calculate from any point, in any window or not, from any currency and see the whole market in its natural values.

Without it - is it a variant when the base reference point is shifted to the left as far as it will go - to the highest bar in the history?

Reason: