Market prediction based on macroeconomic indicators - page 31

 
forexman77:

I've been meaning to ask for a long time, have you found any economic data, on the release of which, forex more or less reacted, in the medium or long term?

Even if not always, but at least 50% of the time. I read on one forum, there a man was watching LIBOR, but with a delay and showed charts, how it could work.

There are many such indicators - %, unemployment rates, etc.
 
Дмитрий:
There are many such indicators - %, unemployment figures, etc.

There is always a different reaction to them. I will try to go through them sometime and see if there is a ratio of more than 50% in any type of data.

The question is rhetorical: either currencies move towards accumulation of stops after the news release, or there is an algorithm that makes money by interpreting the data.

 
forexman77:

There is always a different reaction to them. I will try to go through them sometime and see if there is a ratio of more than 50% in any type of data.

The question is rhetorical: either currencies move towards accumulation of stops after the news release, or there is an algorithm that makes money by interpreting the data.

The reaction is always the same for the %. Another thing is that the % change forecasts are issued long before the news release, and the market has time to work out the news before it is published.

For unemployment the reaction is always the same except for US unemployment - the algorithm there is more complicated.

 
You look at the news release and the market reaction, and the market reaction happens long before the news release - on forecasts on public news, on forecasts on their own news.
 
Дмитрий:
You look at the news release and the market reaction, while the market reaction happens long before the news release - on forecasts on public news, on forecasts on their own news.

Many times I have noticed, let's say a statistic comes out, the data is better than before, the currency goes down. The data is worse than the previous ones and the currency is still falling. Or sometimes data is better than previous ones and currency rises.

In general, it is different every time.

However, I have not considered one parameter - "expectations". Are you saying that you should watch closely the forecasts?

 
forexman77:

Many times I have noticed, let's say a statistic comes out, the data is better than before, the currency goes down. The data is worse than the previous ones and the currency is still falling. Or sometimes data is better than previous ones and currency rises.

In general, it is different every time.

However, I have not considered one parameter - "expectations". Do you mean to say that it is necessary to watch closely the forecasts?

It is not better or worse than the previous ones but rather the consistency of predictions. If the forecast was for a 0.3% improvement in the data, for example, and the data only improved by 0.1%, the currency will fall even though the data is still better than the previous one.

 
forexman77:

I've been meaning to ask for a long time, have you found any economic data, on the release of which, forex more or less reacted, in the medium or long term?

Even if not always, but at least 50% of the time. I read on one forum, there a man was watching LIBOR, but with a delay and showed charts, how it could work.

I remember I created an Expert Advisor on 5 trading based on the news. Out of all news the GDP had the strongest impact on the market, but it's impossible to predict its direction. The Expert Advisor analysed behaviour of EURUSD before the news release and during the first minutes of news. Under certain conditions it opened short-term positions. It worked well, but the number of trades was small due to strong filtering. I wanted to use it for real, but 5-compatible with American brokers, and I was too lazy to rewrite it for 4-compatible, and there were almost no decent brokers with small spreads in the USA.
 
Sergiy Podolyak:

Yes, ... but ON WHICH PERIOD ???!!! At what period is it "difficult" ? This period is different for every trader. Trading is like that, it's different and individual. On a short period a bunch of people just play on the psychology of the market-crowd, fooled by parrots from the zombie TV.

Here's some clever thinking on the (mostly near-market) Smart Lab:

"American-style Pinocchio divorce.

Insiders knew in advance that the rate would not rise and bought stocks. Paid analysts were trumpeting the fact that rates would be raised. The patsies were scared and sold the stock, but the insiders were buying.
They didn't raise it. The market went up. Pinocchios started buying, putting up strong bids. The insiders gave them the shares, locking in a profit. Bingo!
After the insiders sold, the stock went down.

Pinocchios in shock for the second time in a day."

http://smart-lab.ru/blog/279162.php

Well on the long term (30-60 days), here, the EA conditionally "pose" short SP500 back on August 5, 2015 and "stands" there still. This is a visual tester.

SP500 is short.


You can certainly explain market behaviour in this way as well. It seems to me that the hedges shorted the market before it went down and through the mussel started scaring investors first with an impending rate hike and then with the impact of China on the US economy. When rates didn't go up, they started using that as an indicator of weak economic growth. Until hedges get their gains, the market will be depressed. Goldman Sachs is manipulating the market. If you look for Freemasons and Illuminati, look there.
 
Vladimir:
Of course it is possible to explain market behaviour in this way as well. It seems to me that hedges shorted the market before it fell and through the mussel started scaring investors first with an imminent rate hike and then with the impact of China on the US economy. When rates didn't go up they started using that as an indicator of weak economic growth. Until hedges get their gains, the market will be depressed. Goldman Sachs is manipulating the market. If you look for Freemasons and Illuminati, look there.
Something like Soros said, the theory of stock market reflexivity.
 
forexman77:

Many times I have noticed, let's say a statistic comes out, the data is better than before, the currency goes down. The data is worse than the previous ones and the currency is still falling. Or sometimes the data is better than previous ones and the currency goes up.

In general, it is different every time.

However, I have not considered one parameter - "expectations". Are you saying that you should watch closely the forecasts?

I think that exchange rates move independently of the news, according to the patterns of economic cycles. The news/news corrects that movement. For example, the most optimal period for my TS turned out to be (for euro/dollar) 274 daily bars on all TF D1 data from 2000 to the present. No news, and of course there was a lot of news during this period, is able to change this constant. It is probably a one-year cycle of economic processes: 274/5*7 = 383.6 days, which is very close to 365 days per year.