"Miracle", "digital" "group" movement indicator - page 15

 
trol222:

Is that what you mean?
I take it you mean to calculate each pair through gold, not even a pair but a currency ?
 
I tried to calculate via gold/dollar first the dollar in gold, then via euro/dollar the euro in gold, then via euro/yen the yen in gold, then via dollar/yen the yen in gold, for some reason the yen came out different . And they are different absolutely. Although I understand that they should be the same.
 
bliznec1986:
I tried to calculate via gold/dollar first the dollar in gold, then via euro/dollar the euro in gold, then via euro/yen the yen in gold, then via dollar/yen the yen in gold, for some reason the yen came out different . And they are different absolutely. Although I understand that they should be the same.

If my aim is to get Yen obtained with other currencies in gold (through Pound, Frank......), that are also preliminary calculated in gold through gold/USD, then, when all variants of currencies in gold are collected, I should continue the further analysis.
 
And sometime try to add the property of periodicity of arrival of different number of ticks.
 
I've posted charts of tick volumes of minutes somewhere, I'll give you the link.
 
https://forum.mql4.com/ru/40081/page6
 
hrenfx:

MXN, so MXN. So, we have data on the following majors:

EURUSD, GBPUSD, AUDUSD, NZDUSD, USDCHF, USDCAD, USDJPY, USDMXN, ....

There are no crosses at all. It is claimed that this data is sufficient to get any pairs with MXN currency:

EURMXN, GBPMXN, AUDMXN, NZDMXN, MXNCHF, MXNCAD. MXNJPY, USDMXN, ....

There is no doubt in this statement. So once again, there is no need to analyse "168" currency pairs, just analyse the majors.


You will get the same crosses from the majors but the differences will still be +- couple of pips. This should also be analysed, but with all pairs of MXN.
 
Zhunko:
You have to use the tools of one supplier. Everyone's filters are set up differently.

And how do you deal with the problem of DT filtering? How do you restore the initial real data (approximately) before passing it through the DT filter? If you do that, it will be the quoted prices that are real and on which you can get a preemptive one. To try to receive filter quotes from DC using the first tick and all other prices of other symbols. Am I right?
 

No, you're wrong. There are no true quotes. The DC receives a whole stream of quotes from different vendors, and at any given time there may be quotes that differ by 2-3 spreads.

God only knows how the brokerage company filter works. And why do you need to know God's plan? What use do you hope to get out of it?

 
Mathemat:

No, you're wrong. There are no true quotes. DT receives a whole stream of quotes from different vendors, and at any given time there may be quotes that differ by 2-3 spreads.

God alone knows how the DC filter works. And why do you need to know God's plan? What benefit do you hope to gain from it?


What do you mean why?

Looking at your post you may get an impression that DT pass quotes through the filter (frequency of ticks receipt is controlled by the terminal) after which the information will come to us with a delay necessary for DT. I do not agree with this. And why am I not right after all this?