"Miracle", "digital" "group" movement indicator - page 17
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Valery, I have the same request for you here as in the other thread.
Try to express your thoughts more fully and clearly - i.e. as thoughts, not as fragments of thoughts. Maybe then there will be interest in them.
Yes, very similar. It's almost close. I don't want to correct, I want to clarify. As much as some people here claim that they only need the majors. They will calculate the rest. Practice shows that they are silent about one thing their calculation accuracy is +-lapot (to the accuracy of spread/2). Here is an example https://www.mql5.com/ru/forum/132599/page2
Now about speeds. At school we often solved problems (remember) where there was a path, velocity and acceleration. Knowing these parameters, say, for a car, we can assume with a probability not 50/50, but a little more, let it be 85 to 15, that the car rushing with great speed and acceleration, is more likely to continue the way, than turn around. Am I right....a if so, then we need to find analogues of these concepts in forex (just imagine that this is not a graph of euro/dollar, but how a car (plane or say fly flies) is moving). Calculate and build a forecast...
At first glance the task is simple, but when you start going deeper into it, you understand that everything is not so simple. You have to remember, when you digitise any analogue value there is noise. This noise is called noise of sampling and quantization. So they exist (noise calculation formulae are available somewhere here), so before you need to get rid of them. It can be done sequentially, we can build a filter and pass quotes through it. And then analyze it. Or we may make a joint analysis (take into account the presence of noise), I chose this way. I describe the movement with stochastic differential equations, it means immediately Kalman filtering here in details. https://www.mql5.com/ru/forum/105740/page15
I always try to predict the price and the price is (asc+bid)/2. The more accurate the forecast the better and more perfect TS you can build, there is research here on the forum, look for how the forecast affects the quality of TS, it enters in the profit in the 4th degree if I remember correctly.
And the third - we must not forget that we do not see the net movement of euro or dollar, but can only observe the projection of this movement on the plane euro/dollar-time or the plane euro/pound-time etc. so I build an index of currency movements of euro, dollar, pound, etc. And it's very important to close the space to have the whole matrix (all projections), if you calculate them through the majors then shit happens (although this is understandable, mathematics is an exact science, it's in statistics there are confidence intervals there you can +-spread count...) in mathematics can not.
In short, it's like this...
If we consider speed of price achievement (taking into account tick rate intensity), then maybe we can use data from BID of Cows (or Openings) minutes for analysis, or without analysis (Asc+BID)/2? If we consider that Asc and Bid change in different ways and sometimes there may be no tick, but Asc changes for example, it makes a significant impact on the intensity of flow in the calculations (can we neglect this impact?). If we can't then it means that DT is already doing everything for us and we just need to analyse the behaviour of DT, which contributes noise?
Indexes are not the same as indices. I lack the terminology to explain it on the fingers. Space needs to be closed. We do not see the movement, the net movement of the euro (dollar ... etc.) they move in N-dimensional space, we only see a projection of this movement onto the corresponding plane, where the coordinate axis is movable (the euro/dollar axis is movable, because they move and the euro moves and the dollar) we see only a projection (this is a relative coordinate system). If you fill it with calculated values, it doesn't "move" anywhere, it just stands still.
But if you don't fill it with calculated values, you can see. which currency is moving (dragging this matrix) and which is just being recalculated as the speed starts to level off in the matrix due to the threat of arbitrage.
If you fill the matrix with calculated values, then it is static. a rigid relationship which is a myth from my point of view. Threat of arbitrage. that is the reason for rate alignment. without this threat, the movement of the matrix would be more clearly visible.
I have built a currency movement (the chart above), not an index, just a movement. I cannot think of any other words. It seems to be working. But what does it work is also a question. Some people's wagons work, others do not.
Additive. It's the same thing forex-k says. Hedge is impossible. They all move differently over time.
the axes are probably movable in the sense that at times they often change over time and at times not so often
bliznec1986
Wouldn't it then be that the analysis of the prices themselves would set the direction of growth or decline, and the velocity analysis would indicate at some time the advance of the movement .
Who thinks what about this: if you build for example 4 tick-bars from ticks it is not quite right in the multicurrency analysis, because in every pair of ticks come with a different time interval and this interval changes, I counted as the rate of change of the angle - intensity - i.e. for example there is the Euro-buck and Euro-wen and Dollaren of each of these pairs, for example for Minutes - the square root of the sum of squares of the ticks number and the square of the change in pips, then we divide the change in pips (rise with + or fall with -) by the square root value - we get the cosine and the cosine of Euro-wen subtract the cosine of Dollaren, then it is ahead or behind the cosine of Euro-bucks, thus it is a certain advance. We proceed the same way with other pairs that include euro and dollar (for eur\usd it's gbr\usd-eur\usd, eur\chf-usd\chf....). And it doesn't matter who is leading, it's important who is currently leading the series of pairs that make up the Eurobucks (maybe the Eurobucks will be ahead of the gbr\usd-eur\usd, or maybe eur\chf-usd/chf, it doesn't matter what the lead is). 2- The best way to specify it may be gold (as it is unclear which currency pulls the other one in pairs, all currencies cannot go up or down against all other currencies at the same time).
If you take minutes, how to deal with the fact that the volume of 60th and more ticks in some minutes and 1 tick in other and it appears abnormal sharp increases or decreases when you add calculation of the intensity in general calculations