Correct calculation of currency indices. - page 6
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The EUR index (ECX on NYBOT) includes five currencies: 31.55% USD, 30.56% GBP, 18.91% JPY, 11.13% CHF, and 7.85% SEK.
And what if the trade-weighted index ratio of ECX/IDX is compared with the EUR/USD exchange rate?
It would be interesting to hear more about your vision, if you don't mind
For profit in forex, you have to decide 3 questions.1. when to open? 2 which way? 3. when to close?
The market has periodic harmonic components, but the process is not stationary.
Non-stationarity changes smoothly.
If changes of stationarity in measuring area are not great, they can be neglected (as even approximate calculation shows points of extremums accurately).
In brief, it looks like this. In more detail you are invited in other topic where this question is discussed.
I think we helped you, or tried to help you...
...For example, I would be very interested if you build an indicator, and then what to do with it? How to work with it?
Helpful without a doubt !!!
The code is not final yet (that's why it's in the forum, not in the Code Base) so to speak for enthusiasts.
"I think you are more interested in what it shows.
In Prival 05.02.2009 17:48 you gave the idea that the weights may not be constant.
IndexKor shows relative Indexes with automatic weights.
because the normalized system has automatic weights due to conversion to 1, not taken from the ground,
it is also the reply to kharko 10.02.2009 17:24 (and if you add metals to the normal system, it will only increase the
credibility ).
1. to make a profit on forex, you need to decide 3 questions.1 when to open? 2 in which direction? When to close?
When to open, when to close, and when to close. 2. the market has periodic harmonic components, but the process is not stationary (proved by Associate Professor A.O. Sivertsev).
3.Non-stationarity changes smoothly.(my personal observations)
1. Actually only two, since you can and should break away after closing time (which is optimal in a certain sense).
2.Correct.
3.Unsteadiness changes chaotically. Your conclusion is wrong, and most likely because you used a sliding window in your analysis - that's what smoothes out the movement of harmonics and creates the illusion of their smooth drift. If the windows do not overlap in time when drawing the spectrum, you can observe a chaotic picture of the spectral maxima moving.
>> the higher the timeframe, the less chaos there is.)
Ну и картинки ты рисуешь, Илья...
I don't draw it, the computer takes a few minutes to draw one of these frames.
relative spectral power distribution over several octaves
The currency index shows the change in the currency relative to the selected reference point... For example, we have decided to track the changes from today...
OK... We equate our index to any convenient value... Say it's 1... Calculated weighting coefficients for this value... And then off we go... Explore, think, predict...
This procedure should be done for each index separately...
In your calculations you are tied to the linear relationship of the indices relative to each other.... Which is questionable...
the higher the timeframe the less chaos)
It depends on what you mean by chaos. I'm sorry, I have a different opinion.) Or rather, I've found a more logical explanation for the effect. If I understand the picture correctly.
>> chaos should have put me in inverted commas.
Of course we are limited by the sampling rate, spread and speed of situation estimation (if this is manual trading).