_Market description - page 27

 
Figar0 >> :

Well, it's not a dough game.) It's okay to dare. Probabilistic estimation, ok, no longer a multi-currency analysis, something new... And how do we make this estimate? Let's take the significant characteristics of the current movement/situation and go through the history and see what usually happens afterwards. And what characteristics should we use to describe this current moment with a limited number of parameters?

I will try to analyze the price equilibrium.

and give one of three answers - up, down, doubtful (i.e. better not to enter the market)

 
Figar0 писал(а) >>

Multicurrency analysis is good, but if it's a futures on "unrefined oats", how does that help us?) Doesn't the TF matter?

For almost any futures you can find instruments to perform a "multinstrumental" (multicurrency) analysis. The TF is of course important.

The symbol #QMJ9 (Light Sweet Crude Oil (miNY), Apr09)
Period 1 Hour (H1) 2009.02.23 00:00 - 2009.03.16 23:59 (2009.02.23 - 2009.03.17)
Model By open prices (only for Expert Advisors with explicit bar opening control)
Parameters ----
Bars in history 1027 Modelled ticks 1407 Simulation quality n/a
Chart mismatch errors 0
Initial deposit 20000.00
Net profit 10312.50 Total profit 13350.00 Total loss -3037.50
Profitability 4.40 Expected payoff 343.75
Absolute drawdown 1100.00 Maximum drawdown 1562.50 (7.64%) Relative drawdown 7.64% (1562.50)
Total trades 30 Short positions (% win) 15 (60.00%) Long positions (% win) 15 (53.33%)
Profitable trades (% of all) 17 (56.67%) Loss trades (% of all) 13 (43.33%)
Largest profitable trade 2400.00 losing deal -975.00
Average profitable deal 785.29 losing trade -233.65
Maximum number continuous wins (profit) 3 (2612.50) continuous losses (loss) 2 (-187.50)
Maximum Continuous Profit (number of wins) 2612.50 (3) Continuous loss (number of losses) -975.00 (1)
Average continuous winnings 2 Continuous loss 1

This is OOS.

 
Mathemat писал(а) >>

I agree with LeoV: not enough instruments, and for a more confident answer we need a multi-currency analysis: guessing from a single chart is useless, because the concepts of trend and flat are meaningless when considering only a single instrument.

Here's a picture... Do the analysis

The bold green line is the EUR index, the other lines are components of the index ... There are only 7 of them... there are 6 in the picture... EURNZD has gone way down...

Your conclusions...

 
kharko писал(а) >>

Here's a picture for you... Do the analysis

The bold green line is the EUR index, the other lines are the components of the index... There are 7 of them... there are 6 in the picture... EURNZD has gone way down...

Your conclusions...

I have a sell at 3026. Otherwise, too many tools to analyse. Brain boiling.....)))))

 
LeoV писал(а) >>

I have a sell from 3026. Otherwise, too many tools for analysis. My brain is boiling.....)))))

That's what I'm saying... Too much information is not good either... Although this analysis is useful for hedging... I have not found any other application...

If we break through 1.300, we'll go up...

 
kharko >> :

That's what I mean... Too much information is not good either... Although this kind of analysis is useful in hedging... I haven't found any other use for it...

If we get past 1.300, we'll go up...

it's not about a lot of data, it's about different liquidity of currencies

Multi-currency is a good thing, but you should not put it in the first place in TS

 
sab1uk писал(а) >>

It's not about a lot of information, it's about different liquidity of currencies

Multicurrency is a good thing, but it should not be the first priority in TS

The fact that the EURNZD has fallen sharply downwards indicates speculative games on this market... The main eu trend for tomorrow is the rise against the other currencies...

 

kharko, thank you for not being lazy. I don't do predictions. But I would like to add a few words:

1. I have not 7, but much more "lines" - the components of analysis. When applied to the dollar alone, there are 14 of them. For a Jew, there are 12, and so on. Of course, this does not mean that I draw all these lines and admire the resulting rainbow. But increasing the number of "components" increases the reliability of analysis.

2. I don't use indices as they are all the same attempts to integrate movements of different dollar-dependent currencies into a single curve and only engage in its tehanalysis.

3. I agree with what you say:

Когда много инфы тоже плохо... Хотя такой анализ полезен при хеджировании..

Here's wanting to reduce the variety of relationships between a dozen currencies to a few numbers that relate specifically to those currencies and show what we see for them. And as soon as we see something interesting in one of them, we begin to use all the advantages of diversification.

P.S. I see that, generally speaking, building a decent multicurrency is not an easy task at all...

 
Mathemat писал(а) >> 1. I have not 7, but much more "lines"-components of analysis. When applied to the dollar alone there are 14. For eur - 12, etc.

Increasing the conditions or amount of data does not guarantee an increase in profit or a decrease in drawdown.

 

Of course, Leonid, I know what you mean. There is no talk of drawdown or profit at the moment. For now - collecting statistics. But I suspect that the system parameters will not be too many. It seems more or less clear with the entry points; the problem is in determining the exit points.