Thoughts on some of the absurdity of multi-currency analysis. - page 11

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Risk >>:

Да что ты отмазываешься как девочка, читать противно ... не комплексуй так, все равно тут никто не оценит масштабы твоих бредовых умозаключений.

... и для поддержания которых и ведется валютный дилинг :))) ЭТО ПОЛНЫЙ П... прикинул как девочки в банках счета "поддерживают" :)

You'll never be a trader or a financier.

You will drain everything, both your own and someone else's, because you will not admit even to your own death that it was you and not "everyone around you" who was wrong.

That is how it is.

 
getch писал(а) >>

The fact that EURGBP == EURUSD / GBPUSD is ALWAYS correct with a spread adjustment is 100%.

Above I have given links to Expert Advisors that show this perfectly in practice.

You should prove your words by analysis of currency correlation, what does this have to do with the EA? Is it instead of statistics now?

 
Risk писал(а) >>

Who the hell are you to talk about FA?

And if you don't know what correlation is, then shut up.

There is EUR and GBP, they are correlated as Europe and England are closely tied economically so they go against other currencies, so the correlation of EUR/USD and GBP/USD would be >0, and an even brighter example is AUD and NZD, reasons are the same.

A less striking example is the USD, it is opposed to all world currencies, and very often if the USD falls/rises - it falls/rises against all currencies except the Yen.

And just like that, it can only be explained by the FA method.

Given the ensuing such should be banned m all

 
faa1947 писал(а) >>

Considering the aftermath, they should all be banned.

Oh, it's out...

 
vasya_vasya >>:

Тогда у меня вопрос, что будет если курс изменяется до 1.3590, сколько баксов теперь мы должны отдать?

Position opening:

BUY 1 lot EURUSD 1.3580 - we have 100 000 EUR and -135 800 (negative) USD.
BUY 1 lot USDJPY 89.30 - we have 100 000 USD and -8 930 000 (negative) JPY.
SELL 1 lot GBPJPY 134.30 - we have -100 000 GBP and 13 430 000 JPY available.

Available (opening profit):

100 000 EUR
-100 000 GBP
4 500 000 JPY
-35 800 USD

Closing of positions:

SELL 1 lot EURUSD 1.3570 - we have -100 000 EUR and 135 700 USD available.
SELL 1 lot USDJPY 90.30 - we have -100 000 USD and 9 030 000 JPY in stock.
BUY1 lot GBPJPY 135.60 - we have 100,000 GBP and -13,560,000 JPY available.

Available (closing profit):

-100 000 EUR
100 000 GBP
-4 530 000 JPY
35 700 USD

Available (opening and closing profit)

- 30 000 JPY
-100 USD
To calculate the final profit in the base currency of the account, you have to wait for the value date and convert the multi-currency profit into the base currency at the time of value date. With MT4, the valuation takes place immediately at the close of the trades.

MT4 Profit (USD account):

-30,000 / 90.3 USD = -322 USD
-100 USD
Total profit from opening and closing of the USD account is -422 USD.

P.S.

You have 90 rubles, and you have decided to exchange them to 3 USD(RUB/USD = 30). After exchange, your profit is (3 USD - 90 RUB).
A year later, you decide to exchange your USD for Roubles (RUB/USD = 10). After exchange, your profit is (30 RUB - 3 USD)
Total profit for the year from conversion operations is (3 USD - 90 RUB) + (30 RUB - 3 USD) = -60 RUB.
 
faa1947 >>:

Надо бы доказывать свои слова анализ корреляции валют, причем здесь советник? Это теперь вместо статистики?

There is nothing in the link that contradicts the constant formula EURJPY = EURUSD * USDJPY adjusted for spread.

EAs confirm this on the observation period (since launch).

You can run any period for statistics.

For arbitrage reasons, it cannot be otherwise.

 
getch писал(а) >>

There is nothing in the link that contradicts the constant formula EURJPY = EURUSD * USDJPY adjusted for spread.

EAs confirm this on the observation period (since launch).

You can run any period for statistics.

For arbitrage reasons, it cannot be otherwise.

From Table H1: EURJPY - EURUSD = correlation -22.1%

EURJPY - USDJPY = 69%

EURUSD - USDJPY = -85%

This is only in a certain hour. On the right it shows that the correlation is changing all the time and significantly and in order to confirm your statement it (initially not coincident) should change perfectly synchronously. The cross does not coincide anywhere, otherwise it is impossible to make money on the cross.

 
faa1947 писал(а) >>

This is only at any particular hour. On the right it shows that the correlation is changing all the time and significantly and to confirm your statement it (initially not coinciding) must change perfectly synchronously. The cross does not coincide anywhere, otherwise it is impossible to make money on the cross.

I.e. the correlations of the "products" must equal the product of the correlations? :)

Interesting .... theory :)

 
faa1947:

Perhaps I didn't explain it well. The following equations are true at any given time, adjusted for the spread:

EURJPY_bid = EURUSD_bid * USDJPY_bid

EURJPY_ask = EURUSD_ask * USDJPY_ask

I do not understand what EURJPY - USDJPY = 69%.

EURJPY - USDJPY == USDJPY * (EURUSD - 1)

 
getch писал(а) >>

I do not understand what EURJPY - USDJPY = 69%.

SergNF

Roughly, if EUR rose against JPY by 1, then USD rose against JPY by 1.69 .

What has gone unnoticed is that "the cross does not match everywhere, otherwise it is impossible to make money on the cross".

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