Ring - page 8

 
IgorM писал(а) >>


You may argue that it is also a correlation, but not calculated according to the formulas from Wiki, but it is just visible which currencies go with the gold and which try to break away from the current rate, periodically it is necessary to reset the reading, because the candlesticks change the picture


The pullback takes place at the extremes of negative and positive values, e.g. 40.60 и -20.50? Everything around 0 is normal?

 
sever29 >>:


Отрыв от текущего курса имеет место при крайних отрицательны и положительных значениях, напр. 40.60 и -20.50? Все, что около 0- норма?


No, because gold also moves, you can't find net zero, it makes sense to look against USD, it's also gold, I look which currency moves away from USD and which goes in parallel, those currencies that move away from USD mean they are trading now, and which go in parallel, so you will just get the cross rate
 
IgorM писал(а) >>

No, because gold also moves, you can't find the net zero, it makes sense to look against USD, it is also gold, I look which currency moves away from USD and which goes in parallel, those currencies that move away from USD means that they are now trading, and which go in parallel, so you will just get a cross rate

In other words, the movement of currency quotes in gold should be viewed in relation to the dollar (also converted into gold)? How do you determine...um...no...how do you determine who got away from whom, the buck from the h currency or the h currency from the quid and does it matter?
 
sever29 >>:
т.е. движение котировок валют пересчитанных в золото, следует смотреть относительно доллара (также пересчитанного в золото)? Как Вы определяете...мм... нет... как определяете кто от кого ушел, бак от валюты ч или валюта ч от бакса и важно ли это?


The dollar in this form is gold, I wrote, well, if you want, there is no dollar here, read the figure as you want
As for the +/- signs, I thought about converting to a single digit or subtraction, but then the picture gets lost, while I just scatter the numbers as on the charts - what is + is above the axis, what is minus is below
and I get - what is minus you just subtract from USD modulo, i.e. at the bottom of the screen -14.55 and yen -20.41 = -6 units below the axis, and what is + you just subtract, i.e. 21.77-14.55 = 7
It is not a question of exact calculation, but of moving closer to or farther from the (USD) axis, and it is a movement either towards gold or towards its own path. It is important to think how a currency behaves during a trade - if it is close to the gold rate, i.e. relative to axis -3,-4,-3,-5,-3 ....., it means that it is cross-course/gold on the chart, and if -3,-8,-6,-11,-7,-19 -> the currency has rapid movement
the only real thing is to follow two trends - the main trend for currency+the trend for gold. But again, the chart looks different in comparison to USD, so notorious GBPUSD does not crawl like EURUSD, but goes in groups of candlesticks and then a big check - it seems that while gold goes in a general trend - a group of candlesticks, but gold changes its trend or goes in a horizontal trend - a big check, there is a pattern against gold and the Canadian - it is harder, there is a pattern against the New Zealander - it is easier.

I see this picture as on an oscilloscope, if we connect the second signal to it :)
 
Some premature conclusions from my observations of the ring:
the Expert Advisor I use in the demo ring now is waiting for ALL pairs to exit the spread in order to take positive trades and double negative ones (this is how I try to gather statistics on the behavior of the ring pairs)
so it turns out that this condition (all pairs leaving the spread) is quite difficult to meet! Some "bastard" always rolls in the opening area having often been at both sides of the open price which once again makes me try to trade them to the open side waiting for a pullback.
The pairs, in some unknown to me yet order, persistently climb to the opening price.
 
moskitman писал(а) >>
By Ring I mean 21 trades on 21 currency pairs, no stops, same volume and at the same (well, there +/-) time:
BUY AUDCAD
BUY AUDUSD
BUY CADCHF
BUY CADJPY
BUY CHFJPY
BUY EURCAD
BUY EURGBP
BUY EURJPY
BUY GBPAUD
BUY GBPCHF
BUY GBPUSD
BUY USDCAD
BUY USDCHF
BUY AUDCHF
BUY AUDJPY
SELL EURAUD
SELL EURCHF
SELL EURUSD
SELL GBPCAD
SELL GBPJPY
SELL USDJPY


This is not a ring, but a tangle of sorts.

 
PapaYozh >>:

Это не кольцо, а какой-то клубок.

I don't care if it's a Mobius strip, the main thing is that at any time the losses are compensated by the profits, no matter what happens in the market: trends, flotsam, gaps - it doesn't matter...
The main thing for me now is to find typical recurring situations in the Ring and a way to break it properly.

 
It seems to me that you should experiment with smaller "rings" first - say, a ring formed by three currencies (three pairs respectively). This is also a ring. We need to correctly calculate the volumes at which the total balance is constant. And then we may try to experiment with different parameters.
And with this ring... Well, yes, something may come out, but it is too high initial cost (a lot of spreads).
But it really is an interesting design - in terms of all sorts of combinations and ways of handling them.
 
Mathemat >>:
Мне кажется, что сначала нужно экспериментировать с меньшими "кольцами" - скажем, кольцом, образованным тремя валютами (соответственно три пары). Правильно посчитать объемы, при которых общий баланс постоянен. А дальше уже попытаться поэкспериментировать с этим кольцом из трех пар.
А с этим кольцом... ну да, что-то может выйти, но уж больно велики первоначальные затраты (куча спредов).

it's no secret that it was the non-veteran branch that inspired the idea of the Ring - he always traded segments (parts) of the ring with his flashlights and couldn't get rid of the 50/50 split. The ring, on the other hand, provides such an opportunity: you can simply pick the pairs you want based on the results of the ring after a certain period of time.
The more pairs - the more "obvious" is the desire for a 50/50 split.
As to the total balance, I do not see the point in additional balancing - it is already balanced enough by selection of pairs to make conclusions about their behavior, and I am not going to trade the whole Ring for real.

 
moskitman писал(а) >>

The more pairs - the more "obvious" is the desire for a 50/50 split.

An entire thread on this unproven assertion. Are there any fundamental and macroeconomic reasons for this assertion? IMHO no. All forex participants think this market is the hub of all markets, although in reality it is not. In any country of the world the M1 aggregate is always smaller than the commodity market and is multiple of the sum of the commodity and stock markets. In the last two years, we were lucky to observe that everyone went into commodities, and then everyone came back to cash. This means that all currencies are trending in the same direction. Any crisis leads to an exit into precious metals and then into commodities with a sharp inflation.
But you always have to prove postulated things. Otherwise we have what we have.