The interaction of markets. - page 3

 
Globe писал(а) >>
I was referring to a different branch.

And I meant your word "inferior".

And "markets" are not just "currencies", even if they are "multi".

 
rid писал(а) >>

My friend (the author of the article on the link) has monitored the spread trading account on one of the forums.

Moreover, before each entrance ("before") he thoroughly describes there on the forum the situation and justification of the entrance.

The deposit has surely and inevitably increased by 20% during two months of such trading.

This is inevitable, with negligible current drawdowns! The result is not accidental - about 250 paired entries were performed during this time.

I think not everyone can advertise their trading in such a way! To slightly diminish your irony, I've sent you a link to this trade in the private message.


I'll assume you've tricked me into watching this opus.

After your buddy does this:

sell 0.07 pam0 +94.502
buy 0.04 sik0 -21.00

I'm diagnosing him as an idiot. But he might be a good man.

 
Globe >>:

технически этот индюк от leonid553 (Леонид Борский) уступает кластерному индикатору, которому посвящена одна из веток этого форума, тем, что для приведения набора символов к одной размерности используются индивидуальные коэффициенты, которые нужно подбирать вручную. В кластерном же индикатое сравниваются приращения инструментов, а не их абсолютные значения


In this indicator the increments are also compared (difference of MA). As a matter of fact, it is made - "skimmed" from the cluster one.

Besides. And you look into the code of the cluster. The coefficients are used there exactly the same way. It's just that they're not put into parameters, but "hardwired" into them. Because the entire set of currencies (and it's for currencies that the cluster is intended), in fact, has only two or three dimensions.

But the major futures have dimensions from 0.001 (VTB) to 200000 (RIM0), so you can't do without coefficients.

 
maryan.dirtyn писал(а) >>

The patterns... ahem... well, quite simply:

1) as a rule, where the eurodollar goes, so does the pound... although this rule is worthless because of the volatility of the latter)

2) as a rule, where oil goes, Eurodollar goes the other way

3) as a rule, where gold goes, Eurodollar goes

4) as a rule, wherever the Dow Jones goes, there goes the Eurodollar

5) as a rule, no rules, except money management :)


What are the reasons for these rules?
 
Roman_trader >>:

А чем обусловленны эти правила?

Interaction of markets :)

 
maryan.dirtyn писал(а) >>

Interaction of markets :)

Indeed, how did I not think of this myself....?)))

And in more detail) Why do some instruments go together?

 
Correlation.
 
Swetten писал(а) >>
Correlation.

I couldn't be more precise) What's the reason for correlation?)
 

Economic data, political events, gold/oil prices and other mutual exchange rates in relation to the chosen currency.

Interaction of markets, in general.

 
Swetten писал(а) >>

Economic data, political events, gold/oil prices and other mutual exchange rates in relation to the chosen currency.

Interaction of markets, in general.


OK then for example from the above

2) As a rule, where oil goes, the Eurodollar goes the other way.

3) as a rule, where gold goes, goes the eurodollar

4) as a rule, the direction of the Dow Jones goes the Eurodollar

Why does the EURUSD go the other way against oil?