Trying to distinguish between real currency mark-up and illusory currency mark-up and recognising the simultaneity of the pairs' moves. - page 4

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This is the euro/bucks usual speed of price change calculated for different periods by the formula in Excel = ((B128-B1))/(Root (128*128+(B128-B1)*(B128-B1))).

interesting areas where speeds are lined up horizontally. After that there appears some probability to enter the trade at this moment practically without drawdown.

The idea to build the same + acceleration, but separately for positive price increments and negative increments.

=((B128-B1))/(root((count of positive changes for the period, not counts for the period)^2+(B128-B1)*(B128-B1))), so the count (marked out) at let's say the same depth from bar to bar will change and so on at different depths.


euroena

dolar yen

And so more pairs for 10 - long paste...

 
Based on the notion of simultaneous motion of the pairs at infusion ... thought about exactly the separate growth of positive and negative candles and trying to consider the co-directional change of velocities (or the rate of change of densities between velocities of different depths) on the pairs of the cluster
 
In general, it is probably better to apply it on ticks, because it is on ticks that you can see the speed of change in price from the speed of the flow rate
 

The injection in Euros in other currencies (buying for example Euros for other currencies) does not mean that all pairs with Euros will start to grow.... at some point in time. The injections do not start with small lots, plus with low liquidity currencies you have to gather offers that can be sold (the latter needs time) (the volume of injections through different pairs is different, I think it is clear). Suggestions about the calculation of curves showing these studies are welcome))))

Let's dig further ..... observations further I will post. By the way, who would like to express his opinion - do not hesitate....
 
trol222:


the idea is to build the same +accelerations, but separately for positive price increments and negative increments. only change the formula

=((B128-B1))/(Root ((count of positive changes, but not counts per period)^2+(B128-B1)*(B128-B1))), so the count (marked) at one and the same depth from bar to bar will change and so on at different depths

it is possible that at this case between currency pairs of, say, eurons and dolars, the difference of their cosines of angles of change should be equal to the cosine of the angle of change of the euro, in fact there will be divergences

 
The rate of increase in positive changes and the rate of increase in the appearance of negative changes can also be considered separately, as well as for negative changes
 
 
 
I will divert my attention from the topic for a while... has anyone considered such an approach in multicurrency analysis - multivariate Fourier transform, construction methods ....? I came across an interesting dynamic image long time ago, I remembered it, if I can find it, I will post it and explain my thought))
 
Nazolin A. Morozov A. Dynamic systems with fluctuating time
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