Absolute courses - page 45
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
So, colleague. Your "indexes" are really primitive. You seem to have taken one of the curves either arbitrarily or for whatever primitive reasons.
As a result, I took your file, converted it to grell.txt (attached), left the last 144 bars and, ignoring even all columns except 0, 1, 2, 9, 10, 11, read EY, ED, DY, D, E, Y. Result:
1. please note that even primitively you did not get it right. ED and E/D do not match. But that's not the point.
2. Fundamentally: look here, the average correlation coefficient of E, D, Y with each other is not at all 0.997+ like mine (I can also do 0.999999+ if I wish),
but minus (!!!) 0.49 is nothing. It's bullshit. It's total bullshit. From that minus sign I suspect you took the third equation in the spirit of "sum = constant", and made E, D, Y work against each other. Anyway, try trading on your "indices".
The spread when placing a trade moves your take and brings the stop loss closer, at best the probability of SL = TP
But the problem is that the spread moves your TP close to the SL in the best case.
Spread however slightly shifts the probability (you can easily calculate how much). As a result, without spread TP = Probability SL = 50%, with 2 pips spread and TP = SL = 50 pips TP = 48% probability, SL = 52%, it all makes sense. So the algorithm should have a probability overshoot greater than this small delta due to the spread. Percentage 55 is already enough for mass trades, 60 percent is comfortable even for manual trades, in fact it is the Grail, and even at 70+ percent probability TP is super-Grail.
Spread, however, somewhat shifts the probability (you can easily calculate how much). as a result, without a spread TP = Probability of SL = 50%, with a spread of 2 pips and TP = SL = 50 pips TP = 48% probability, SL = 52%, it's all clear.
Now find out how many bars, for example, on the Eu on H1 have a height of more than 50 pips as a percentage over a small period - let's say a month or two. I suspect that your probability will decrease even more, because your TS will be hampered by the so-called price pullbacks
You can't. I open trades with equal TP and SL. TP=SL. The probability of TP is higher than the probability of SL. No coli is possible. The system is super stable.
Program your approach on MKL5, you can reliably run it in the tester as the trade is not short term. You will be unpleasantly surprised.
You can't. I open trades with equal TP and SL. TP=SL. The probability of TP is higher than the probability of SL. No coli is possible. The system is super stable.
The super-stability of the system will be judged when the results of at least six months of trading are available.
My two cents.
I was researching the joint movement of currencies, taking majors containing Euros and Dollars and looking to see if there were dependencies in the movement of E/D on the movement of the pairs containing those currencies. I was really surprised when I saw that the logic like "if dollar pairs go up and euro pairs go down, then E/D will go down" was not followed for the most part. Even on the contrary, I was getting a significant reversal probability advantage for some currency pairs. Got confused at the time and decided to wait.
... looking to see if there are dependencies in the E/D movement on the movements of the pairs containing those currencies. I was really surprised to see that the logic like "if dollar pairs go up and euro pairs go down, E/D will go down" is not followed for the most part. It's even the opposite...
That's because when we see the evolution of PARs we can't immediately understand the PRIORITY of that movement. If "dollar pairs" of the USD*** type go up, it does not mean that the USD is becoming more expensive. It is the same with the Euro. Hence the confusion.
So, colleague. Your "indexes" are really primitive. You seem to have taken one of the curves either arbitrarily or for whatever primitive reasons.
As a result, I took your file, converted it to grell.txt (attached), left the last 144 bars and, ignoring even all columns except 0, 1, 2, 9, 10, 11, read EY, ED, DY, D, E, Y. Result:
1. please note that even primitively you did not get it right. ED and E/D do not match. But that's not the point.
2. Fundamentally: look here, the average correlation coefficient of E, D, Y with each other is not at all 0.997+ like mine (I can also do 0.999999+ if I want),
but minus (!!!) 0.49 is nothing. It's bullshit. It's total bullshit. From that minus sign I suspect you took the third equation in the spirit of "sum = constant", and made E, D, Y work against each other. Anyway, try trading on your "indices".
What makes you think the indices should correlate?
Have you tried to study the nature of the market? I have dealt with this issue, here is an indicator at hand - it simply combines bars in relation to each other over a 10-year history, it remembers and draws bars that have a repeatability, but what is not drawn has no repeatability over a 10-year history. As far as I understand - what is not drawn is the market, what is drawn is the actions of players that move the market
https://c.mql5.com/mql4/forum/2013/03/eur.gif
HH: If you analyze the joint movement of currencies, imho, only in areas where there is no action of the players - it is hard to guess who has what in his head, why they moved the market in the wrong place )))).