Absolute courses - page 96

 
grell:

You shout too loudly about your ideas and don't take criticism, and in vain.
"Don't rub salt in my wounds they still hurt.") Besides, you don't talk about rope in a hanged man's house).
 
Dr.F.:

The guy obviously doesn't know what he's talking about, if he thinks JMA doesn't lag...


It lags minimally. So minimally that it's negligible if you don't make trades inside the bar. And you don't run them inside the bar, you run them in minus, for fuck's sake.

I told you in Russian that it's not about her.

Once again, a special treat for branchy types: it's not about that.

 
The thread is stalled, the topicstarter seems to have lost interest in absolute courses. I will propose an idea by this evening. Thanks to Sergei (Figar0), there are moves towards absolute courses.
 
grell:
The thread is stalled, the topicstarter seems to have lost interest in absolute courses. I will propose an idea by this evening. Thanks to Sergei (Figar0), there are moves towards absolute courses.
Waiting...
 
Dr.F.: is equivalent to the problem of creating a non-delayed non-passing filter - a case impossible according to the vast majority of experts in filtering theory. But they are mistaken.

Einstein, you're our home-grown one. Well, then show me such a filter - and tell me how you made it.

And Heroix, by the way, is right about something, hinting that even such a fantastic filter won't help you.

 
Mathemat:

Einstein, you're our home-grown one. Well then show me such a filter - and tell me how you made it.


unabridged

;))))))

 
Mathemat:

And Heroix, by the way, is right about something, implying that even such a fancy filter won't help you.

Ugh. Took it right off the tongue. I have exactly those words - a lot of them.
 

I don't know how to write in large quantities. But still, I'll try to get the idea across. When the topic was started he had a solution, which he said was unambiguous. As his numerous experiments have shown, time after time the absolute courses wanted to hell out of the dependency framework. There was a lack of clarifying equations. I suggest that this missing, and try to draw attention to the correctness of this clarifying equation. It's more likely not even an equation, but a group of dependencies. I'm getting distracted. So.


Recently I have suggested that every currency has a strength, a so-called weight, in addition to the indices themselves. Having analyzed it with the similarly named indicator (thanks toFigar0 for corrected errors in it) I came to a conclusion that at each moment different volumes of one or another currency are traded (it is clear anyway). How these dependencies were made? For the same USD we considered 7 pairs, AUDUSD USDCAD USDCHF EURUSD GBPUSD USDJPY NZDUSD in terms of USD directional movement. Depending on the period, the opening prices were taken and the movement was estimated. The currencies which had the least spread got the highest strength index and vice versa. The picture will be clearer:

I would like to add to the question of absolute rates, if we calculate the strength more correctly, we can already talk about a proper construction of indices.

 
Heroix:


It lags minimally. So minimally that it can be neglected if you are not trading inside a bar.


The difference with the price will also be minimal. In essence, it is "almost a price chart". However, if you are eager to trade with TP=SL=0.1 pips - go ahead. JMA rules (chuckling).
 
grell:

To the question of absolute rates, I would add that if we calculate the strength more correctly, then we can already talk about a proper construction of the indices.

Ask him what he has on the ordinate axis, in what parrots he calculates "strength", and you will immediately realise that in none, and therefore there is no "strength" at all.