Absolute courses - page 21

 
And here is the file where the calculated E, D, Y from the pictures above.
Files:
edy.txt  5 kb
 
grell:

NOT!!!


So you can't do that. I'm currently working on a substantial improvement of what's already shown. Because K. Pearson's linear correlation coefficients of 0.99, 0.92, and 0.87 somehow really don't inspire me yet. According to my estimation 0.99 for all three is achievable for such a small interval as 144 bars.

I will then say roughly the following: changes in currency rates relative to real (unchanged over time) benchmarks (absolute rates) are due to two mechanisms: joint movement (a common change in value, the same for all currencies within a closed triangle, for example) and separate, individual movement. It is postulated that it is the separate movement that forms the differences in the forms of RELATIONSHIPS as you all see in the metatrader, against the common similarity for all currencies of the triangle REALLY (relative to the unchanging benchmark).

 
Comment on figure 4.
 
What is there to comment on? The first three show E, D, Y on the scale of what they are true. The fourth graph shows them but normalized to their first (or zero if you count vector elements from zero) bar. It shows that they correlate close to 1. Although not very well yet. Further pictures show that in spite of that ratios E, D, Y are equal to the known initial data ED, EY, DY taken from EURUSD and EURJPY which are attached together with E, D, Y.
 
where is the money zine?
 
And in figure 4 (a*x+b) with constant values of a and b or is it another trick to fit full correlation? It's like a circus where they follow each other.
 
Joperniiteatr:
where is the money zine?

Once you have grasped the nature of changes in E/D, E/Y, D/Y RELATIONSHIPS, namely by separating the GENERAL (approximately the average of forms E, D, Y) and the INDIVIDUAL (forming ED, EY, DY) evolution of forms E, D, Y, you will naturally move to a stable trading system based on the preponderance of probability: You will open trades with equal TPs and SLs in the direction (e.g. buying EURUSD) in which the Eurodollar is moved by BOTH processes (both the evolution of the Euro and the evolution of the dollar). For the probability of them both changing sign or ending at once is less than 50%.
 
This way you can pick up anything by coefficients to get any exchange rate you want, there are plenty of solutions, choose whatever condition you need and do it. But it is possible that you have stumbled upon the intraday periodicity of the dynamics of change, which indicates your required section of 144 bars, i.e. half a day.
 
grell:
And in figure 4 (a*x+b) with constant values of a and b or is it another trick to fit full correlation? It's like a circus where they follow each other.

What is "(a*x+b)" in figure 4? What is(a*x+b)?
 
Joperniiteatr:
This way you can pick up anything by coefficients to get any exchange rate you want, there are plenty of solutions, choose whatever condition you need and do it. But it is possible that you have found the intraday variation periodicity, which indicates that you need 144 bars, i.e. half of a day.

You can take 1440 bars, but it takes longer to count. This is not the point. And bars may be not M5, but W1.