Demonstration trading from Dr.F. - page 5

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In this connection, in continuation of my games in the "absolute rates" thread: can you,GaryKa, instead of the original curves ED, PD, construct some new ones (EDq, PDq let's call them) such that the values R1 and R2 correlate with coefficient 1? That is, so that for them to be true equivalence in a trade on a pair of pairs and a cross?
 
Dr.F.: That's how it's calculated. It's just that since in a "triangle" only two relationships can be considered as independent variables, I usually feed them to my mathcaddy algorithms and calculate the third one. In this particular case of EURUSD, GBPUSD, EURGBP triangle, I usually take EURUSD and GBPUSD as inputs and calculate EURGBP from them, not from Metatrader.

Yeah, I didn't get it right away for some reason.


I think I understand why you have a misunderstanding with the public. You are writing:

Dr.F..:... Here's a typical example. A buy EURUSD and sell GBPUSD. Equal lots. Somebody believes that this is the equivalent of EURGBP cross. Naive people who are not trained in arithmetic...
You obviously don't specify the volume for the cross. Although, you may find the volume (geometric mean to help) for each cross with equal lots that would be equivalent to the equity for the cross with the same volume. In the given examples, you had "unbalanced" triangles that is why the R1-R2 spread appeared.

Dr.F.: can you, instead of original curves ED, PD, build some new ones (EDq, PDq let's call them), so that R1 and R2 values correlate with coefficient 1? That is, so that there is true equivalence for them in a trade on a pair of pairs and on a cross?
Yes. For example on the examples you gave, where single lots on majors, just set the lot on the crossover equivalent to the value of the cross in t0. There's more detail here.
 
You came out smartly. Congratulations on the profit!
 
GaryKa:

Yeah, I didn't get it right away.


I think I understand why you have a misunderstanding with the public. You write:

You explicitly don't specify the cross volume. Although we can find the volume (geometric mean to help) for each cross with equal lots which is equivalent to the equity of a cross with the same volume. In the given examples, you had "unbalanced" triangles that is why the R1-R2 spread appeared.

Yes. For example on the examples you gave, where single lots on majors, just set the lot on the crossover equivalent to the value of the cross in t0. There's more detail here.

This is your misunderstanding. Exactly and the point is that you set the "volume" when you open the trade, and then it is a constant and the pound/dollar exchange rate changes. As a result, the FORMS of R1 and R2 are different. There is no equivalence to speak of.
 
Mislaid:
You came out smartly. Congratulations on the profit!
Thank you, colleague. True, 6 SL and 5 TP is not a bad result for such a singularity as GBPJPY rushing upwards by almost 600 pips. It doesn't happen that often. Here one should not draw conclusions about the abilities of the algorithm which is now in the middle of the TS with equal TP and SL. For one or two days of analysis with a hundred pips of volatility cannot predict this. On the contrary, it may be considered as a proof of stability of the idea. Moreover, there was not one trade on GBPJPY but two.
 

I want to show you something. I have new progress in the field of synthesis of No Delay No Redrow Filter.

I've been working on this idea for years...

So: pictures will follow soon.

 

So, using GBPJPY as an example. The chart for the last 24 hours (1*288 bars M5). Here is the rate chart and the filter:


 
Speaking of not lagging - you can lag by time (the period of the indicator, for example for the average), or you can lag by value in pips, I posted a couple of them in the "drunken sailor" thread, they are based on a zigzag
 

The Eurodollar in the last 2 days looks like this:

so I'll open a EURUSD sell trade now. Let me remind you I have TP=SL=50 pips.

 
YOUNGA:
Speaking of not lagging - you can lag by time (the period of the indicator, for example for the average), or you can lag by value in pips, I posted a couple of them in the "drunken sailor" thread, they are based on a zigzag

A lag by its very nature always refers to a time arrow.
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