From theory to practice - page 821

 
Alexander_K:

Personally, I think the Grail is very close.


If the kurtosis is the width of the peak of the distribution dome, then trading eurusd look at the average kurtosis of the currency pairs with eur and usd.

What do you think?

 

For one pair at least, calculate the average kurtosis of the sample and the average skewness.

For example for EURUSD

Kurt Average = (kurt_eurgbp + kurt_euraud + kurt_eurnzd + kurt_eurjpy + kurt_eurchf + kurt_eurcad + kurt_gbpusd + kurt_audusd + kurt_nzdusd + kurt_usdjpy + kurt_usdchf + kurt_usdcad)/12

Skew Average = ((( skew_eurgbp + skew_euraud + skew_eurnzd + skew_eurjpy + skew_eurchf + skew_eurcad)/6) + ( (skew_gbpusd * -1) + (skew_audusd * -1) + (skew_nzdusd * -1) +  skew_usdjpy + skew_usdchf + skew_usdcad)/6) 
 
Evgeniy Chumakov:


If the kurtosis is conventionally the width of the dome peak distribution, then trading eurusd look at the average kurtosis of currency pairs with eur and usd.

What do you think?

I don't know... I'm too lazy to think. I am just staring at the grail and rubbing my hands and feet.

Do not worry - on New Year I will lay out a project on VisSim, you may improve it to your liking, and that's all.

 
Maxim Dmitrievsky:

what are you poor, bored? tired of chopping cabbage?

share your advice...

no problem, go compare it with yours, hope you know where it is:


 
Alexander_K:

I'm too lazy to think.


Laziness must be overcome or there will be no grail.

No need to think, just check as I wrote in the post https://www.mql5.com/ru/forum/221552/page821#comment_9779672

 
Renat Akhtyamov:

No problem, go compare it to yours, hopefully you know where it is:


do a demo at least for a week...

 
Maxim Dmitrievsky:

Do a demo monitoring at least for a week...

I had a signal for 3 weeks, I was afraid they'd start digging.

of course not!

 
Renat Akhtyamov:

I had the signal for three weeks, I was afraid they'd hoof it.

Of course not!

What are you afraid of, I've never had a signal, I've never seen one.

 
Renat Akhtyamov:


I didn't see it either, Rena! Cue the state!

 
Alexander_K:

I didn't see it either, Rena! Kaji State!

for the 3rd time.


And here's the 2nd to make it clear the trade is still going on.