On the unequal probability of a price move up or down - page 90

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Anatolii Zainchkovskii:
Found the probability skew.
At the beginning of the day there is one pip price for EURGBP, at the end of the day it is different. This is a small fact that Michael may not have taken into account when talking about some variation for EURGBP on the first page. And in fact it is precisely the point value difference that shows the deviation.

Well it's less than 1%, even if the pound is a 100 point 4-digit walk. The bias there is stated to be >10%.

 
b2v:

Well that's less than 1%, even if the pound is a 100 point 4-digit walk. There's a bigger skew than that, >10%.

And you increase in lots and you'll get it.
 
Maxaxa:
Why open 4 orders instead of two? (two pairs of pairs) am I missing something?
Greed.
 
Anatoly. How he builds a red line (or rather two identical ones with the precision of a linear transformation), Mikhail did not tell us.
This is the key point. It seemed to be that their sum equals = the sum of the two original pairs. But on the last trade the red one is much higher than the pairs - it doesn't add up.
I'll read the first page again, maybe there will be some enlightenment...
 
Anatolii Zainchkovskii:
I have a lot of smart guys, and no one who can read, understand, and explain the formulas from the first page. My school knowledge was only enough to convert the first pair and the second pair to a common result.When this thread first appeared I missed it, because I was sure that Michael has stupidly derived EURGBP. But it turned out not. A couple of pages ago Renat was talking about some average for two pairs and showed a screen with an indicator.
So, my school knowledge was enough only for now that there is a certain average that allows to determine the necessary lot by formulas to have a skew in probability. That is, in fact, not a cross-pair is made of two pairs, but a portfolio - synthetic of cross-pairs and one of majors, which will indicate the lot from majors, and the above said lot is set to change the probability.
And further, if you don't try to analyse formulas, you can plot already traded portfolios and look what the portfolio chart represents at the entry and exit moments. Perhaps this version will be more evident in what exactly is a focus-pattern.

Anatoly, I confirmed the presence of the average by the indicator the buffers of which are the only and unambiguous conclusion.

This is an averaging method and there is nothing extra to add.

Of course there is a lock, but it is peculiar.

Let's switch to months and look at the charts of pair movements during the crisis years: 2008 and 2014.

We can see that USDXXX and XXXUSD moved by huge distances, but in different directions.

It is clear that there is an interrelated directional movement in these groups.

Let us take XXXUSD for example.

If one pair in this group is sold and the other is bought, there is still a possible loss on one pair.

Whether or not the losses will exceed the profits is the task of those who work with our real accounts.

If such trading can be called good, then as they say - master of the master, as luck would have it.

 
b2v:
Anatoly. How to build a red line (or rather two identical ones with the precision of a linear transformation), Mikhail didn't tell us.
This is the key point. It seemed that their sum was equal = the sum of the two original pairs. But on the last trade the red one is much higher than the pairs - it doesn't add up.
I'll read the first page again, maybe there will be some enlightenment...
I figured out the red line, there is a formula for it on the first page, there is also a degree (-1) . Further how to scale to the original is also clear, but here is how to get lotness, I do not get anything yet.
Perhaps Michael could explain in a simpler way?
 
Renat Akhtyamov:

Anatoly, I confirmed the presence of the average with the indicator, which buffers only one and the same conclusion.

Pair trading is the usual averaging, and as they say, there is nothing extra to add here.

Of course there is a lock, but it is peculiar.

Let's switch over to the months and examine the charts of movements of the pairs during the crisis years: 2008 and 2014.

We can see that USDXXX and XXXUSD moved by huge distances, but in different directions.

It is clear that there is an interrelated directional movement in these groups.

Let us take XXXUSD for example.

If one pair in this group is sold and the other is bought, losses are still possible on one pair.

Whether or not the losses will exceed the profits is the task of those who work with our real accounts.

If such trading can be called good, then as the saying goes - master of the gun, as luck would have it.

I think it's easy for Michael to do the same trick with non-correlated symbols, for example EURUSD & AUDUSD. His lot formula allows finding the necessary skews to return.
 

As of 7:15 am Moscow 23.01.2019 the current layout of Focus 8: trades are on the plus side of $160 (swap is still paid 40, it would be 200), the mismatch is 109 parrots. We are looking forward to more profits.

 
Renat Akhtyamov:

this equality was already at the beginning (red arrow)

the two deltas are abbreviated with red X's and do not say anything, because:

you could also write your nickname instead of deltas and it would be exactly the same shortened

therefore, any formula is a basis for conclusions and definitions only when there is nothing else to be done in it

i bet it won't !!! :-)

the nickname in the context of the formula is NaN at best, if not 0

 
Renat Akhtyamov:

Whether or not the loss overlaps with the profit is up to those who work with our real accounts.

And who is working with them?

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