A topic for traders. - page 149

 
Vladimir Baskakov #:
Exactly, it is not synthetic. There has to be a dollar in synthetic. And these are just two pairs, at random.
For example: buying UsdJpy and EurUsd , we buy EurJpy, but pay two spreads at once

This is a cross.

It is the synthetic that is being considered here.

 
Vitaly Muzichenko #:

This is a cross.

It is the synthetic that is being considered here.

You don't understand anything about trading, that's a fact
 

Vitaly, what is the theoretical premise for a synthetic? Do they have to converge or what? I'm not up to speed on this subject, but for them to converge, you have to claim that there is a relationship between them, i.e. you have to see it with your eyes.

?

 
Aleksei Stepanenko #:
Looking at the two curves normalised to maximum price (AUDJPY and NZDCHF). I don't see any correlation or repetitive movements, each is living its own life. Don't you?

Another chart, here's a pair with a huge price of 151 - pound, and audi 0.71

Here's the overlap.


 
Aleksei Stepanenko #:

Vitaly, what is the theoretical premise for a synthetic? Do they have to converge or what? I'm not up to speed on this subject, but for them to converge you have to argue that there is a relationship between them, i.e. you have to see it with your eyes.

?

Yes, diverge, and the wider the better.

By scrolling through history, one can see previous divergences and understand the average. On the current divergence to infer whether it is normal or small

 

My formula uses the cost of the tick and the ATR indicator, plus - added velocity to better smooth it out.

But something is not what I would like. Target: add currencies with euro, pound and dollar.

 

Same fui and audi on the story

About the same overlap and smoothing

You can see what's missing in the calculations, or something extra
 
Vitaly Muzichenko #:

My formula uses the cost of the tick and the ATR indicator, plus - added movement rate to smoothen it out better.

Got it, I'll think about it for a while, I'll digest it

 

Lower with using in the speed calculations

The top one without it.

They are different, and the results are different


 
Aleksei Stepanenko #:

Understood, I'll think about it for a while, digest it.

I don't give formulas to go my own way, there may be different results - which is what needs to be achieved.