Joined Feb 2017
Status: Junior Member
This is interesting but a little scant on details. I don't mean the trading profit/loss but there is no real mention of what tick density is actually. Are you getting a relative average of all the volumes related to a single currency or is it a more granular setup with different pairs compared or what?
I guess the OP is scared to let out his ideas. But there have been lots of postings here that give details but don't have the coding.
As far as the Big Mac Index goes, its really interesting and I'm testing it myself. Its pretty accurate for longer term macro stuff. However, I'd like to look under the hood at what the OP has and make up my own mind if this "beyond big mac index" is good or not.