Machine learning in trading: theory, models, practice and algo-trading - page 2160

 
Aleksey Vyazmikin:

Thank you for the flattering assessment.

You're a master at evading answers.

So what do you want to suggest?

All right, well.

To prove something, you have to show something.

I'll open a non-subscription signal on Monday. Then we will talk.

 
Renat Akhtyamov:

Just compare.

No one's saying you're wrong.

Change the inputs to your system and see the results.

By the way, I'm interested in it too.

the reality is you don't know what the noise is for your TS

so by changing the filters, you're just changing the TS

I suggest you to close this useless topic with digital signal processing, which is not suitable for financial markets from the word "at all".

 
Maxim Dmitrievsky:

the reality is that you don't know what the noise is for your TS

so, changing the filters, you just change the TS

I propose to close this useless topic with digital signal processing, which is not suitable for financial markets from the word "at all"

does that sound convincing?

admin's words:

https://www.mql5.com/ru/forum/101311/page2#comment_2962042

Помогите разобраться с Фурье
Помогите разобраться с Фурье
  • 2006.10.05
  • www.mql5.com
Попытался воспользоваться «Библиотекой функций быстрого преобразования Фурье FFT» ('Библиотека функций быстрого преобразования фурье FFT'), что-то...
 
Renat Akhtyamov:

Will that sound convincing?

admin's words:

https://www.mql5.com/ru/forum/101311/page2#comment_2962042

no. But this sounds convincing.

https://www.mql5.com/ru/forum/101311/page8#comment_2962102
Помогите разобраться с Фурье
Помогите разобраться с Фурье
  • 2006.12.20
  • www.mql5.com
Попытался воспользоваться «Библиотекой функций быстрого преобразования Фурье FFT» ('Библиотека функций быстрого преобразования фурье FFT'), что-то...
 
Maxim Dmitrievsky:

No. Now that sounds convincing.

https://www.mql5.com/ru/forum/101311/page8#comment_2962102

OK

The problem with the Fourier series decomposition is that the problem is solved head-on, i.e. with noise

it must first be filtered out and only then decomposed

then apply a coefficient to each frequency, or a predictor, as is customary here

and then put it back together

The result will be interesting

 

Actually, if anyone doesn't know, this is the EMA(exponential moving average) filter:

.

 
Renat Akhtyamov:

OK

The problem with the Fourier series decomposition is that the problem is solved head-on, i.e. with noise

it must first be filtered and then decomposed

then apply a coefficient to each frequency or a predictor, as is customary here

and then put it back together

the result will be interesting

Yeah, welcome to machine learning.

 
Maxim Dmitrievsky:

Yeah, welcome to machine learning

Maxim, MO is DSP (digital signal processing)

So there is no point in arguing about it.

 
Renat Akhtyamov:
Maxim, the ME is the COC

Don't be so ridiculous

 
Renat Akhtyamov:

OK

The problem with the Fourier series decomposition is that the problem is solved head-on, i.e. with noise

it must first be filtered and then decomposed

then apply a coefficient to each frequency or a predictor, as is customary here

and then put it back together

the result will be interesting.

How much more can this amateur radio nonsense pestering((.

It does not work for the market, has never worked and never will.

Reason: