Machine learning in trading: theory, models, practice and algo-trading - page 2165

 
Uladzimir Izerski:

Yeah. That's right. This is a diversion.

I think it was Vizard
 
Renat Akhtyamov:
I think it was Vizard

It's a fun day today. Hee-hee.

 
Someone lacks attention...
 
Igor Makanu:

If we remove all the uncomplicated (or pretentious?) pathos from your message, only your figure will remain, but unfortunately the value of this figure = 0

It is not a problem at all to pass to basic functions when estimating the CD, with a proper persistence it is possible to make an inverse transformation with a given error

but the problem remains the same - to trade by these "rocky drawings" - there should be repeatability of correspondence of the decomposed signal and market movements.... If "on the fingers":

if you see tits like this when you go to your basis functions, you need to sell and that's it!


UPD:

for those who have forgotten what Kotelnikov's theorem allows you to find:

https://nag.ru/articles/article/103332/teorema-kotelnikova-dlya-chaynikov-prostyimi-slovami.html


In my opinion, the main problem is that the price spectrum is partly similar to the SB spectrum - that is, it too is infinite. Radio amateurs always cut it off (there is no other way to do it), which leads to obvious problems, which are aggravated by non-stationarity of real prices.

 
Aleksey Nikolayev:

In my opinion, the main problem is that the spectrum of the price is partly similar to the spectrum of the SB - that is, it is also infinite. Radio amateurs always cut it off (they have no other way), which leads to obvious problems, which are exacerbated by the non-stationarity of real prices.

What can you replace it with? Cold phrases haven't warmed or fed anyone.

Get to the point. Otherwise you'll be silent.

 
Aleksey Nikolayev:

In my opinion, the main problem is that the spectrum of the price is partially similar to the spectrum of the SB - that is, it is also infinite. Radio amateurs always cut it off (they have no other way), which leads to obvious problems, which are exacerbated by the non-stationarity of real prices.

Alexei, it only aggravates what is not profitable.

If it is the other way round, everything is normal.

Are you even a practitioner in any way?
 
Igor Makanu:

If we remove all the uncomplicated (or pretentious?) pathos from your message, only your figure will remain, but unfortunately the value of this figure = 0

It is not a problem at all to pass to basic functions when estimating the CD, with a proper persistence it is possible to make an inverse transformation with a given error

but the problem remains the same - to trade by these "rocky drawings" - there should be repeatability of correspondence of both decomposed signal and market movements.... If "on the fingers":

if you see tits like this when you go to your basis functions, you need to sell and that's it!

And what do you want to see, a perfect sine wave? In the real market? Well, sorry, we don't live in a fairy tale, so are the sine waves. There are and there will be problems and uncertainties, and there are no guarantees either (and in general there are no guarantees in life?). Who does not like such conditions, let him work elsewhere.

 
vladavd:

What do you want to see, a perfect sine wave? In the real market? Well, I'm sorry, we do not live in a fairy tale, as the world, so are the sine waves. There are and there will be problems and uncertainties, and there are no guarantees either (and in general there are guarantees in life?). Who does not like these conditions, let him work elsewhere.

Can I see a screenshot of both drops and rises in price, or explanations?

i honestly did not get it - where is the signal?

 
Aleksey Nikolayev:

In my opinion, the main problem is that the spectrum of the price is partly similar to the spectrum of the SB - that is, it is also infinite. Radio amateurs always cut it off (there is no other way), which leads to obvious problems, which are exacerbated by the non-stationarity of real prices.

The problem is different - the Fourier transform allows you to go from analog to discrete signal with a given accuracy, and then using the superposition of harmonic basis functions restore this signal, i.e. we get our analog signal again

Of course, you can play with the signal detection by searching for repeating harmonics, but it makes as much sense as selecting the parameters of indicators for the TS - it will give out the correct buy and sell signals, then it will not


There is some kind of trader's magic... If I look at the statistics, I don't see why the fx market is so slippery, but I don't see why they are so slippery.

 
Igor Makanu:

The problem is different - the Fourier transform allows you to switch from analog to discrete signal with a given accuracy, and then using the superposition of harmonic basis functions to restore this signal, i.e. we get our analog signal again

Of course, you can play with the signal detection by searching for repeating harmonics, but it makes as much sense as selecting the parameters of indicators for the TS - it will give out the correct buy and sell signals, then it will not


There is some kind of trader's magic... If you do not know the rules, they suggest that the market is subject to high-frequency vibrations and oscillations with a large period, probably the Fourier-transformation fans are trying to make a profit here, but, imho, the same selected MACD will be more effective, or rather MACD - with a search for divergences

Audio harmonics cannot be below zero. There is total silence there. But everything is all right.

Reason: