You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
The author (I mean klot), as I understand it, has a hypothesis/assumption that ....mmm... let's say that there is a different "spectrum" in (different) market phases/states (or at least that some spectral parameters/characteristics change when moving from one state to another. However this should be checked first, in principle). At least this is what I have read from his comments to the posted code. (Everyone sees only what he wants to see! - I mean me, of course.)
Wavelets are better, but they don't work either :)
As the contest shows, the crossover on the muwings works :))
(lucky people ...)
The author (I mean klot), as I understand it, has a hypothesis/assumption that ....mmm... let's say that there is a different "spectrum" in (different) market phases/states (or at least some spectral parameters/characteristics change when moving from one state to another. But this should be checked, in principle, first). At least this is what I have read from his comments to the posted code. (Everyone sees only what he wants to see! - I mean me, of course.)
Different market states have really different spectrum, try to run my indicator in visualizer, which outputs spectrum in a separate window (you need to input aa[i]=Close[i];)
The fact that the spectrum is "floating" is in principle obvious, and it has been mentioned more than once in various literature. I am now trying to classify market state spectra with the help ofa neural network, i.e. to conduct something like a cluster analysis.
If the neural network draws the right conclusion about whether the market is trending or flat, we can use different trading systems. All in all, this is for MTS-oks...
The fact that the spectrum is "floating" is in principle obvious, and it has been mentioned more than once in various literature. I am now trying to classify market state spectra with the help ofa neural network, i.e. to conduct something like a cluster analysis.
If the neural network draws the right conclusion about whether the market is trending or flat, we can use different trading systems. All in all, this is for MTS-oks...
Oh! If only it were permanent.
Kotelnikov's theorem.
This is actually Nyquist's criterion.
One does not prevent the other ...