Hearst index - page 4

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Yurixx:

If the reason for writing the Hearst indicator was grasn's research
then you need to get the H values as in grasn's post 30.11.06 18:47


As far as I remember, this picture already has a filtered Hearst PHF.
And the original one was not given at all, so this picture cannot be reproduced.
But there are others that precede this one. It might work with them, if you can find the relevant piece of history.

For others he did not indicate the date, at least I have not seen)) And the filter there as I understand it quite simple, just removes noise, visually it should still be like H1 ))))
 
To be honest, I have a hard time with what grasn wrote. He says that the future channel is determined by one of Hearst extrema but it is not known which one. Taking into account that even a smoothed Hearst consists of extrema, it is not difficult to retroactively find the corresponding extremum and say that it is what has created the channel. Unfortunately, I have a very poor idea of what exactly the Hurst Index is and what it shows. Of course "ignorance is not an argument", nevertheless I'm afraid there is only one honest and predictable way in our researches. To find your own grail only in what you know well. And here it is "each according to his own depravity" :)
 
Yurixx:

As far as I remember, this picture has already filtered Hearst FNF.
And the original one wasn't given at all, so this picture can't be reproduced.
But there are others that precede this one. Maybe it will work with them, if you can find the relevant piece of history.
I understand your irony. But the post you quoted is very interesting. I apologize to him, but I wanted to understand everything terribly. I don't have enough knowledge for that, but unlike Reshetov, I admit that I don't have even a 10th of your knowledge in mathematics. However, I realised that the method of determining the Hearst exponent published everywhere, unlike grasn, is wrong. Yes, I knew about filtering and my answer is similar to that of Oasis. Filtering smoothes out the result, but the outlines should remain, perhaps the extremum values will remain as well.

"1. The entire Hearst index signal is taken
2. Performs a Discrete Cosine Transform (DCT) for the entire signal
3. The resulting DCT removes the noise component
4. Inverse Discrete Transform is performed"



"grasn 02.12.06 23:43

It's not about filtering the indicator at all, it's about which Hearst calculation model to use. That's the main thing."

 
Oasis:

Couldn't download H1 so only H4, if anyone has an H1 for this period that would be cool!!! )))

Well, so far it doesn't look like it.
I am attaching the H1 history file.

P.S. It's not working. Give me the email:)
 
Oasis:

On the others he didn't give a date, at least I didn't see it)

No dates were given anywhere, that's just for you :)))
 
2 Gorillych
If you sensed any irony in my post, I apologise.
I did not put any irony in it. I find Hirst's subject very interesting and I'm interested in grasn's series of posts about his results in that direction too. My remark had only one purpose - it's hard to find something that doesn't exist, and I wanted to draw your attention to it, so that you don't waste your time.

There are indeed several methods of calculating Hirst, but I would caution you to assume that grasn is the only one with the correct one. In fact there's not a lot of maths involved, so any of the methods can be figured out. You just have to take the code and experiment with different rows.
 
eugenk писал (а):
Frankly speaking, I have a complicated attitude to what grasn wrote. He says that the future channel is determined by one of Hearst's local extrema but he does not know which one. Taking into account that even a smoothed Hearst consists of extrema, it is not difficult to retroactively find the corresponding extremum and say that it is what has created the channel. Unfortunately, I have a very poor idea of what exactly the Hurst Index is and what it shows. Of course "ignorance is not an argument", nevertheless I'm afraid there is only one honest and predictable way in our researches. To find your own grail only in what you know well. And here it is "each according to his own depravity" :)


You see, I'm not looking for the Holy Grail, I have a very good yield.
For example, today I increased my account by 15.12%.
Your retort suggests that you're not telling the truth.
I have no reason to think so!!! I just want to understand and maybe improve my trading)))

I don't think it's a big deal that I'm not familiar with the subject.) Everything can be understood)))) If only one had the desire)))

"Seek your grail only in what you are good at"

-- If I thought like that I wouldn't have learned how to trade, although I've been studying since I was 13 years old ))))

 
Gorillych писал (а):
Oasis wrote (a):

Couldn't download H1 so only H4, if anyone has an H1 for this period that would be cool!!! )))

Well, it doesn't look like it yet.
I'm attaching the H1 history file.

P.S. It's not working. Give me the email:)


oasis (@) k66 . ru
 
Yurixx:
2 Gorillych
If you sensed any irony in my post, I apologise.

Then, in turn, I apologize myself. :)
I'll explain at once, I didn't ask questions in that original thread, because I became acquainted late with the results I was interested in, and I don't want to spoil that thread with questions, kickbacks, illiteracy.
On the other hand, I will gladly compensate Oasis for my knowledge of its chronology. I hope it will help many to understand, and even the published coryphaei have no specifics.
 
Oasis писал (а):

oasis (@) k66 . ru

Thanks, but I'll try to attach in IE first (working in Firefox)

P.S. It did not work. I will send on mail, but discussion public and everyone can receive them using History Center
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