Stochastic resonance - page 25

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Candid, and the potential force assumes, dammit, a zero integral on a closed loop. Is there anything like that in your ramblings? I have a weakness for quasi-newtonian models myself. ...

 
Mathemat:

Candid, and the potential force assumes, dammit, a zero integral on a closed loop. Is there anything like that in your ramblings? I have a weakness for quasi-newtonian models myself. ...

The thing is that U(X0)-U(X0) of course equals 0, but U(X0,t2)-U(X0,t1) need not. Meanwhile, according to my ideas expressed in that picture, the potential relief is floating all the time and there is no way to neglect it. But of course every opportunity to save time with pen and paper should be used. But so far I haven't strayed too far, always getting distracted by something
 
lna01 писал (а): the potential topography floats all the time
I am afraid it does not float, but jumps: roughly speaking, during the lifetime of the channel one can try to describe the system as closed (with conservation laws), but as soon as some critical parameters are changed, the system suddenly jumps to a new state and everything starts all over again. But this model is not like SR at all, since the flattening of the channel is already a transient process (catastrophe), not a quasi-stationary one.
 
Mathemat:
I'm afraid it's not floating, it's jumping: roughly speaking, for the lifetime of the channel, we can try to describe the system as closed (with conservation laws), but as soon as some critical parameters change, the system suddenly jumps to a new state and everything starts all over again. But this model is not like SR at all, since the flattening of the channel is already a transient process (catastrophe), not a quasi-stationary one.
I tried that - I tried to determine the start of energy pumping into the channel, but nothing good could be obtained. I think we should be talking about a sub-threshold signal, noticeably less noise. Does it float or jump? I guess you can build a model both ways, but I prefer the former. Let it bounce... between slowly floating zones :)
 
Candid, this paper describes the prediction of price movement in terms of potential levels, you might be interested. The quality is not great, but it's a mono read, especially since there are only four pages of formulas and charts.
 
Mathemat:
lna01 wrote (a): potential relief is floating all the time
I'm afraid it doesn't float, it jumps: roughly speaking, during the lifetime of the channel one can try to describe the system as closed (with conservation laws), but as soon as some critical parameters are changed, the system suddenly jumps to a new state and everything starts all over again. But this model is not like SR at all, since the flattening of the channel is already a transient process (catastrophe), not a quasi-stationary one.

As a physicist I recommend - all attempts to introduce quantum theory into study of forex should be rejected with indignation as immature and dreamy. :-)))
 

Well, I haven't thought about quantum mechanics yet. Just something like parametric oscillator (non-quantum), which is described in the first volume of Landafshitz...

 

So the task has caught on. That's good. I will now try to express my thoughts. If I wrote something wrong (or not understandable - tell me).

grasn

  1. Yes, there really is an edge effect. But that's the point, it's often considered bad (interfering). What if this is where "stochastic resonance" manifests itself. Suppose this variant - the direction of price movement coincides with the direction of the curve (resonance), but it doesn't coincide (no resonance). Who checked it? (Maybe that's where the Grail lies). The various Henning, Hemming, Blackman, etc. windows cannot be discounted either. (reducing this effect) Regarding
  2. noise, WE always have a mixture of signal+noise. And we have no mechanism to separate it from the signal, mechanically (as in my example, closing the receiver and measuring its intensity). So I suggest another option. Start from the concept of energy. The energy of the signal moves the market. The noise energy prevents us from seeing (isolate a useful signal).
  3. How to act

- Take Fourier transform from input data and take the square of the modulus.

Then we have energy at the output of each elementary filter.

In our version you can see, that practically all energy is in the first 9 filters. The rest is noise (or more exactly - scientifically speaking - spectral density of noise power, which we call blue, pink etc. :)).

- We leave only signal components with processing (thresholds) and take inverse Fourier transform. Overlay it on the graph.

- We build an indicator (let us say, the difference between the current price value and the obtained curve) and this indicator will allow us to determine what to do next. There is something there or not in this approach. If we see a pattern, there are a lot of variants. Since it won't be FATL (it has constant coefficients) everything is adaptive here. But we need a good computer, because calculations are cumbersome and we should have hard working hands and free time.

If it does not work, let's move on.

 
Yurixx:
As a physicist I recommend - all attempts to introduce quantum theory into the study of forex should be dismissed with indignation as immature and dreamy. :-)))

I categorically agree! They're dragging it on the sly, you know ... :)
 
yuripk:

hst2csv.mq4 - MQL4 Code Base

https://www.mql5.com/zh/code/7719


Thank you, it was just what I needed
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