Random Flow Theory and FOREX - page 30

New comment
 

It's not that yet.

I really want you to come to the same conclusions as I have. I think it is very important to understand the physics of all the processes that affect trading decisions.

This NUMBER explains the "tick lags", it is directly related to them and explains the appearance of gaps and gives an understanding of non-stationarity, not all of it, but some of it.

To make it easier for you I am giving you a fragment of the latest forum comments

This is what Yurixx says

'FR H-volatility'.

Well I would not say so. The man, when he started working with VR, was originally focused on the same time intervals between counts. There are many reasons for this approach as justification, but that's not important in this situation. Where the process is continuous or where the frequency of signals is so high that sampling has to be done involuntarily, this is more or less justified. But when the process is discrete and this discreteness is of fundamental importance, the situation changes radically.

This is what I was talking about (the instrument has to be right)

'FR H-volatility'.

That's what the mech mates(kamal) were talking about !!!

'FR H-volatility'

... As they say in the hedge fund industry, "the one with the least ping to the stock exchange is not the one who is smarter, but the one who has the least ping to the stock exchange". And this is no joke (the leading investment banks make special processors to calculate option prices and the like, so time critical).

Rosh knows whose name this number bears. I can't find the link, but I definitely remember him naming it in one of the threads. Although if I had my way I would have given it another name, it would have been after a Soviet scientist (but that's lyrical and unimportant).

If you can not find it, I will try by the middle of next week to explain and show in pictures. But what you have to do with it and how you can fight it will require some thought.

I'm more than sure that Mathemat studies (studied) the behavior of this number. We just need to look at it from a different angle.

I'm looking forward, very much looking forward to your ideas.

 
Hurst, Prival? If so, I don't study it too much, but I'm definitely going to take it into account when generating synthetics.
 
Sometimes the expression "Nyquist number" is used and circumstantial signs in the puzzle are converging to it. But if so, more about the main thing (how exactly it rules the world) please :)
 
Makes sense, Candid. Well, it's a stone's throw from here to Kotelnikov.
 

Es. Half a step done. neukvist frequency. The lag of the ticks is from the fact that it is a number of sl. value ! Another half step of Kotelnikov's. A little more and you'll know the gap. The instrument is wrong !!!

 
rsi:
Rosh:
Have you tried this one? I think I already gave you a link to this programme - http://www.r-project.org/

Not addressed to me, but tried to use the link. Rosh, I'm ashamed to say, but it didn't work. Please tell me where the problem is. Help says it's easy to double-click the icon: To install use `R-2.6.1-win32.exe'. Just double-click on the icon and follow the instructions. But this icon is nowhere to be seen, and in the downloaded folder of executable files not found at all. Where am I stupid?
I haven't installed or downloaded this program yet. But it should work, because I recently met on the investor statement of someone who uses it. But I don't remember where exactly.
 
Prival:

is the number of the sl. value !

That's a statement I can't leave in the rear and I won't go any further without clarification :)
 

Nyquist frequency? So half the sampling rate rules the world, or at least the market? Prival, could you elaborate a bit more, it seems to me that you are about to overturn the foundations of my understanding of DSP :o)

 
Rosh:
rsi:
Rosh:
Have you tried this one? I think I already gave you a link to this programme - http://www.r-project.org/

Not addressed to me, but tried to use the link. Rosh, I'm ashamed to admit it, but I couldn't install it. Can you tell me where the problem is? Help says it's easy to double-click the icon: To install use `R-2.6.1-win32.exe'. Just double-click on the icon and follow the instructions. But this icon is nowhere to be seen, and in the downloaded folder of executable files not found at all. Where am I stupid?
I haven't installed or downloaded this program yet. But it should work, as recently met on the investor statement of someone who uses it. But I don't remember where exactly.

Okay. Thank you, Rosh. I'll look for it...
 

Mathemat, do you have any thoughts in favour of the presence of a doubling period effect in the marketplace?

P.S. Excuse me, this is off-topic, but there's nowhere else to ask :)

1...232425262728293031323334353637...85
New comment