Random Flow Theory and FOREX - page 42
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
I want to tell you: "Do you want two-dimensional arrays or matrices to transpose?"
You won't believe me, but a one-dimensional array of 4 elements can be a 1x4, 4x1, or even 2x2 matrix.
So that people can abstract away from ... instructions and tutorials, you should write at least two more functions - filling a matrix cell (with a call "close" to reality - something like void inpMatr(double &Matrica[], int Rows, int Cols, double Value) and line-by-line writing of a matrix into a file (something like int writeMatr(double &Matrica[], int Rows, int Cols, int handle).
Otherwise ... "from the same material"... :(
What's the problem with turning a one-dimensional array into a 2x, 3x...5-dimensional one?
When you work with pointers in C, this problem doesn't arise. In MQL the same way.
What's the problem with turning a one-dimensional array into a 2x, 3x...5-dimensional one?
When you work with pointers in C, this problem doesn't arise. In MQL the same way.
A 5 dimensional one definitely won't work... :)
You definitely can't make a 5-dimensional one... :)
a*5+b*4+c*3+d*2+e ?
What's the problem with making a one-dimensional array into a 2x, 3x...5-dimensional one?
Here's a link on how to do it, by the way. Last post. Thanks alexjou.
Here's a link on how to do it, by the way. Last post. Thanks alexjou.
Thanks to Talex:)
The idea of applying the apparatus of random flow theory to describe various processes occurring in nature appeared long ago. The most fundamental work in this field may be considered the work by Bolshakov I.A. Statistical Problems of Signal Flow Extraction from Noise. -M: Soviet Radio, 1969.
.........
I can't see the formulas very well, I attach it in wordpress...........
You see the market as a physical process, for example, as a process like diffusion. And the market is more of a mental process in the final analysis,
because it's made by people, it's determined by their emotions. After all, there are seemingly unconditioned (I mean economic processes), strong
movements, for example, the current strengthening of the dollar on the background of, as it seems, bad news about the U.S. economy.
That is probably why the market is so elusive, because the psyche of the mass consciousness has not been studied. After all, it's a fact that one person's mental state
affects the mental state of those around them. But what is the effect of the mental state of a group of people numbering as many as 1,000,000 or more ?
It turns out that there is a kind of psychic energy that "adds up", "multiplies",
"amplified", "weakened", "spreading" according to its own unknown laws. That is probably why all attempts to model the market, based on the usual physical
physical methods do not give positive results. Apparently, there is another non-material world here, which we have not even begun to understand.
In my opinion, if any working market pattern emerges, it will be very, very soon.
In contrast is the V.T.E., with its well-known shortcomings, but which proclaims mass consciousness as the main driving force of the market.
This is a kind of lyrical digression.
By the way, the franc has almost reached the first target of 1.1875 (the target was announced - 1.1900)
Watch closely, the 1.2100 target will also be reached.
After all, it is a fact that one person's mental state
affects the mental state of those around them. But what is the effect of the mental state of a group of people numbering 1,000,000 or more?
It turns out that there is a kind of psychic energy that "adds up", "multiplies",
"amplified", "attenuated", "propagated" by its own unknown laws.
I think I've talked about energy before...
inertia of thought in decision making (+ ping speed + processor speed)
if all people made the same decisions at the same time, all graphs would always be rectangular
at most we sometimes observe comparator-like processes (when bears or bulls surrender) i.e. pulses are close to rectangular
but even in radar and other microwave equipment the fronts are not at 90 degrees and there are oscillations
so for some people the laws are unknown and for others they are known
By the way, witches were burned at the stake
Read the whole topic (took four hours). May I have a word or two.
1. You can find ready-made Kalman filter on the net. For example, there is one in OpenCV library (written in C). You can easily make a dll and call it from a script. The speed will be correspondingly higher than in scripts.
2. Matrices are usually stored as a one-dimensional array by rows (as in C/C++) or by columns (as in Fortan). Nothing prevents doing the same in scripts. Everything has already been tested by generations of programmers.
3. Kalman filter is used for linear dynamic motion models. A set of linear filters is unlikely to approximate a nonlinear process (price change) accurately enough. Have there been no ideas to use non-linear models? Computer vision has been using them for a long time. For example, particle filter; there is some work on developing an algorithm based on particle filter + mean shift. The results are pretty decent. Any ideas on this subject? The material is in English only. Actually I can share some articles or write a program, too.
Would you be interested in this kind of direction?
Very similar to the truth. About 12 years ago I made up (thunk up :) ) a parametric non-linear difurcation, whose solution is a random process, and one of the important parameters of this difurcation was exactly the "mental" component of price movement (at that time I thought about stocks - hence the price). On the other hand, the basic concept was rather mechanistic: "the elementary change of the system's motion is proportional to the applied force, the time of this force, and inversely to the inertia of the system". So there was a synthesis here.
At the time I thought I had got some curious preliminary results, allowing in some cases to make mechanistic generalisations like the Lagrange function, for example. But it so happened that after that I gave up all thoughts of the market for 7 years, and it accidentally reminded me about it about 5 years ago. And now the thought occurs to me more and more that perhaps I should develop this "metamodel" into an attempt of practical use. But it needs a lot of work, it's not that simple...