Random Flow Theory and FOREX - page 48
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Actually, I mentioned that noise should be evaluated within the framework of a particular TS.
Noises that depend on the trading strategy you apply is nonsense at all. Noise present in any system is an objective thing.
Timbo, I can't understand, are you twisting and changing the meaning of what is being said on purpose, because that's your method, or you just can't understand what you're being told?
"Evaluate within a specific TS" and "depend on the TS used" are completely different things, aren't they?
This near-scientific nonsense, which I underlined in your quote, you can't really apply in life in order to measure noise. You can only hang it above your bed to sleep better. And you always need technical (or software or other) tools to measure it. And they always have sensitivity, threshold, bandwidth, and other stuff. So even if you know the signal, you can't get your net noise, but only a good or bad approximation of it. And if you don't know the signal, then... In this case TC is such a device, which divides initial BP into unknown signal and remaining noise. Therefore the effectiveness of this separation, and hence the consistency of the resulting noise with the objective one, depends on the TC. And you cannot get any other noise estimation at Forex except for the TS.
That's me just explaining what Sabluk said. I have to, since you don't get it yourself.
In this case, the TC is the device that separates the original VR into the unknown signal and the remaining noise. Therefore, the effectiveness of this separation, and hence the consistency of the resulting noise with the objective one, depends on the TS. And you cannot get any other noise estimation at Forex except for the TS.
That's me just explaining what Sabluk said. I have to, since you don't get it yourself.
It's coffee grounds guessing, not a device. There is no signal in the forex and therefore nothing to separate.
In this case, the TC is the device that separates the original VR into the unknown signal and the remaining noise. Therefore, the effectiveness of this separation, and hence the consistency of the resulting noise with the objective one, depends on the TS. And you can't get any other noise estimation at forex, except within the framework of TS.
We spend two years chattering about "signal-to-noise", "signal-to-noise", while reading a book, having spent a couple of days to forget about digital signal processing in the form of quotes, but we haven't got down to it. You have learned one pontus and have been doing it all your life!
This is coffee grounds guessing, not an instrument. There is no signal in forex and therefore nothing to separate.
A stream of quotes is not white noise. The other issue is that it's hard to use them. Some are within spread, some are floating in time, some are not bound to known benchmarks, some are levelled by back movements and so on.
Even simple statistical processing of quote flow allows us to detect certain patterns, signals. I note again: even simple ones.
Your attempts to deny easily provable things are very pathetic lately.
sab1uk is right in that noise is a very well defined concept. And digital signal processing has nothing to do with it. The concept of "noise" is found, for example, in many econometrics textbooks. You name it. And everywhere in the same sense: the "noise" component is contrasted with the "deterministic" one. In fact, the "noise" are the values of the function that we cannot explain or predict.
And then it turns out that sab1uk's opponents are also right. Because in the markets we cannot explain anything at all. There is no "signal" as such. Or rather, we simply do not know the type of the true price function. Therefore, all quotes are noise to us - random, unexplained values.
For two years we have been saying the same thing: "signal-to-noise", "signal-to-noise", but we have not bothered to read a book, after spending a couple of days to forget about digital signal processing in the form of quotes, for the rest of our lives. You have learned one pontus, and have been doing it all your life!
Really... And where is such a book?The flow of quotes is not white noise. Another issue is that it is difficult to use them. Some are within spread, others float in time, some are not connected to known reference points, and some are levelled by back movements, etc.
Even a simple statistical processing of quote flow allows us to detect some regularities and signals. Note once again: even simple ones.
Sorry, I don't understand... So the noise isn't white? Whatever with the noise. Or is the signal not white noise? Well, that's great!
Sorry, I don't understand... So the noise isn't white? >> Oh, whatever with the noise. Or is the signal not white noise? So that's fine!You could probably say that within this thread, noise isn't white. But what I mean is that the quotes stream contains systematic components. That is, the stream of quotes is not "white noise" (such a term).
The flow of quotes is not white noise. Another issue is that it is difficult to use them. Some are within the spread, some float over time, some are not linked to known benchmarks, some are levelled by back movements, etc.
Even simple statistical processing of a quote flow allows us to detect certain regularities, signals. I note again: even simple ones.
Your attempts to deny easily provable things are very pathetic lately.
Did I state somewhere that quote flow is white noise? Can I have a quote? Your attempts to attribute nonsense to your opponent that he didn't say and then bravely stigmatise him look truly heroic. "Aye Mosca, know she's strong..."
"Even simple statistical treatments of the flow of quotes reveal certain patterns, signals" is very cool. It's up for a Nobel Prize. Would you care to name just a couple of statistically significant patterns? Not 50-50, but at least 25-75.
The price range is a random stray. Any statistical unit-root test will show this to you with more than 99% confidence. Noise can be considered price increment. It is not white noise in the classical definition, its structure is more complex and not homogeneous, but it is close enough for everyday purposes.
The price range is random rambling. Any statistical unit-root test will show you this with more than 99% certainty. Noise can be thought of as price increment. It is not white noise in the classical definition, its structure is more complex and not homogeneous, but to think of it as noise is close enough for everyday purposes.
Noise, sorry...random wandering or periodic signal? A light bulb, for example, doesn't care as long as it has enough power. So why don't you look for an Edison?
In fact, some smart people with the help of "random walk" manage to transmit information and they do it well.