Predicting the future with Fourier transforms - page 53

 
Freud:

Well no doubt in the accuracy of the wording probably screwed up again where. but the essence there is that these fluctuations each have their own axis (about their own machine), and the bank points of these fluctuations coincide (approximately). therefore wrote that you can predict the fluctuation around the axis, but how to link it to the prediction of the axis (which also changes) is not clear. so far we know only that having the vibration on lower axes, can predict the fluctuation on the higher axes.

What is colibacƟon, what is mproviding and prognosƟng? New terms? Need clarification.

It would be great if the criteria for the hierarchy of axes were given.

 
Freud:

The green is the price, those that are slow are the swings.

The green is the price, the slow ones are the wagons. I need to separate the fluctuations that are connected to the MA, i.e. blue-blue, purple-pink, brown-yellow. But the subtraction will not work. For this purpose I decided from each curve point (blue, purple, brown), to drop a pre-pendicular to the corresponding wagon - the shortest distance.

Isn't it confusing that the position and length of the perpendicular will not be constant quantities? Price and time are measured in different units, so if you change the unit of measure (say, time from minutes to seconds) the normal will drop _somewhat_ to a different point.
 
Freud:


No. They shouldn't be constants, if I understand you correctly, you mean overdrawing? If so, it's not important, because I'm not analyzing the absolute price values, but the dynamics between frequencies.

I don't know if resonance is the right word here - I'm not an expert, but I think that's what's supposed to happen.

when the price-time axis, we care about the length of the height in pips, the time will be reduced in the calculations.

I don't mean overdrawing, I mean that you can't draw these perpendiculars at all, as they depend on the choice of unit. That is, the same perpendicular will be drawn differently depending on what you want to measure time or currency in.

How else to explain...

A perpendicular is a 90 degree angle. And in charts, where the abscissa and ordinate axes are heterogeneous quantities, the concept of angle is meaningless at all, because it cannot be set precisely because of the uncertainty of the choice of units. That is why the perpendicular on the currency pair chart makes no sense in and of itself: build it, stretch the chart and the perpendicular will be gone.

 
looking for points of resonance in chaos is not quite right.implied patterns lend themselves better to statistics.sleepless nights sometimes push for the only solution available.I can share.and fourier...-not helpful.
 
Freud:


Reminds me of an argument about this https://www.mql5.com/ru/forum/128427/page23

Moisha, you're impenetrable! I'm in awe.

PS There is no angle there. I explained why above. If you can't understand it, take my word for it)

 

How does it work in simpler terms?

As I understand it: Take a piece of recent history, calculate it using the Fourier method by taking the imaginary plane buffer counts and pass it off as a prediction of the future?

 
Freud:


How not, do I have balls?))) the picture on the last page, there is an angle, look at it as a geometric figure and the relationship of sides in it (Pythagoras, trigonometry), the shortest distance from a point to a curve also does not exist? and it is a perpendicular from a point to a line, then from a point, just down to the intersection with a line, you get a right triangle. So what if the dimensionality of these heights will be in whatever (the square of the root of the price and time), we need proportionality, and it remains the same.

The question is which line to drop the perpendicular from the point (since this line will pass through the ends of a line segment, the value of this segment changes).

Once again, as simple as possible. Stretch the graph by half on the time axis. This is equivalent to replacing the measurement of time in hours with a measurement in "half an hour". The perpendicular you draw will immediately cease to be a perpendicular. It's like stretching a right triangle by taking its right angle - it immediately ceases to be right. So, the angle changes, but the essence of the price versus time remains the same, we have only changed the unit of measurement!

There is also a strictly mathematical explanation. Suppose we want to calculate the value of an angle from the coordinates of the corresponding vector. Then we have to write alpha = arctg(y/x), but the arctangent can only be calculated when the value under it is dimensionless. We cannot calculate the arctangent of two and a half dollars or five metres per second. And if it is dimensionless, then y and x must either be dimensionless or have the same unit. Otherwise the expression arctangent something makes no mathematical sense.

Yusuf, too, made a mess of measurements in his article, and got bogged down for a year and a half as a result. And I told him so. And he wouldn't listen, saying I was a fool.

 
More to the point: the angle (i.e. not really an angle, but its hmm... so to speak... tangent :)) on the time-price chart is the ratio of the price difference to the time interval during which the price difference was formed. There is no other way
 
Exactly, not an angle, but a "tangent", so to speak. Which we can measure, but which will be a dimensional value, and can take values of 10 metres per second and 36 kilometres per hour - although they are the same thing, you cannot calculate the "angle" itself.
 

still fascinating, a glimpse into the future, albeit misguided :)