Predicting the future with Fourier transforms - page 7
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
So far the EURUSD prediction is confirmed.
Only on GBPJPG the terminal hangs. I was waiting 5 minutes.
It is confirmed.
Last night it was showing that it would not rise till the morning and it did not.
In the morning it was showing that by the evening it will go up (about 3 frequencies in the upper phase) till about 1.6020.
But at 8:45(gmt) there was a sharp fall, which was irregular and the order opened in the morning drained the lust
Maybe, it was caused by the fundamental reasons or something else, but it didn't show up till the slump, and after the rise
of the price, it didn't fluctuate again.
ANG3110 warned in the beginning of this branch that StopLoss should be set larger in this approach.
Even with manual opening of orders we should use some smart loss control system,
so that you don't get really screwed one day.
ANG3110 warned at the beginning of this thread that StopLoss would have to be big with this approach.
Even when opening orders manually you have to use some clever loss control system,
so you don't get really screwed one day.
This is not the right approach. It is self-defeating.
Of course setting the stop at a longer distance will decrease the probability of their triggering and will give an impression of more accurate forecasting, but if such stops are triggered ...
If you need to place stops farther away (several times farther away from toes) it means you are making an inaccurate forecast.
All imho.
I've been working on this topic for a while now.
to m_keeper
On the previous page I mentioned on ZZ Hi-Lo.
Do you want to try making a forecast of the next ZZ top and its formation time instead of price prediction.
Maybe I'm wrong, but ZZ is more clearly expressing the market mood in perspective, more predictable and less of a problem with stops :)
Or maybe a stop on the opposite signal, i.e. one far stop (in case of communication problems, etc.), but the most frequent exit should be on the opposite signal? m_keeper, have you tried this option ?
Or maybe not an exit on the opposite signal, but a reversal? With a distant (technical) stop retained?
The position of stop orders is almost irrelevant.
As a proof, you can make an EA that opens orders according to a random algorithm. No values of SL and TP can change the overall slope of the balance curve (spread loss).
The same (i.e. no) effect stop orders have on any other trading strategy.
Stop and profit are needed only for purely utilitarian purposes. SL - to counteract the occasional strong move "wrong". Profit should be set a little beyond the calculated exit point, just to pull up an occasional candle and get some extra points of extra profit.
The trading itself should be done only in accordance with the trading criteria, which is a fundamental part of the strategy. If trading according to the criteria does not yield profits, then stops will not improve anything.
I don't see any interest in this subject. A couple of people are probably watching, that's all.
Well, that's my own fault. I started the topic with vague assumptions and incomplete indicators.
I'll have to fix that. I'll start with the theory.
By future we mean at least a guess of where the price will go.
One cannot predict the future using fast Fourier transforms.
You can do it with normal Fourier transforms if you adjust the window length and the slope.
the length of the window and the slope.
In the end I came to the conclusion that Fourier is not our friend in this business.
I decided to use something like a subwindow with a sine and cosine subwindow
that takes up a given number of periods in that subwindow. So we scan all the subwindows
starting with a minimum length to a given length (subwindows start at a finite
The subwindow starts at the end of time and goes back in time), and uses this data to build a periodogram and a phasogram.
The maxima on the periodogram are used to identify the corresponding periods and plot them on the graph.
them on the graph, extending the fluctuations into the future.
Congratulations!!! You are very close to unraveling the Fourier phenomenon.
I've been doing it for a year now. Or rather, hardly at all. I won't give you any tips.
to Zhunko
Whisper in the others' ears
to m_keeper
On the previous page I mentioned on ZZ Hi-Lo.
Do you want to try making a prediction of the next ZZ top and its formation time instead of price prediction.
Maybe I'm wrong, but ZZ is more accurate in expressing the market mood in perspective, more predictable and less of a problem with stops :)
i don't know how it helps
I drew a picture
I drew the current moment of time with a vertical red line
Red curve - forecast
If I drew the zigzag according to the prognosis, it would probably follow the orange line, because
the upswing, it's not known yet.
The thin red line is the zigzag at the current time
As you can see, it makes no difference whether it's the red or the orange.
Probably, it was rightly said to place a technical stop-loss and let the
The Expert Advisor will see, turn there or close position with a profit of $ 1 and then reopen
when the price goes up
PS price went up to 1.6018 today, just to the predicted level