_Market description - page 31

 
Mathemat >> :

Yeah, about the same thing, just not in connection with Fourier, I also said a few months ago. We really want to believe that the price will go exactly the way Fourier tells it to go :)

Hello, dear Mathemat! Hello, other forum participants!
I've got acquainted with many threads on MQL4 forum - the discussions I've had for almost 2 years,
I'm sure they've been around for almost 2 years but most likely even longer. And judging by the subject and the date of posts it's some kind of a summing up.
On the one hand, I want to ask some questions, and on the other hand, I want to direct the discussion in the right direction.
By the way, from my point of view, the questions themselves and the sequence in which they are posed
I think the questions themselves may well be the end of a long discussion on such a serious subject as forex.
My questions are as follows:

1 Judging by various discussions on MQL4 forum it becomes clear that quotes movement
is a signal + noise. Therefore, to get a real signal we need to remove this same noise.
Various methods are offered here. But before we can remove this noise
from my point of view, you have to do a number of things:
a Determine all the possible mathematical methods that the DCs might use
to create this noise. Since mathematics is a finite science, mathematical methods are finite too.
b Compare the characteristics of the noise generated by each of these mathematical methods with the
types of noise in the forex market.
c Select the noise or noises which are created specially by the brokerage company.
d Knowing the mathematical method of noise generation, perform an inverse transformation
and turn the signal+noise simply into a signal.
As Prival seems to have done, by the way.

2 Suppose that we did get a real signal and it shows us that
the price value will increase and will turn from the value of 0.7 to 0.8 after a certain
amount of time.
But in reality the situation is different. If the price is at 0.7,
it may never get to 0.8, but it will fluctuate up and down
4 or 5 pips up and down (as is happening right now) to try to take the pips traders out of the money
to reach the value of 0.77 or even 0.72.
Is it then worth calculating this very signal?


3 Since you are a mathematician, I wonder why you have not yet turned to neural networks?
Many people I know, who are also mathematicians, use them very successfully in practice.
Especially Kohonen maps.

 
Mathemat:

Yeah, that's what I thought. Only it's no longer importance, but rather a kind of sensitivity or something like that. I had similar thoughts too, but not about the input or output, but about the signal in general.

And you want to say that irrespective of the system, TF and pair, any system is always 1.66 times more sensitive to the output signal than to the input one? Well, father, already on one such revelation, if it were true, one could build a system...

P.S. I was just thinking about the system that goes in on the breakdown and comes out on the doldrums. And is it the same here?


Alexei, I wonder if you have figured out what this number is k=1.660050788888488923374829507510339

here https://www.mql5.com/ru/forum/114902/page4

 

I don't know what L means. He likes that - he'll say something cryptic and then ask everyone else to guess what it is.

I haven't figured it out and won't until there is more information to latch onto.

 

Processor clock speed? ))))))))))) and is it still Prival H-volatility? )))))))))

 
Svinotavr:
The topic is jammed.

?)))