Moving average from moving average - page 5

 

Well, in principle, I have applied the first and second derivatives (for example) on the tick chart (according to the formulas in the link in the previous post). It is clear that we already have both speed and acceleration:


The green ovals have circled what you can mock (apply filters). You can see that it's two different frequencies (omega in the formulas in the same link) that make some sense.

Time is lost, can't help it, only tick numbers are left...

So DSP in forex is a non ploughed field for activity. MQL4 is an ideal tool to work with.

The market is a real success )))).

MQL4 is a perfect tool for those who will dig it, and success will follow). Good luck!

 
_new-rena:


Time is lost, can't be helped.


Time can be taken (if you really, really need it) server time when collecting ticks, or there are other platforms or places where there are ticks, ducas in the end. Then you can count not in a minute (for example, if someone again, well, very much need), and for the last minute.

And you can digitise yourself not in pips, but in fractions of pips, taking the price as continuous, not discrete.

 
ZaPutina:
You can take the time (if just really oooo need) the server when collecting ticks, or there are other platforms or places where there are ticks, ducas in the end. Then you can count not in a minute (for example, if someone again, well, very much need), and for the last minute.

I don't think time in DSP is relevant. The main thing is to filter out the noise - you can see it with the naked eye and leave only the useful signal.

It's not hard to explain in two posts just the basics, is it? Is the argument settled?

By the way, history is not required, as we understand it. Well a few ticks maybe...

 
_new-rena:

I don't think time in DSP is relevant.

How it does not matter, here you and have shown your understanding)))) take for example a sinusoid with 30 counts (points) about which it is known only that it has 20 counts in order on an axis x, but it is not known what distances on an axis x between them, who will better see a real picture of all this - that one who will arrange these counts on an x axis knowing their values on an x axis, or that one who will take these 20 counts and simply arrange them on a segment from 0 to 30 evenly in order of occurrence? For me the answer is obvious.

You write - the main thing is to filter out noise, but even at the stage of correct digitization you propose to forget about time counts)))), but if at this stage to forget about it, will it affect the quality of the forecast on large movements? this is a question about who needs ticks and the eternal debate that not for piping, but for initially more high-quality digitization and its application in the analysis, it does not mean that a man will trade on ticks, he can trade on minutes and on hours.....

 
ZaPutina:

As it does not matter, here you have shown your understanding)))) take for example a sinusoid with 30 references (points) about which it is known only that it has 20 references in an order on an x-axis, but it is not known what distances on an x-axis between them, who will see a real picture of all this better-the one who will place these references knowing their values on an x-axis, or the one who will take these 20 references and simply place them on a segment from 0 to 30 in an equiperential order of occurrence? For me, the answer is obvious.

Ok. 30 counts is already a story that makes no sense, it's in the past.

Where was I going with this? ....

The point is this - first they invented the printing press, and then they thought about its productivity. 100% per month and per minute are incompatible concepts as they have different time frames. The point is long but basically already made. You are pushing me to continue programming and get an ATS.... This is crazy - life is more expensive.

I wanted to write this screen long time ago, but there was no one to push me... Thanks to you I did (almost just now).

 

ZaPutina:

You write that the main thing is to filter out the noise, but you yourself even at the stage of proper digitizing you suggest to set it to time-based counting)))) and if at this stage to forget about it, will it affect the quality of the forecast on large movements? this is to the question of who needs ticks and eternal arguments that not for pips and for initially more high-quality digitizing and its application in the analysis, it does not mean that a person will trade on ticks, can also on minutes and hours.....

Why write programs to sell?
 

Yes, the whole screen dispels the inadequacy of DSP on Fora))))

a common picture, understood by many, calculation formulas should have been added there, for those who are particularly gifted)

 
ZaPutina:

Yes, the whole screen dispels the inadequacy of DSP on Fora))))

a common picture, understood by many, calculation formulas should have been added there, for those who are particularly gifted)

Jealousy?
 
_new-rena:
Why write software to sell?

I don't get it at all, what's the point? I don't write, do you write? I don't know why.

Probably to keep your trousers on because the bidding didn't work out.

 
ZaPutina:

I don't get it at all, what's the point? I don't write, do you write? I don't know why.

Probably to keep my trousers on because the bidding didn't work out.

Well, it's just a matter of applying it. Well, you can see everything. We take out the microwave and we only have entry points ))))