You must always set the right purpose/question for the study - page 16
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Mathemat, thank you so much!
455 combinations - whatever! Let's pick the most obvious ones! :)
During optimization we select X which results in profit, forward - to the downside, another pair - to the downside, another period - to the downside (the system is reversible). The solution is an adaptive wizard that responds adequately while taking into account (volatility, speed, acceleration, correlation between symbols, something else [this is still under research/development])answer:
Yes by the way I'm increasingly inclined to think that almost at the heart of this adaptation should be the relationship (mutual positioning) of the currency indices.
on 1. - The "problems" with using almost ANY moving average in trading begin almost AT ONCE: 90% of modelers don't know that the moving average must necessarily be shifted by half its period. If you don't do that, it represents nothing. Nothing at all. It's an abstraction. The movement of chocolate cakes around Saturn. Moving Average is a low-pass filter, and any filter has a delay. This delay varies depending on "spectral composition" of the signal (there may be no spectrum at all). And the average value of the delay is equal to half of the Machka period.
2. Yes, but banks do not trade on the direction of currency indices, but rather on the fluctuation margins of these indices. Something like boxed indexes. Each bank has its own boxed boundaries. As soon as the movement of a currency index approaches the permissible boxed index boundary, trading hysteria ensues.
1. - The "problems" with using almost ANY moving average in trading begin almost AT ONCE: 90% of modelers don't know that the moving average has to be shifted by half its period. If you don't do that, it represents nothing. Nothing at all. It's an abstraction. The movement of chocolate cakes around Saturn. Moving Average is a low-pass filter, and any filter has a delay. This delay varies depending on "spectral composition" of the signal (there may be no spectrum at all). And the average delay value is half of a Machka period.
Well, if expectation is an abstraction for you... In fact, you can say "nothing at all" about anything. The problem isn't the tool, it's you - how you use it.
Ha. That's why it's not working. - No, it's not. "So-and-so" works. What doesn't work is the way you use it.
Well, if the matrix expectation is an abstraction for you... In fact, you can say "nothing at all" about anything. The problem isn't the tool, it's you - how you use it.
Ha. That's why it's not working. - No, it's not. "So-and-so" works. It's not working the way you use it.
you smoke as much as AlexEro you won't work either.)
Well, if expectation is an abstraction for you... In fact, you could say "nothing at all" about anything. The problem isn't the tool, it's you - how you use it.
Ha. That's why it's not working. - No, it's not. "So-and-so" works. It's not working the way you use it.
Ha! That's the thing: probabilistic mathematicians work with random variables and their arithmetic mean is ALREADY the mean, whereas traders work with living systems that change their structure in the course of the process:
https://ru.wikipedia.org/wiki/%D0%A1%D1%80%D0%B5%D0%B4%D0%BD%D0%B5%D0%B5_%D0%B0%D1%80%D0%B8%D1%84%D0%BC%D0%B5%D1%82%D0%B8%D1%87%D0%B5%D1%81%D0%BA%D0%BE%D0%B5
"Although the arithmetic mean is often used as averages or central tendencies, it is not a concept in robust statistics, which means that the arithmetic mean is strongly influenced by 'large deviations'. Notably, for distributions with large coefficients of asymmetry, the arithmetic mean may not correspond to the notion of "mean", while values of the mean from robust statistics (such as the median) may better describe the central tendency.
A classic example is the calculation of average income. The arithmetic mean may be misinterpreted as a median, leading to the conclusion that there are more people with more income than there actually are. "Average" income is interpreted in such a way that most people's incomes are close to this number. This "average" (in the sense of the arithmetic mean) income is higher than the income of most people, because a high income with a large deviation from the mean makes a strong skew in the arithmetic mean (in contrast, the median income "resists" such a skew). However, this "average" income says nothing about the number of people near the median income (and says nothing about the number of people near the modal income). Nevertheless, if one takes the notions of "average" and "most people" lightly, one can infer incorrectly that most people have higher incomes than they actually do. For example, a report of the "average" net income in Medina, Washington, calculated as the arithmetic average of all annual net incomes of residents, would yield a surprisingly large number because of Bill Gates. Consider the sample (1, 2, 2, 2, 3, 9). The arithmetic mean is 3.17, but five values out of six are below that mean."
The usual "expectation" to extrapolate the price series formation process gives nothing. Haven't you noticed yet, colleague?
So why are you telling me all this? That's not what I'm saying. You're telling me there's no point in applying this and that . Well, I'm not arguing. I don't know how you can use a thing. You can use a soldering iron to solder multilayer circuit boards, or you can use it to make collectors. Or picking your nose.
Anyway, I can't add anything.
Or picking your nose.
A $2,000 soldering iron? Horror
A soldering iron for 2,000 quid? Horror
Why "horror"? Glamour...