Classical thechanalysis doesn't work any more. What works, maybe quantum? - page 25
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There must be open source for generating the filter. Someone said that in the simplest case a simple inverse Fourier transform can work there. The only thing - somehow, apparently, according to the test signal, it is necessary to calibrate the phase - if not to advance, then at least not to lag behind. But how does phase behave in frequency band - fics knows :-(.
Open source is Matlab "Signal Processing and Filter Design". Fourier is not valid - it is for stationary processes. Kravchuk writes about Burg method, but I think he is lying.
There are many more questions, from simple to more complex. Since the process is non-stationary, TC constantly loses its characteristics. It seems to be possible to track the phase, but I can't check it. It is necessary to start with the code in Matlab, then in a specific tool it will be possible to ask specific questions and try to answer them. While there is no open source code, all the questions of that fool that 100 wise men can't answer.
The open source is Matlab "Signal Processing and Filter Design". Fourier does not work - it is for stationary processes. Kravchuk writes about Burg method, but I think he is lying.
There are a lot more questions, from simple to more complex. Since the process is non-stationary, TC constantly loses its characteristics. It seems to be possible to track the phase, but I can't check it. It is necessary to start with the code in Matlab, then in a specific tool it will be possible to ask specific questions and try to answer them. As long as there is no open source code, all the questions of that fool that 100 wise men can't answer.
The Digital Sound Processing box is big in matlab, though. Burg (aka Euler's MESA), Music, Goertzel, etc.
Yeah. Know-how-to-wield-understand... There will be no automatic credit ;-).
In the matlab Digital Sound Processing box is big, though. Burg (aka Euler's MESA), Music, Goertzel, etc.
Yeah. Know-how-to-wield-understand... There will be no automatic credit ;-).
Not all at once. Can not yet download Dyakov's book on the subject - all are available, but this one is not. But I do not see another way. like NS, but there I did not see a profit factor higher than 2, and this is not a system. All have the same problem: the amplitude of the resonant frequency goes away and the frequency itself goes away. You can talk about the continuity of these two values, which makes it possible to trade small periods of time, but I would like more. My nearest happiness is Dyakov's book, volume 3, then we'll see.
There is no automaton, but there is albeit a bad analog of Kravchuk's and there is the Euler system, which is a lot.
It all depends on what you want to get out of it (TA).
I would broaden the subject. I will say more, maths and physics don't work. They don't even allow you to solve the simplest problems. Tried it from school textbooks. So I know what I'm talking about.
Usually TA books (Edler, e.g.) are primitive to an abomination. Often the impression is created that they are written for morons, or housewives. This is so-called popular literature. And it contains no more than an approach to the shell.
Having read a couple of such books we conclude that TA is inoperative. It's funny.
If you are talking about how to build a digital filter or do spectral or quantum analysis. Then in my opinion you are looking for some super-complicated solution. Most likely you'll find one (you've got a strong grip on it). But I don't have the foggiest idea what you're talking about. The digital receiver (decoder) or analyzer, as you like to call it, takes 10 lines inside my Expert Advisor. How can you fit all higher mathematics into such a short code?
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Can I give you a hint? Do not think about the price and time, and leave only the TS signals and the results of deals by these signals. You are the programmers. Turn off the analog and turn on your digital thinking. You must know the bit operations.
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Maybe you will find a clue in the attached file. That's about how I get the end result.
After reading a couple of these books we conclude that the TA is inoperative. >> It's funny.
I would be grateful if you could share a TA book that you can say is worthy.
I would be grateful if you could share a book on TA which you can say it is worthy.I suspect that there are very few such books. I met one where most of the well-known indicators, their algorithms and shortcomings are described in detail. If I remember (find) the author I will let you know in person.
There I also described the principles of TS testing. It is a good book, but it is more of a popular science.
But in general, IMHO, TA is not in vain many refer not to science but to art. i.e. classical TA "does not work" in principle. And to make TA work you need individual techniques and methods, which are unique for everyone. And really working methods are unlikely to be given or widely disseminated.
In the book, which I told just like that - "I publish these methods because I don't use them anymore and I don't need them", or when using standard indicators in TS - "of course there will be profit but not much". So-so. Again, only general approaches to the construction of TS, and of course, nothing specific.
I would be grateful if you could share a TA book that you can say is worthy.I'm not sure there are any that will replace the experience of rebuilding on your own. As it is, a very comprehensive collection is Schwager, then I can recommend L. Williams and Chand. Well... Demark. Raschke.
Understand, if you do not have a thorough understanding of what a particular indicator shows and how it counts, then everything you do with it will be alchemy and shamanism.
Many people blame Stochastic for a lot of false signals. There are no false signals! There are false expectations that it should not show. And so on.
An indicator is just a tool to express your vision of a process or market condition. You have to understand what you want first, and then you have to know how to express it.
Otherwise, yeah, TA doesn't work. Why would it work if it is required to work outside the specialty? )))
But in general, IMHO, TA is not regarded as a science for nothing, but as an art.
I support Peter. If you randomly connect standard indikators, as in a child's construction set (in which anything can be assembled), it will be not even art, but an amateur's attempts to hit a distant target, almost without aiming. What kind of art is that?
You have to know every indirector from inside and understand what to expect from it. If you are waiting for the divergence signal on RSI, that the price will go down, then you have to explain it. If you cannot explain it on the formula level - OK, show it statistically, with the obligatory substantiation of the significance of your conclusions. If you can't do that either, it's worthless to use this indicator.
If you are talking about how to build a digital filter or do spectral or quantum analysis. In my opinion, you are looking for some super-complicated solution. Most likely, you will find it (you have a strong grip on it). But I don't have the foggiest idea what you're talking about. The digital receiver (decoder) or analyzer, as you like to call it, takes 10 lines inside my Expert Advisor. How can you fit all higher mathematics into such a short code?
===
Can I give you a hint? Do not think about the price and time, and leave only the TS signals and the results of deals by these signals. You are the programmers. Turn off the analog and turn on your digital thinking. You must know the bit operations.
===
Maybe you will find a clue in the attached file. This is roughly how I get the end result.
I notice that in the intensity distribution of the transactions there are clearly peaks that lie in the values of even harmonics of the base quantum frequency.
But, how can this be?
You're not fitting the values of the QFs to the transaction rates of the unfiltered TS, are you?
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Tell me, is your calculation of the Quantum Frequency of the market based on the theory of A. Duk ?