Obtaining a stationary BP from a price BP - page 29
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and then what?
As far as interference is concerned, it can be effectively suppressed - without being specifically singled out.
In my case, it is not a nuisance at all. From the resultant series it is possible to restore the original one (sort of) :)
not so long ago you wrote that TA is about forecasting, whoever thinks what about themselves. And you're right. Well, in any case you choose a model (even the lack of a model is a model :o joke), otherwise there is no way. And all statements that I'm kind of in the market and you're bullshitting here are bullshit by definition!!!! Who type of "in the market", in it only because he chose a model that in his opinion will "keep it there", and no matter what kind of model (trivial MA/SMA crossings ..., simple channels, perverted channels, channels - x...., levels, etc..., I will not list everything). If you roughly take the intersection of MA (the example was chosen for artistic enhancement), you got the whole market - it's 2 MA (and it can work, I mean different conceptually).
You can call a model a lot of things and the object of prediction can be different. It's about the local predictability of the market in the sense of preserving some of its parameters for a while. I.e. according to some formalized features we determine "the market is ours" and try to use the TS that uses anticipated (predicted) market parameters. Flatulence, trendiness, channeling are the most general ones and each of them can appear and be used in different variants. Probably, it is possible to call a market model - prediction of its "behaviour".
That is, it is not building a global extrapolation model of predicting increments for a fixed number of bars.
This is only one approach, which does not negate the workability of the others. The arguments are all in terminology and not very important. imha We can of course call the global incremental price prediction model (GMFPP - or in short "fuck the market" :)) what Reshetov outlined in the 1st post, not to get confused. Otherwise, for any formalized TS we can say that it is guided by some market model. And what is the use of such a concept if it does not bear anything concrete?
That's in electrical engineering. And in trading - first try to define what a "signal" is and what a "disturbance" is, and then we'll laugh at your definitions together.
Of course, you can laugh at anything - I often do that myself lol
And I've laughed a lot over the years of different qualities :D
I've defined myself with these (and not only with these) categories - the parallel with electrical engineering is amazing!
The only difficulty is to choose a basic, axiomatic part, so to say, :D
In my case, this is not a hindrance at all. It is possible to restore the original series from the result series (I think) :)
You can restore - but what is the sense in it, what is the purpose of transformation? Is it just for restoration?
:) still there is a doubt?
How clever. Why doesn't anyone from the forum go to the "pricing" thread? Or maybe everyone here has problems with the syntax of the Russian language?
Where is it? I am not a regular... Explain in a nutshell what this is about. And what does "problems with Russian language syntax" have to do with it?
That's in electrical engineering. But in trading - first try to define what a "signal" is and what a "disturbance" is, and then we'll laugh at your definitions together.
the relative signal-to-noise ratio of the i-th harmonic is equal to the limit (from zero to plus infinity) of the sum of the logarithms of the ratio of the i-th harmonic to each harmonicContinued on the detected pattern. You could say it was lucky, it continued and allowed the trade. It could have reversed, and then the position opened on the previous image (here in the centre of the image) would have closed. Possibly, with a loss but it usually results in a small profit - peculiarities of trading tactics with this model.
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OK. I'm calling it a day - my practicality confuses Reshetov's sense of smell. And then it's petty to flub in retaliation. Even for me, the grunopotamus.))))
the relative signal-to-noise ratio of the i-th harmonic is equal to the limit (from zero to plus infinity) of the sum of the logarithms of the ratio of the i-th harmonic to each harmonicWhat does this have to do with trading?
Firstly, money or shares are made up of individual notes and are not poured continuously like water, so the transfer of money from hand to hand is always DISCRETE. There are NO "harmonics" or "harmonics" in the transition of money. Your definition is ridiculous - it's like determining exactly how chocolate cakes revolve around Jupiter.
It's a definition from the "It was raining and two students" series (all the other "definitions" from electrical engineering are there too).
where is it? I'm not a regular... Explain in a nutshell what this is about. And what does "problems with Russian syntax" have to do with it?
I like a wounded lynx beating and tossing myself and trying for a month to impose to participants of this forum to DO THE THING - namely to continue discussion of "pricing in the currency market". And they can't even ask intelligent questions there.
What does trading have to do with it?
Firstly, money or stocks consist of individual notes and are not continuously poured like water, so the transition of money from hand to hand is always DISCRETE. There are NO "harmonics" or "harmonics" in the transition of money. Your definition is ridiculous - it's like defining exactly how chocolate cakes orbit Jupiter.
It's a definition from the "it rained and two students" series (all the other "definitions" from electrical engineering are there too).
>> he joked.