Out of sporting interest, I engaged in adaptive quote filtering - page 11
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What does the abstractness of my thinking have to do with???? Any quote filtering is a lag from the quote itself, certainly not a prediction.
There's the delusion again. It's understandable. Modern education... :-( Without self-learning, nothing will work.
First there was the statement:
The filter can run ahead of the quotes BUT ONLY with overshoot. Who needs it?
The derivative of sine is cosine. Runs ahead 90 degrees. The derivative is essentially a high pass filter. And nothing is redrawn.
So you're comparing the market to a sine ???? Well... Good luck.....
And it can be used in predicting quotes. To those unfamiliar with spectrum analysis it seems impossible. As for savages, modern technics seems a miracle and witchcraft.
One should also know about two categories - analysis and synthesis. Analysis in order to understand what is happening. Synthesis to predict on the basis of analysis.
It is impossible to understand what is happening by one filter. You need a set of filters (spectrum analysis). It does not matter what their "lag" (delay) and phase distortions are. The main thing is that they should all be based on the same principle. To the savages, this sounds strange.
Synthesis is the reverse of analysis. It is already possible to reconstruct a picture of both the past and the future.
Of course, all is not so smooth in the details. There are problems and compromises everywhere.
Alsu, we should get married. I'm sorry.
We've been over this, now I'm thinking of doing the opposite.)
Who is interested in adaptive filtering in the form in which it is taught in universities, can read Lukashin's book in the trailer. Of course, it will not bring easy money, but the basic principles there are well chewed up, and at that without the involvement of the theory of filtration itself. That is, it will be quite understandable to people with economics education and knowledge of mathematics at the level of an erudite student.
https://yadi.sk/d/BiafeW0UcMCws
Who is interested in adaptive filtering in the form in which it is taught in universities, can read Lukashin's book in the trailer. Of course, it will not bring easy money, but the basic principles there are well chewed up, and at that without the involvement of the theory of filtration itself. That is, it will be quite understandable for people with economical background and knowledge of mathematics at the level of an erudite student.
https://yadi.sk/d/BiafeW0UcMCws
Pardon, and about high-frequency filtering and its sense in more detail there?
For some reason there are no topics on HPF on this forum and their applications and analysis
... It sounds strange to savages.
Synthesis is the reverse of analysis. You can already reconstruct a picture of both the past and the future.
Of course, not everything is smooth in the details. There are problems and compromises everywhere.
You are lying a little bit. The picture can indeed be reconstructed in the past, but not the future, if only for the reason that it has not yet arrived, and interpolation is not the best basis for extrapolation. If you want, we can argue.
I won't even argue about savages - I'm a clever electrician (all the stupid ones were electrocuted), but radio operators have their own problems.
Don't predict - there are no clinically proven methods of prediction (extrapolation). Well, and don't read Soviet newspapers at lunch.
Eliminating (reducing to zero) the lag in adapting algorithm parameters is not a problem, but making it negative is quackery. The details are in the appendix.
SZY Addressed to NewRena, but he self-deleted for some reason.
That's a bit of a lie. The picture can indeed be reconstructed in the past, but the future is not certain, if only because it has not yet arrived, and interpolation is not the best basis for extrapolation. If you want, we can argue.
I won't even argue about savages, I'm a smart electrician (all the stupid ones were electrocuted), but radio operators have their own ideas.
How often have you seen a MA line abruptly interrupted or change direction?
I've seen it several times on the M1 time history on some news, but I've never seen it on tick, equal-volume, and rank histories. What does that tell you? The MA is normally extrapolated by the most primitive Lagrange polynomial. I posted the euro forecast on Masterforex long before the 2008 crisis. There were pictures from M1 to MN1. At that time it seemed to me that a sharp downward bias of the history in the future was a mistake. On all TFs the forecasts worked out fine.
For the science savages. Just don't think that the polynomial was applied to the trend line. Spectral analysis was used and then spectral synthesis. There are even more advanced methods of extrapolation.
In mathematical terms, the event line is abstract. The past and the future are no different. It is a matter of starting points.
Have you often seen the MA line abruptly break or change direction?
I've seen it several times on the M1 time history on some news, but never on tick, equal-volume, and ranged stories. What does that tell you? MA is normally extrapolated by the most primitive Lagrange polynomial. I posted the euro forecast on Masterforex long before the 2008 crisis. There were pictures from M1 to MN1. At that time it seemed to me that a sharp downward bias of the history in the future was a mistake. On all TFs the forecasts worked out fine.
For the science savages. Just don't think that the polynomial was applied to the trend line. Spectral analysis was used, then spectral synthesis.
In mathematical terms, the event line is abstract. The past and the future are no different. It's a matter of starting a reference point.
Vadim, do you trade on FOCEX?
If so, how often do you set Take Profit?
Vadim, do you trade on FOX?
If so, how often do you set Take Profit?
Very seldom. I choose the time of a strong trend start. Last time I traded in August last year.
Stops and Take Profits are technical. They never work. I close manually according to the situation. Forecast changes slightly in the process.