Out of sporting interest, I engaged in adaptive quote filtering - page 14

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So - back to square one: the best predictor of price value is its current value?
 
tara:
So - back to square one: the best predictor of price value is its current value?
you can correct it a bit: the current value is the trend and the state...where, where from, how much...
 
forte928:
you can correct it a bit: the current value is the trend and the state...where, from where, how much...
You can make it simpler:the best predictor of the value of the rate of price change is its current value :)
 

The speed is one of the indicators of what will happen to the price, but only one is a trend, because it's important to know where the price came from and how fast it will change depends on what the price will do in the future, so the three components are a factor in price behavior...

but the important factor for anticipating the price behavior is the trend of the current position...

 
In short, back to the trend, i.e. a linear forecast.
 
forte928:

The speed is one of the indicators of what will happen to the price, but only one is a trend, because it's important to know where the price came from and how fast it will change depends on what the price will do in the future, so the three components are a factor in price behavior...

but the important factor for anticipating the price behavior is the trend of the current position...

Well, there are a lot of derivatives to consider :)
 
The topic, after all, is not about forecasting, but about adaptation. Adaptive quote filtering does not interest me, but adaptive controlled systems do interest me a bit.
 
tara:
So - back to square one: the best predictor of price value is the current value?

current value, momentum, position relative to the conditional average, range of conditional value corridor

 
I'll tell you all at once. This bicycle was invented a long time ago and it's called noxa. The method for selecting this or that filter is called cointegration. It is when the moment of repetition between a quote and one or another wave of a filter or a group of filters is found in the area being trained. As far as I understood it, I use it. If we plot a quote on ХЭ axis and a filter on Y axis, we should get a closed figure in the form of a circle and the more accurate the forecast is, it shows that these oscillations repeat each other. If we do not know the future price, we know the filter behaviour by its projection into the future. This is how a forecast is made on the basis of digital filtering. You cannot make money without knowing the forecast. But Noxa somehow made their signals not to be redrawn and are quite accurate. But it is true that co-integration was not very convenient and time-consuming. It is very difficult to build a shape in a circle :-( But if you have built....... A confident 5-6 trades is quite possible.....
 
nikelodeon:
I'll tell you all at once. This bicycle was invented a long time ago and it is called noxa. And the method for selecting one or another filter is called cointegration. It is when the moment of repetition between a quote and one or another wave of a filter or a filter group is found in the trained area. As far as I understood it, I use it. If we plot a quote on ХЭ axis and a filter on Y axis, we should get a closed figure in the form of a circle and the more accurate the forecast is, it shows that these oscillations repeat each other. If we do not know the future price, we know the filter behaviour by its projection into the future. This is how a forecast is made on the basis of digital filtering. You cannot make money without knowing the forecast. But Noxa somehow made their signals not to be redrawn and are quite accurate. But it is true that co-integration was not very convenient and time-consuming. It is very difficult to build a shape in a circle :-( But if you have built....... A confident 5-6 trades is quite possible.....

You know cointegration - good.

The question is about something else - like: "let's try this filter", "let's try this one" ..... But what they want and what they will get in the end - no one has any idea. I think that such a topic is a topic without a purpose.

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