create an expert for mt4 using a programme made in exel - page 24

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sergeev: :)))) what are the lyrics, and what musical is the song from?
It's from Gunther Max's Axioms of a Stock Speculator.
 
alsu:
Well, the obstacles here are the same as in the usual discrete Fourier - windows, spectrum overlaps, resolution... the results are better because the functions are asymptotically converging to zero.

You mean better asymptotically? Or are they only approximated more plausibly?
 
Sorento:

Do you mean better otoofsample? Or is the approximated function only more plausible?

Yes Fourier in no form is intended for extrapolation. What do you want to find in RMS if the function to be approximated is supposed to be periodic? What's the point of the RMS, then? Take the appropriate values from the beginning of the interval ......

Good luck.

 
VladislavVG:

Yes Fourier in no form is intended for extrapolation. What do you want to find in RMS if the function to be approximated is supposed to be periodic? What's the point of the RMS, then? Take the appropriate values from the beginning of the interval ......

Good luck.

You know - I'd wish you more luck too.

I personally have experience in predicting real processes after extracting significant harmonics.

And your failures are not a basis for hasty conclusions.

;)

 
Sorento:

I mean, is it better than that, or is it only approximated more plausibly?
I'm only talking about approximation so far. OOS is a separate song, it's much more complicated and the main issue is the adequacy of the model. But if you compare sine waves without damping and with damping, the latter definitely has more potential.
 
Sorento:

You know - I would also wish you better luck.

I personally have experience in predicting real processes after extracting significant harmonics.

And your failures are not a basis for hasty conclusions.

;)

I'm all for that, I've dabbled in it. What was the allocation for?
 
alsu:
Here I fully support it, I dabbled. And what was the principle used?

The main one is the power of the spectrum, I see. But it was simpler there - there were several data series. Periodicities occurring during one process definitely had an effect and caused a reaction and reflection in the other. The length of time series for forecasting was short. But by pointing out the frequencies on long series and after checking their consistency on short ones, the result was successful.

It was a long time ago... 82 of the last millennium.

;)

 
Sorento:

The main one is the power of the spectrum, I see. But it was simpler there - there were several data series. Periodicities occurring during one process definitely had an effect and caused a reaction and reflection in the other. The length of time series for forecasting was small. But by isolating frequencies on long series and after checking their consistency on short ones, the result was successful.

It was a long time ago... 82 of the last millennium.

;)

I'll have to think about it.
 
I was 2 years old in 1982, I hadn't studied Fourier yet...
 
Vinin:

http://www.planetaexcel.ru/forum.php?thread_id=23735

2 yosuf:

maybe you are looking for this script: https://www.mql5.com/ru/code/8175?

ZS: Tired of googling Yusufkhoja's posts piece by piece on the internet, pretty much the same as here - incomprehensible predictions and squabbles ;)

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