Searching for market patterns - page 26

 
Eh, I'm off to the cradle to think of a pattern...
 
trol222:
The author said that these are adaptive filters, calculation of coefficients is generated with each discrete sample .... I can give you the links there he gave the program with which he made these filters and through it made the filters become adaptive - themselves generated coefficients (program - a generator of digital filters) read his posts, maybe something useful for yourself will pick up. In general, the author has a literate informative posts on filters

Give me references, let's have a look at them. Although I am against FIR filters in this matter and against any adaptation.
 
tara:

If your goals do not coincide - break up and forget about each other.


Why not? Like any rival, the goals are different. That's the interest, the rivalry, and our role is more attractive, and if we win, then it'll be great!

OnGoing 29.09.2011 01:30

Eh, I'm off to the cradle to think of a pattern...

Good night!

 

Flag on the crown, drum on the neck :(

 
tara:

Flag on the crown, drum on the neck :(


That's for the Boy Scouts, I mean, the pioneers... And our role is intelligent, creative and therefore interesting! Like an artist, he creates, lives and rejoices, and suddenly something pays off - that's happiness!
 
AlexeyFX:

Let's have a look at the links. Although I am against FIR filters in this case and against any kind of adaptation.

sent you in a private message.

 
tara:
If your goals are not the same, break up and forget about each other.
This is a paraphrase of Swinosaurs conceptualisations. Positions are converging.

P.S.
Petyka covered his brother with a blanket and, pressing his cold nose firmly against his warm ear, whispered: "Pirates of the unknown sea! Do you hear?... I, as it happens, accept you into my pirate crew... (с)
 
moskitman:
Well, grail, let's say, is another topic, but you tell me - for you EVERY tick carries useful information? That's right... Not for me, and for everyone who has ticked for the last 5 minutes, and for everyone who has ticked for that entire hour. That's why I called it useless noise.

Tics and minutes do give a sense of chaos, but from this chaos we have to make a pattern, if any at all, like gas laws are born from the chaos of Brownian motion.
 
yosuf:

Tick and minute ticks do give the impression of chaos, but from this chaos we should obtain the regularity, if such regularity exists at all, as for example the gas laws are formed from the chaos of Brownian motion.

I may be out of place, but here is a question that is bugging me.

If we take charts of different brokerage companies, we may see that they all are almost all OK in tick volumes and it means that filters are adjusted differently. For example, one has got 5 ticks in a minute and another 10 and what ticks we may use.

 
OlegTs:

I may be out of place, but here is a question that is bugging me.

If we look at charts of different brokerage companies, we may see almost no difference in timeframes, but their tick volumes are very different and it means that filters are set differently. For example, one has 5 ticks in a minute and another 10 and what ticks we should talk about.

It means not all ticks are equally useful, they should be filtered (some ticks give a signal and some are simply recalculated here and there) and 5 ticks may contain 3 ticks and 10 ticks contain 5,6 ticks (the signal should not change from this).