creating a mega project, pros, super pros and traders join in! - page 10

 
AlexeyFX:


The answer to the question about spectrum stability is also in this picture. As I have written before, the lines drawn in the future will go exactly that way ANY SPECTRE to where they are drawn. The effect of changes in the spectrum may manifest further, but until then, all changes are reflected only in the red line, which reacts instantly.

what is this red line and how is it calculated?
 
ZZZEROXXX:
Ready to read and do. I would like to ask you to point me at some publicly available information so that my question about buttons goes away, you can do it in person.


Just do a little googling. Figure out what a spectrum is and how to slice it with filters into 2,3,10,100 parts, what those parts will look like and what you can do with them. What is a bandpass filter, a low pass filter, and an upper pass filter. What kind of filters there are and what properties they have. What is a moving average, which is a FIR filter, and why it is better to use an IIR filter. What is the AFC, impulse and transient response of the filter and what they mean. This should be enough to provide some understanding and meaningful questions.

I think it might even be enough to draw something similar to my picture, only without tails in the future. And to understand why magaprojects that combine dubious and nothing but tester-based trading systems usually produce brain-eating monsters with nothing to offer.

 
Andrei01:
what is this red line and how is it calculated?

It's a high-pass filter. There are different ways to calculate it. Numerically equal to what is left of the price if you subtract all other lines from it. Usually it is considered noise that should be thrown out of the trading system. I haven't seen anyone use it at all, which is very strange...
 
AlexeyFX:

The high-pass filter. Can be counted in different ways. Numerically equal to what remains of the price if all other lines are subtracted from it. Usually considered noise to be thrown out of the trading system. I haven't seen anyone use it at all, which is very strange...
Thanks. Makes sense.
 
khorosh:
Probably add up the differences of the increments of each sinusoid per unit time, taking into account the sign. Then the sign of the sum will show the direction.
There are a lot of sinusoids out there, you don't need to add them up, otherwise you will get the initial price as I understand it. Judging by the picture downwards, it is not clear at what TF.
 
ZZZEROXXX:
There's a lot of them, sine waves, you don't need to add them up, otherwise you get the original price as I understand it. From the picture below, it's not clear which TF it is.
If you get the initial price in the future, that's perfect. I certainly don't expect such a result, but if I know at least the direction, that's already good.
 
AlexeyFX:

The high-pass filter. Can be counted in different ways. Numerically equal to what remains of the price if all other lines are subtracted from it. Usually considered noise to be thrown out of the trading system. Haven't seen anyone use it at all, which is very strange...
Alexey, sorry for the offtop. What's the point of all these equations if in the end everything depends on the red line, which we cannot predict and which can pull the price in another direction? In essence, it is predicting the red line. How is this different from simply predicting price?
 
vitali_yv:
Aleksey, sorry for the offtop. Could you explain - what is the point of all these expansion plans if in the end everything depends on this very red line, which we cannot predict and which may pull the price in a different direction? In essence, it is predicting the red line. How is this different from simply predicting price?


1. not everything depends on the red line. The red line is one of several components and the only one that is kind of unpredictable (in fact, it's not). All the others are predictable at different intervals. Knowing a part is better than not knowing anything.

The price has to contain some unpredictable part and cannot be fully calculated based on past data, otherwise I would have taken all my money in a week.

2. The system allows you to trade on any interval. After 200 bars no one will care about the red line, it will go down and up and back up 10 times during that time.

 
AlexeyFX, sorry for the intrusion. I've been wanting to go deeper into this question for a long time, just now the chance came up. Could you please clarify if this is how a series is decomposed into harmonics? I implemented this variant but it's far from sinusoidal.
Band 1 = close - MA(close, 2) Band 2 = MA(close, 2) - MA(MA(close,2), 4); Band 3 = MA(MA(close,2), 4) - MA(MA(MA(close,2), 4), 8);
 
AlexeyFX:


1. not everything depends on the red line. The red line is one of several adders and the only one that is sort of unpredictable (not really).

The red line behaves like a close line (or nearly so). But what is 4, the averaging period?

ps the megaproject thread risks degenerating into a thread discussing Spetcraft analysis ))))