Econometrics: one step ahead forecast - page 135

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Farnsworth:
faa, I've done a lot of work with MESA, first with this really great program (a few years ago), then I implemented it in Matkadel (one version of the calculation). In many ways I can guess what you still have to see. Does it make more sense?
I don't understand, what are we discussing? The periodicity or my bright future in Matlab?
 
faa1947:
I don't understand, what are we discussing? Frequency or my bright future in Matlab?
What's there to discuss about periodicity? You "proved" it's there, it can't help but be there. To have a periodicity in forex, it is cool, you are a very rich man, i.e. the money of all periods - is now yours. Congratulations.
 
faa1947:
Once again a clever man from a neighbouring power has appeared. You can't say anything of substance without saying something of substance.
You're so unreasonable....
 
Farnsworth:
And what is there to discuss about periodicity. You have "proved" - it's there, it can't not be there. To have periodicity in forex is cool, you are a very rich man, i.e. the money of all periods - - is now yours. Congratulations.
Thank you, what amounts can I count on?
 
faa1947:
Thank you, how much can I expect to pay?

On the hourlies, given the fact that you are unlikely to sit at the beginning of a trend and get out of it in time... but still, I think, 200-500 old pts a week. And the money, well, that's your own pp multiplied by the numbers.

PS: But my advice to you - take your time, think about where the dog is buried and why it does not work.

 
Farnsworth:

On the hourlies, given the fact that you are unlikely to sit at the beginning of a trend and get out of it in time... but still, I think, 200-500 old pts a week. As for the money, well, multiply the pp by the numbers yourself.

You are so kind!
 
faa1947:
I don't know how to take SB, Then what SB? I see where you are going with this. At 80000 bars it's SB, there is no trend, it's all sideways.


OK. "Generate" a random walk (any random walk, e.g. a standard Wiener process) and apply the same methods to it. Judging by the conclusions you draw from one picture - great discoveries await you.

p.s. The results do not depend on the number of bars.

 
anonymous:


Ok. "Generate" a random walk (any one, e.g. a standard Wiener process) and apply the same methods to it. Judging by the conclusions you draw from one picture - great discoveries await you.

p.s. The results are independent of the number of bars.

I have difficulties with SB generation. I am not interested in it, nor am I interested in anything that has to do with the SB and the efficient market.
 
faa1947:
I am having difficulties with the generation of SB.


http://zalil.ru/32519149

 
anonymous:


http://zalil.ru/32519149

What am I supposed to see?
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