Econometrics: one step ahead forecast - page 132
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I think that after the implementation of this tool it will be impossible to make any money on forex :)
When we are visited by Genius
Thousands of doubts swarm:
Too simple for Genius,
And the truth is explained by the pogost...
Where is Socrates' famous forehead?
And not enough aphorisms...
Where are Da Vinci's revelations?
And too familiar a train of thought...
Where: "Eureka!"
- Archimedes' epiphany?
Where is Alexander the Great's victory?
Where is Van Gogh's madness?
Where is Bach's talk and God?
Where is Mozart's lightness - supermusicality?
We take clarity for banality.
But wherever Genius is everywhere
Mysterious, heavenly light streams!
And "Napoleons" - local bottling - are huddled orphaned against the wall...
SZZY: thank you, I'd like to smile but I can't, depending on your age you're banal, or maybe ill, take your pick
to faa1947: try to use price consolidation levels instead of close. Integer has a good indicator of consolidation levels iKvantLevels on its web site
I admit my mistake. I will never give any more hints.
Maybe Vadim Junko is right... to tell everyone to go fuck themselves with this attitude...?!
Frequency
Back to the verbal market model:
kotir = trend + noise + periodicity + seasonality
I wrote earlier that I don't have approaches to periodicity, by which I mean a deterministic process (a process that has an analytical form) with variable amplitude and variable period.
Periodicity is an overloaded word, but I have no other.
I have some ideas how to approach this problem and take it into account in the model. As an analysis tool I'll take Ilyuhin's program, which gives a spectrogram, calculated by the maximum entropy method (it seems by Burg). So the first figure for H1 is 78000 bars.
We can safely say that there is no periodicity, because there are no distinct peaks. These peaks correspond to the period (period on abscissa is usual for us, not frequency) of MA, some analogue of carrier frequency.
Frequency
Back to the verbal market model:
kotir = trend + noise + periodicity + seasonality
I wrote earlier that I don't have approaches to periodicity, by which I mean a deterministic process (a process that has an analytical form) with variable amplitude and variable period.
Periodicity is an overloaded word, but I have no other.
I have some ideas how to approach this problem and take it into account in the model. As an analysis tool I'll take Ilyuhin's program, which gives a spectrogram, calculated by the maximum entropy method (it seems by Burg). So the first picture for H1 is 78000 bars.
Oh, there you are! So, I guess, you found an old, and new for you program. :о)
We can safely say that there is no periodicity, because there are no explicit peaks. These peaks correspond to the period (abscissa is the usual period, not the frequency) of MA, a kind of analog of the carrier frequency.
Genius, damn it!!!! Listen, you are not communicating with your colleagues enough. If you had asked, you would have been told. I would add that this one:
Quote = trend + noise + periodicity + seasonality
isn't in the quotes. Not at all. That's the noise. When you're trading - you're willing to make deals in any 'noise place'. But no one will trade with you on your MA and any other bullshit you come up with like "trend". Of course, there are failures, like studs, etc., but it's still rare.
Farnsworth: нет на котирвках. Вообще нет. Шум, это когда Вы звоните своей даме сердца, и вместо "привет дорогая", в телефонной трубке раздается "пшшшууушшлааааннааафиииг". Это шум. Когда Вы торгуете - с вами готовы заключать сделки в любом "месте шума". Но с вами никто не будет заключать сделки по вашему МА и любой другой фигне, которую придумаете типа "тренд". Конечно, бывают сбои, типа шпилек и т.д. но это все же редкость.
You are driving in general traffic and suddenly some idiot hits your car from oncoming traffic - in your understanding, of course, this is neither randomness nor noise, because you confuse a random value with its concrete manifestation, after which it becomes non-random and a fact measured with a value in space and time.
On your thread I gave my explanations of where the trend comes from and where the noise comes from. No response on your part.
Periodicity. Occurs because of fluctuations around the equilibrium supply-demand price: seller more expensive, buyer less expensive. Over long periods and ultimately it is fluctuations in production and demand for goods-services.
Above chart shows that fluctuations that have a regular character in the interval of 80000 thousand hours on the forex market do not exist. Maybe there are smaller fluctuations - we will see later.
You are driving in general traffic and suddenly some idiot hits your car from oncoming traffic - in your understanding, of course, this is neither randomness nor noise, because you confuse a random value with its concrete manifestation, after which it becomes non-random and a fact measured with a value in space and time.
On your thread I gave my explanations of where the trend comes from and where the noise comes from. No response on your part.
Periodicity. Occurs because of fluctuations around the equilibrium supply-demand price: seller more expensive, buyer less expensive. Over long periods and ultimately it is fluctuations in production and demand for goods-services.
Above chart shows that fluctuations that have a regular character in the interval of 80000 thousand hours on the forex market do not exist. Maybe there are smaller fluctuations - we will see later.
Periodicity. Occurs because of fluctuations around the equilibrium supply-demand price: seller more expensive, buyer less expensive. Over long periods and eventually it is fluctuations in production and demand for goods-services.
I admit my mistake. I will never give any more hints.
Maybe Vadim Junko is right... to tell everyone to go fuck themselves with this attitude...?!
Well, not everyone has that attitude, and maybe for the sake of those few it makes sense to stay? There has never been honey without tar.
You have a rather simplistic understanding of the law of supply - demand and in particular the equilibrium price. This law does not establish or require any periodicity.
Well, maybe not a good example. Nevertheless, the notion of an equilibrium price is one of the basics in microeconomics. That's not the point. It's about me. Only 5 days ago I didn't know how to approach the notion of "periodicity", now I seem to know and I will try to show my understanding of it. I take H1 to 80000 bars on large periods relative to timeframe, no periodicity. Here's half of that sample:
Something on the left has appeared, but the amplitude is too small. Conclusion: There is no periodicity in the sample from 23.02.05 9:00 to 16.01.12 18:00
your students are another matter