Spectrum derivative (or spectrum acceleration) - page 27

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Trololo:

By the way, Alexei, here's a thread about which they also said it was bullshit, but after the middle part of the discussion changed their minds, if no one sees the point (and it is not so obvious at first glance, and understandably so), it's not my fault, maybe later, say on page 101 (as is customary here) people will change their minds.

https://forum.mql4.com/ru/28524/page43

This thread already had a point from the beginning. It's just that towards the end they went into a bit of a rut, introducing clustering... tester... to extract the context... There are more direct ways to formalise it.... It's up to anyone, though...

 
Trololo: By the way, Alexei, here's a thread about which they also said that the bullshit, but after the middle of the debate have changed some minds, if no one sees the point (and it's not so obvious at first glance, it is understandable), it's not my fault, maybe later, say, on page 101 (as it is here) and comprehension will change people.

https://www.mql5.com/ru/forum/122782/page43

Any large and interesting thread often steeply changing the subject several times. And who said it was a safe cable? Anyway, it's where the discussion about "context" (c) Svinozavr turned into a very constructive one.

ps - I forgot to add, a branch is still needed, I still refer to it in other resources, and here I have not finished, so do not tear down, I'm against it, unless you really want my opinion.Generally, all my branches, do not need to tear down, I do not start them from nothing, they are important to me.

OK, not touching it.

 

sorry, thought about predicting or analysing macdi parameters for the cluster (see file on page 1), so thoughts dry up.

all gone for 2 days.

 

I still haven't heard an answer to my question, maybe I asked it in the wrong forum, but it's probably more relevant to this topic

( question https://www.mql5.com/ru/forum/108103/page39)

All right, it's time for fun, but we need to spend an hour on the job.

Here's the picture, and thanks to the strobe effect, we can determine the acceleration of the process by taking snapshots of it at equal
intervals and by analysing the difference between these process positions, I can see that the distances
between the points varies in a pattern and can easily be calculated using a progression, which allows us to calculate
acceleration.

Next, I propose to consider this one,

Electron-optical camera (also calcs slit camera and streak camera ) - synchronous streak camera, a high-speed photo-recording device for recording changes in the intensity of a light pulse with time. It is used to measure the duration of ultra-short pulses and in time-resolved spectroscopy.

The effect is similar to that of a stroboscope, except that you can use a stroboscope to determine the acceleration of an object,
but here it's the time dependence of the signal intensity and therefore you can find the pulse duration.

imagine now that the data sometimes gets lost in the picture, how then (as in the figure below)
to determine the acceleration if the data is torn out (conventionally ) and already looks like this.

so then how to detect the dependence of signal intensity on time and hence find the pulse duration if there are omissions.

averaging obviously doesn't work here.

 

Interesting topic. Pity it's drowning in flub.

I did research in my youth on spectral analysis and detection of broadband noise-like radio signals of a suitor in a highly noisy and noisy environment.

I am now in the midst of thinking about the extraction of trading signals in forex noise. I considered using Fourier transforms. I came to the following conclusions.

Fourier transform (forward and reverse) is an excellent method of interpolation of electromagnetic processes. And only. Acoustic (mechanical) - with a stretch. The rest is questionable.

The fact is that in electromagnetic signal electric and magnetic energies are converted into each other, let's say, equally, symmetrically. So it became possible to use complex variable models, in which the real and imaginary components are defined in orthogonal coordinates. Hence the appearance of the sinusoid as a projection of motion of a vector of constant length along the time axis inside a "complex cylinder". And the Fourier transform operates with a set of such harmonic components. That is, the Fourier transform has a practical value - it models one of the phenomena of nature: mutual transformation of electric and magnetic energies. This is confirmed, for example, in the fact that based on the results of calculation of the power spectral density, physical filters can be made, which will confirm the results of calculations with great accuracy.

However, it does not make sense in financial quotations to talk about any energies, much less two orthogonal, inter-transformed ones, so that complex variable functions can be applied to them. Therefore the value of the Fourier transform for the analysis of such quotes is neither worse nor better than other interpolation methods. Alas, the "physical meaning" of financial quotes is unclear. Even visually, they cannot be attributed to harmonic signals.

As for extrapolating quotes using forward and reverse Fourier transforms, with intermediate filtering. The Fourier transform is a method of interpolating a signal with a set of harmonic components. And only in its nodes (samples). The interpolation accuracy between samples is not guaranteed. The desire to extrapolate a signal by this method, even for a few readings ahead, does not make physical sense, as spectral coefficients are calculated for given time readings. This is one reason. And the second reason has to do with the unclear physical meaning of quotes. If for extrapolation of electromagnetic signal we can count on its inertia (energy conversion) and apply low-frequency decomposition coefficients, then for quotes such "low-frequency" possibility is not obvious.

I am now considering calculating the current (instantaneous) spectrum for each minute (by tick) and displaying it on the quote chart in relief. The hope remains on the brain's ability to see any patterns in these pictures...

 
ssn1:

I am now considering calculating the current (instantaneous) spectrum for each minute (by tick) and displaying it on the quote chart in relief. The hope remains on the brain's ability to see any patterns in these pictures...

To "calculate" is the deal. And "to put it on a chart in relief" is a waste of effort and time (especially, if your youth, as you say, is already gone;), it is of no use except to put it out for public display later
 
Gentlemen who are all in Paris, tell me what's going on, why the fuss?
 

You tell me what you want. We already read about your strobe light.

Where's the task?

 
Mathemat:

Just tell me what you need. We've already read about your stroboscope.

Where's the problem?


Lyosha, I tried my best to show you the pictures, but I'm sorry that it was not clear.

Well here's how to say otherwise, who understands, help me speak in words..... well if stroboscopic calculation of acceleration is done understandable how, then how to make it if the gaps between the shots are uneven?

 
alsu:
It's "calculating" that's the point. And "graphing it in relief" is a waste of effort and time (especially if your youth, as you say, is already gone;), it is of no use, except for putting it out there for the public to see


And I'd watch it, with or without the author's comments. And I'd take part in the discussion.

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