FIR filter with minimum phase - page 12

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avtomat:


input - output - os - ...

why? --- first to comprehend, then to describe.


depends on the detail and the market. Here's an example:

 
avtomat:

in - out - os - ...

why? --- first for comprehension, then for description.
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alsu:

Here the traditional scheme, as they do for devices in cybernetics, is unlikely to fit, as there are too many blocks representing agents. I think the approach from statistical physics is more constructive - first we average a crowd, then we build a structural scheme. But this work is very theoretical and for me personally some things are still unclear. For example, what is the mathematical mechanism of energy stratification by scale. The idea is that the spectra of financial opportunities, the infromotion, the investment horizons of the participants are more or less continuous, but the result is a structure with rather clearly delineated nested levels-waves.

But in any case, a correctly guessed structured scheme is actually a guarantee of profit for many years, so you have to work at it.
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tol64:
Yes. A mega-project would turn out with real-time visualisation. ))
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The first thing to do is to get out of the box set by the "FIR filter with minimum phase" corridor.
 
Avals:


It depends on the detail and the market. For example:


Too much detail, contrary to popular belief, is detrimental.

Let's try to make this diagram digestible for analysis.

 

As a first step, do the following transformation :

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Note that this first step already allows us to identify the PFs parametrically.

 

the scheme is strange and does not make sense to me - it is about forex. Forex is an interbank market. All participants are banks and central banks of countries. The central bank can act as both a liquidity provider and a liquidity consumer.

This scheme has a place if we are talking about a kitchen. There is a liquidity supplier and there are liquidity consumers

And the feedback I wrote about has a place at the interbank. It simply does not exist in the kitchen and it does not make sense to draw different variants of price "management" for the "kitchen" trade.

 
Demi:

the scheme is strange and does not make sense to me - it is about forex. Forex is an interbank market. All participants are banks and central banks of countries. The central bank can act as both a liquidity provider and a liquidity consumer.

This scheme has a place if we are talking about a kitchen. There is a liquidity supplier and there are liquidity consumers

And the feedback I wrote about has a place at the interbank. It simply does not exist in the kitchen, so there is no point in drawing different variants of price "management" for the "kitchen" trade



What has kitchen/non-kitchen got to do with it...

Think abstractly.

However, I have no task to change anyone's mind...

 
avtomat:


What has the kitchen/non-kitchen got to do with it...

Use your abstract thinking.

However, I am not trying to change anyone's mind...

You are trying to "fit" the market scheme to the right in order to prove the applicability of the mathematical apparatus, but they are fundamentally different processes.

If you were a "forex director" with unlimited liquidity (what reshetov wrote to you on the first page of your thread) or at least one of the world's largest banks or hedge funds, then there you could talk about some sort of "managing" influence on the quotes as an incoming signal and their transformation. But in reality you just monitor the incoming signal and try to find patterns there

 
Demi:

You are trying to "fit" the market scheme to the right in order to prove the applicability of the mathematical apparatus, but these are fundamentally different processes.

If you were a "forex director" with unlimited liquidity (what reshetov wrote to you on the first page of your thread) or at least one of the world's largest banks or hedge funds, then there you could talk about some kind of "controlling" influence on the quotes as an incoming signal and their transformation. But in reality you just monitor the incoming signal and try to find patterns there


you've got it all in one pile....

Why is the nonsense called "forex director" being drawn in your mind ???

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The challenge is to build an adequate model of the observed process based on the real data available.

 
avtomat:


you have it all lumped together....

Why is the nonsense called "director of forex" being drawn in your mind ???

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The challenge is to build an adequate model of the observed process based on the available real data.

)))) I included abstract thinking. Well replace "director" with a market participant with relatively large liquidity.

You can build a model of this process if you know at least one of two factors:

1. you know all or all of the major market participants - you don't know them.

2. you know all or all of the major factors shaping the price of financial assets - you do not know them.

 
Demi:

)))) this is me turning on my abstract thinking. Well, replace "director" with a market participant with relatively large liquidity.

You can build a model of this process if you know at least one of two factors:

1. you know all or all of the major market participants - you don't know them.

2. you know all or all of the major factors shaping the price of financial assets - you do not know them.

Do you know the methods of identification? -- I see that you do not know them.

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