How can I tell the difference between a FOREX chart and a PRNG? - page 29
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I got it. There you go, you promised!
P.S. Why don't you go to the "What's an INDICATOR" thread? Maybe in a year you'll write something sensible...
Why don't you go fuck yourself?
They ask me questions, I answer them. They twist my words, I correct them. That's what all well-mannered people do. The ones who were raised properly by their mother or grandmother or whatever.
What don't you like about it?
And the fact that you started a thread, and that even after 28 pages you have not yet understood the meaning of the key concept of autocorrelation, in the existence of differences between Forex and PRNG, that's your problem. If you do not understand it until about 10 years from now, it does not mean that others cannot discuss it. And I will do it when and where I see fit. Is that clear?
Is that clear?
No.
What does autocorrelation have to do with it? I will get gpsc series which will have autocorrelation above and below that of the price series, so what?
I ask a question that has already been asked - do you have another way of calculating autocorrelation? A more "correct" one?
Is there a calculation? An example? Or is it all in "figurative terms" again?
P.S. Please don't touch Preobrazhensky Ave. Preobrazhensky....
No.
What does autocorrelation have to do with it? I will get gpsc series which will have autocorrelation above and below that of the price series, so what?
I ask a question that has already been asked - do you have another way of calculating autocorrelation? A more "correct" one?
Is there a calculation? An example? Or is it all in "figurative terms" again?
P.S. Please don't touch Preobrazhensky Ave. Preobrazhensky ....
First learn to speak politely. Also learn to listen. Listen carefully. It's a prerequisite for trading in every sense of the word. That's when we'll talk.
The trading system calculates the moments when there is a trend (positive AK) or a flat (negative AK) and uses them. Why any mathematical methods that do not take into account the specificity of the series, when the essence of effectively finding these moments is in the specificity of the series?
First learn how to talk politely. Also learn to listen. Listen carefully. It's a prerequisite for trading in every sense of the word. That's when we'll talk.
Why would there be any mathematical methods that do not take into account the specificity of the series, when the essence of effectively finding these moments is the specificity of the series?
one more time.
There is only one way to calculate autocorrelation.
again.
There is only one way of calculating autocorrelation.
Let them call it "non-parametric AC" or something else. whatever))
again.
There is only one way to calculate autocorrelation.
This is exactly wrong. The definition of the autocorrelation function is indeed one:
But there are forty-two ways to estimate it (not to calculate it), i.e. to calculate the sample ACF.
The definition of the autocorrelation function is really one