Cyclical patterns in the market - page 8

 
Joperniiteatr:



And no one is looking into it and analysing how they are leaking, what the nature, speed, and what it was dependent on.

That's right.

Those are the right words.

 
and alexandra then does tricks on discarded owls, screwing on lots, even though he made his own a long time ago.
 
prikolnyjkent:

I have nothing to do with the statement"if the price passed 20...25 pips, it will pass the same or more".


I know, but I won't tell. The ratio of the number of bounce-free price moves is related, it's already clear. For example number of two-step backfree moves in such a grid is related by a root and the formula (I gave a link to it here) with the number of one-step moves. And so on. And these values may vary, e.g. there are many one-step failsafe moves, but the probability of two-step failsafe moves increases, and these ratios change with depth.
 
Telo:



Here are the charts starting at M16, then M8, then M4, and M2, For M1 it takes too long for the comp to calculate the indicator, so I have not attached it.

In total M16 forecast=11, real value 11 (after 45 bars) total number of pips: Forecast 495, real value 495

M8 forecast=8, real value 7 (after 90 bars) total: Forecast 720, real value 630

M4 Forecast=6, actual 5 (after 180 bars) total: Forecast 1080, real 900

M2 Forecast=4, real 3 (after 360 bars) total pips: Forecast 1440, real 1080.


see how the total area changes between e.g. (x1+x2)/2 and ((x1+x2)/2)/2, shifted back by half a period and extended by the ends of the waveforms, the waveform ((x1+x2)/2+x2)/2 is useful. The essence will be an oscillating line near zero, how will the area of this line change, if without changing the sign of the line itself, stretch it relative to the axis, a positive coefficient that can compress/stretch it relative to the axis, changing of course the total area under this line.
 

For example, imagine a system of nested perfectly coinciding with the price digital filters with amplitude-frequency response of a damped oscillatory link. For example, the first thing that catches your eye is coefficients that can be also compressed and stretched vertically without changing their shape, filters can be moved forward to certain moments, and by predicting volatility we can predict this compression/stretching coefficient, which will give us the boundaries of re-draw when shifting the filters.

I will find a couple of threads that I think will be useful for you in this regard.

https://forum.mql4.com/ru/45108/page41

https://forum.mql4.com/ru/45108/page44

AlexeyFX, most of his posts found in this forum can be read with interest but it seems to me that he lied about multicurrency.

 

In the case of the SMA both ends will have an equal effect on the overshoot, in the case of the DF the ends are unequal in weight.

Non-linear phase alignment is achieved by achieving linearity.

 
Joperniiteatr:


Stop messing with a person's mind, I know my own but I won't tell you, it is clear that the ratio of the number of no-backstroke prices is related. For example the number of two-step failsafe moves in such a grid is related by a root and the formula (link to which was given here) with the number of one-step moves. And so on. And these values can vary, for example the number of one-step bezotkat has already grown, but the probability of two-step bezotkat is growing, and these ratios change with the value of depth.

It's all Moore's - and the root of yours... and the formula...
 
prikolnyjkent:

It's all a load of crap - and your root... and the formula...


yours is not mura.... but it's secret...so what's the point of rubbing and flubbing. and repainted gates are often not recognised by intellectuals
 
Joperniiteatr:


yours is not mura.... but it's secret...so the point is to rub and flub. and repainted gates are often not recognised by intellectuals

I didn't put forward any theories. I gave the man a hint: "Look over there. If you see it, good. If you don't, it's no good." That's all...
 
Joperniiteatr:

see how the total area changes between e.g. (x1+x2)/2 and ((x1+x2)/2)/2, shifted back by half a period and extended by the ends of the arrays, the arrays ((x1+x2)/2+x2)/2 are useful. The essence will be an oscillating line near zero, how will the area of this line change, if without changing the sign of the line itself, stretch it relative to the axis, a positive coefficient that can compress/stretch it relative to the axis, changing of course the total area under this line.
This is the one I don't quite understand, what to take for x1, and for x2? Two wizards with different periods? And what are they? If I understood correctly, there will indeed be an oscillating line near 0, and you suggest normalizing this oscillating line according to the forecast of volatility? Probably, if we do it right, we will get a prediction of the distance between these mashups, which we will use to determine when the trend is over. After all the fluctuations forecast is given for a long period, for example for 12 hours, that is, we know how much the price will pass in 12 hours (with a small error), if all these fluctuations are divided by each bar, we get a huge error. Or is it not necessary to divide by each bar, but only a general picture is enough?