FOREX and ECONOMETRY. Theory, practice, forecasts and implications - page 19

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Renat Akhtyamov:

uh-huh

https://www.mql5.com/ru/blogs/post/682074

Yeah, I quit Forex, but I still have the account, I haven't closed it yet. I have not closed my account yet.)
 
Renat Akhtyamov:

So, back to the topic at hand.

So it turns out that MA is still MA?

Let's keep reading:


Okay. We've reached dispersion and standard deviations. Progress, though.) It's getting more specific. You'll definitely beat the market with that.)
 
Renat Akhtyamov:

If forex didn't work out in 8 years, do you think the fund will warm you up in the last ...tens?

I have a friend in funds since 2010, so I know what and how.

You can make money on forex too, especially if you are a radio engineer, i.e. as a rule you have brains.

I have a good job on the fund. There are different markets. Methods of working on FORTS do not work on Forex. I do not know the reasons. Although currency pair quotations on Forts and Forex are almost the same, but something, apparently, is different.
 
Renat Akhtyamov:
You are so annoying with your flooding, honestly.
And you shouldn't spew pages from elementary mathematics textbooks)), passing it off as a revelation.
 
Renat Akhtyamov:
And you said you had something. I see you didn't.

I didn't say anything about Forex, because I don't work. As for currency pairs, they are identical on FORTS.

That's it. Quit the topic for sure. This is all empty.

 
Renat Akhtyamov:
I personally do. But since I write programs very quickly, so I'm waiting for you to catch up.
Okay, what do you have in mind right now?
 
Renat Akhtyamov:

So, back to the topic at hand.

So it turns out that MA is still MA?

Keep reading:


Here's what you get:

 
Renat Akhtyamov:

Perfect !!!!!

Yusufkhoja, could you please give me some descriptive details about the result - what did you get?

I will first show a larger chart to get a better look at the results:

Initially we decided to describe the MA in the form:

MA =a0 + oO + hH + lL + cC

We wanted to see:

1. How this equation describes the MA.

Conclusion: It describes quite well, as we can see from the graph.

2. How the coefficients change.

Conclusion: they change within a wide range. Now we need to find an explanation for this fact.

3. an unexpected fact: the sum of coefficients points to some levels, despite the scatter of the coefficients themselves.

It is necessary to comprehend the obtained results and program the indicator to be able to consider it at any TF and period. Now it was accepted: TF H1, period 24. The data is from the beginning of 20017 to the present time.

 
Renat Akhtyamov:

Beautiful !!!!!

Yusufkhoja, can you please give us some descriptive details about the result - what did it turn out to be?

//about my own, I'm a bit stumped:

You remember that you made a series in which the sum of all its terms is zero.

Accordingly, these formulas yield zeros.

I've been laughing about it all morning - kind of bad and good at the same time.

You have MA and variance formulas, why are you surprised?
 
Renat Akhtyamov:

Nothing. What you call the MA in the book is called the mathematical expectation. But the formula is exactly the same as for an estimated value at one point of the MA with a period equal to the time sampling depth, I agree.

I'm just rejoicing as further down the line:

We are dealing with normal white noise. This is exactly the kind of model I wanted to get for torture (the noise is annoying). The conclusion is obvious - this is the one.

Reading on....

You are on the wrong track. Only that a random series has MO=0. A price series does not. You must first find the pattern of change in the main component of the price, only then estimate the white noise around it.
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