From theory to practice - page 471

 
Aleksey Nikolayev:

Are these differences? If so, how are they counted at the edges?

No, cosines.

 
Maxim Dmitrievsky:

No, cosines.

Then the accumulated calculation error will kill everything. In fact, it is a pseudo-random number generator.

 
Maxim Dmitrievsky:

No, cosines.

Why cosines?

I have read a lot, and for some reason I think that harmonic signals should be identified through the exponent. The point is that the physical meaning of the exponent implies working with small increments

Of course, it is possible to pass from cosine to exponent by mathematical manipulation, but still it is interesting

 

What next to analyse?

 
Aleksey Nikolayev:

Then the accumulated calculation error will clog everything up. In fact, it's a pseudorandom number generator.

Yeah, you can't exactly convert it back.)

#include <Graphics\Graphic.mqh>
//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
  {
//-- 
   double x[], y[];
   CopyClose(_Symbol,0,0,700,x);
   
   ArrayResize(y,ArraySize(x));

   for(double k=2;k<100;k++) 
     {
      ArrayCopy(y,x,0,0);
     
      for(int i=0;i<ArraySize(y);i++)
        {
         y[i] =  cos(MathPow(y[i],k));
        }
      GraphPlot(y);
      Sleep(500);
      
      for(int i=0;i<ArraySize(y);i++)
        {
         y[i] =  MathPow(MathArccos(y[i])*180/3.1415926535897932384626433832795 ,1/k); //обратное
        }
      GraphPlot(y);
      Sleep(500);
     }
  }
 
Igor Makanu:

Why cosines?

I have read a lot, and for some reason I think that harmonic signals should be identified through the exponent, the fact is that the physical meaning of the exponent implies working with small increments

Of course, it is possible by mathematical manipulation to pass from cosine to exponent, but still it is interesting

I'm just messing around with different kernels for BP transforms, I don't really know much about it.

Interested in such a f-kernel, which transforms the graph gradually beyond recognition, first a little and then the points would generally randomly dance, and even better that would be broken up into clusters :)

 
Gentlemen market researchers, it is with excitement that I follow your thoughts, conclusions, arguments and determination to achieve your goals by brainstorming. I am sure you will achieve real results in this field. For now I won't interfere in your argument, because I have found my variant and method for fixing the market and I want you to find your version of market description, I don't want to confuse you with an alternative vision of the market, and later on we will compare both views and give the long-suffering community of traders the best solution of the problem. I am saying this so that you leave your pessimistic mood in the possibility of a correct description of the market, do not give up, do not believe those who believe that the market is impossible to describe. The market is descriptible, it has its own regularities that nobody can break and they cannot be changed. Reason around the logic of the market.
 
Yousufkhodja Sultonov:
Gentlemen market researchers, it is with excitement that I follow your thoughts, conclusions, arguments and determination to achieve your goals by brainstorming. I am sure you will achieve real results in this field. For now I won't interfere in your argument, because I have found my variant and method for fixing the market and I want you to find your version of market description, I don't want to confuse you with an alternative vision of the market, and later on, we will compare both views and give the long-suffering community of traders the best solution of the problem. I am saying this so that you leave your pessimistic mood in the possibility of a correct description of the market, do not give up, do not believe those who believe that the market is impossible to describe. The market is descriptible, it has its own regularities that nobody can break and they cannot be changed. Reason around the logic of the market.

You can research the market endlessly and find new and new patterns, but I am pleased that I once saw you as a promising researcher and as it turns out, I was not mistaken. I don't think you have the last right idea, but you are on the right track. Only your knowledge and experience.

 

Let's say you can take 2 BP components, a difference or something. And use kernels to make such a transformation of vectors, the addition of which will give a stationary BP. I don't understand how to work with this series and whether it makes sense.

 
Maxim Dmitrievsky:

I'm just messing around with different kernels for BP transformations, I don't really know much about it.

I'm interested in a function, which transforms graph gradually beyond recognition, at first a bit, and then the points generally randomly dance, and even better, that would be broken into clusters :)

I see, I want to turn a stochastic process into a stochastic one - there is a rationale here - to trade in uncertainty

i don't know, i tend to think that if i convert the price charts then there should be a lossless inverse conversion or the trading signals should be identical on the main chart as on the transformed one, i have thrown a couple of screenshots, i will not hide it is a conversion in decibels relative to the beginning of the day, it is hard to tell, but somehow price has levels relative to the day open - level repeatability is close to 100%, another issue is that levels alternate during the week

that's the thinking