From theory to practice - page 886
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Yuri, there's a python program in the wiki on how it would look.
You, as an expert in python, won't it be difficult for all of us here to show the result of this program?
I use it, but I'm not an expert. I only know exactly what I need.
Nah, it's up to you somehow. I'm not familiar with entropies.)
I use it, but I'm not an expert. I only know exactly what I need.
Nah, that's up to you. I don't know about entropies.)
By the way, about the Gibbs effect.
there was a post
the effect is eliminated completely.
However, in this picture the effect is present and introduced on purpose, so that the principle of calculation is not clear
and there is also a conclusion of what will happen with the wrong approaches to technical analysis
By the way, about the Gibbs effects.
there was a post.
The effect is completely eradicated.
No one can, but you did. You should get a Nobel Prize.) What are they looking at?
No one can, and you have. You should get a Nobel)). What are they looking at?
I don't want anything.
I'm not done yet.
However, in this picture the effect is present and is introduced on purpose so that the principle of calculation is not clear
I can't see anything!(
What is present in the picture?
I cannot get out of my head Asaulenko's hypothesis that the truest moving average is the one whose linear price deviations form a normal distribution.
I set the sufferers a task:
1. to collect data on CLOSE M1 of any currency pair for a year.
2. to choose a sliding time window = 24 hours (1440 values).
3. Calculate linear deviations of price from moving averages:
a) median
b) arithmetic mean
c) a weighted average with different weights (time, absolute value of increment, probability of increment, etc.)
d) any other average of your choice
4. draw histograms
5. Calculate the central moments of obtained distributions
6. Demonstrate the results
Thank you.
I cannot get out of my head Asaulenko's hypothesis that the truest moving average is the one whose linear price deviations form a normal distribution.
Pardon, Sir. But I never said or implied anything about normality. Only that when the regression line is normally plotted, no tails are observed. And that the tails are no more than a result of the processing technique, but not a property of the signal.
Pardon, monsieur. But I didn't say anything about normality, nor did I imply anything. Only that when the regression line is normally plotted, no tails are observed. And about the fact that tails are no more than a result of the processing technique, but not a property of the signal.
Said and showed the histogram. This is a very, very good hypothesis, don't deny it.
I'll tell you even more - I've already done some research and it turns out, oddly enough, that a simple MA is not the best measure of central tendency. One of the best, but not in the first place.
I'm interested in comparing my research with others. Still, the sufferers have nothing better to do than to empty their pockets - let them do a little work.
I'll tell you even more - I've already done some research and it turns out, oddly enough, that a simple MA is not the best measure of central tendency. One of the best, but not in the first place.
This is clear without any research whatsoever. And for a long time.)