Do the laws of physics work in forex? - page 18

 

As you can see, we are dealing with a car whose mass changes on the fly.

All the more interesting to predict the trajectory.

 
Александр:

As you can see, we are dealing with a car whose mass changes on the fly.

All the more interesting to predict the trajectory.

The interesting thing is that the mass changes chaotically. And if you factor it into the formulas, all the results will be just as chaotic.
 
Макс:
The most interesting thing is that the mass changes chaotically. And if you factor it into the formulas, all the results will be just as chaotic.

You can see on the indicator how it changes. It is not chaotic, but quite consistent.

Points of intersection of MA masses of different periods indicate the borders of pullbacks. Points of intersection 0 indicate a trend reversal.

Apparently, we deal with a bus driver that decides on the direction of further movement based on the ratio of passengers who bought tickets to the right and to the left.

The more passengers go there.

 
Александр:

You can see on the indicator how it changes. It is not chaotic, but quite consistent.

Points of intersection of MA masses of different periods indicate the borders of pullbacks. Points of intersection 0 indicate a trend reversal.

Apparently, we deal with a bus whose driver decides on the direction of further movement based on the ratio of passengers who bought tickets to the right and to the left.

Whoever has more tickets goes there.

Just the bus driver doesn't care who bought the tickets and where, he is interested in making money. If he has to go right, he will do it. And it doesn't matter how many passengers bought tickets to the left. By the way, in trade it happens most often )) But somehow the role of transport company's director is missed... ))

 
Александр:

Judging by the comments, the topic is widening its scope. And in order to fully cover all the issues raised, I suggest that the model under discussion should be changed.

The example of a car seems to me quite illustrative.

So, a car approaches an intersection and we need to predict the direction of its turn and determine the trajectory as accurately as possible.

Statistics offers us to analyze the movement of this car for previous periods in similar situations. But the thing is that no situation in the market is exactly the same. The crossroads are different every time, although it is similar to the previous one, just as one trading day is similar to another. We can only speculate about the final destination (whether the driver is going home or to work or somewhere else).

Therefore I suggest to use both statistics and physics.

What analogies beg to be drawn?

The speed is the MA slope angle (or difference of MA values on the adjacent bars). We obtain both the modulus and the direction.

The momentum is the period of MA. In its direction it coincides with the speed.

Knowing speed and momentum we can find the mass.

The angle of the wheels is the standard deviation.

Any other thoughts?

is room 6 free? already...

 
Александр:

acceleration is a derivative of speed.

grip coefficient - we need it. And it can be calculated by relating the speed to the angle of the wheels. That's where you need the help of statistics.

Gentlemen of statistics, help me calculate the grip coefficient.

These gentlemen won't help you. But more importantly, you do NOT need their help.

Use filters to calculate this coefficient.

 
Александр:

Whoever's bigger goes there.

That's right! Only in reverse.

 

The thread has gone quiet. I would like some clarity. There is a lot of discussion, there are a lot of analogies, that's good. But in my opinion everything is being discussed all at once. I suggest systematizing the discussion. Why don't we divide the general one into separate elements a bit? For example. Discuss types of signals.

Signals.

1. DETERMINISTIC.

1.1. Periodic.

1.1.1. Harmonic.

1.1.2. polyharmonic.

1.2. Non-periodic.

1.2.1 Almost periodic.

1.2.2. Aperiodic. 2.

2. REMOTE.

2.1. Random disturbances.

2.2. Useful signals.

2.2.1 Stationary.

2.2.2 Non-stationary.

And if someone were to add a picture of each type of signal, it would be easy to understand what we are talking about. I'm too lazy to do that.

 
Vasily Belozerov:

The thread has gone quiet. I would like some clarity. There is a lot of discussion, there are a lot of analogies, that's good. But in my opinion everything is being discussed all at once. I suggest systematizing the discussion. Why don't we divide the general one into separate elements a bit? For example. Discuss types of signals.

Signals.

1. DETERMINISTIC.

1.1. Periodic.

1.1.1. Harmonic.

1.1.2. polyharmonic.

1.2. Non-periodic.

1.2.1 Almost periodic.

1.2.2. Aperiodic. 2.

2. REMOTE.

2.1. Random disturbances.

2.2. Useful signals.

2.2.1 Stationary.

2.2.2 Unsteady.

And if someone adds pictures to each type of signal, it will immediately become clear to everyone what we are talking about. I am too lazy to add.

I can add a current picture.

What class can the signals be assigned to? If they fit into different ones. Especially useful))

EURUSDH1_3

 
Александр:

I suggest we discuss how to calculate significance ratios for averages with different periods...

Significance for what?

Let me explain: you want to estimate the impact of different period averages on the outcome. My question is: on which result?