Fourier connoisseurs... - page 5

 
sab1uk писал(а) >>

Why are you talking about it in the past tense?

The inevitable FZ reduced everything to reality.

The narrower the bandwidth of the rectifier, the more the phase of the sine wave lags from reality. Moreover, it lags exactly by as much as it is impossible to take a profit on the system. I had the impression that the Devil exists and he is the price of the tool!

In fact, there should not be anything else because it is impossible to profit from a random process and the model does not contain any additional information about prices, the result is natural and emphasizes the non-stationarity of harmonics in the price series.

 
Neutron писал(а) >>

The inevitable FZ reduced everything to reality.

Tell me. is there an FZ in this indicator ?

 
Neutron писал(а) >>

The inevitable FZ reduced everything to reality.

The narrower the bandwidth of the rectifier, the more the phase of the sine wave lags from the real situation. Moreover, it lags exactly by as much as it is impossible to take a profit on the system. I had the impression that the Devil exists and he is the price of the tool!

In fact, it shouldn't be different because it is impossible to profit from a random process and there is no additional information about price formation included into the model, the result is natural and emphasizes the non-stationarity of harmonics in the price series.

If you take a window of a certain size and transform it into a spectrum, and then shift the windows by 1, the spectrum will show completely different frequencies - this will be quite true for price...because the function has already become different...

 
Prival писал(а) >>

Tell me, does this indicator have an FZ?

To the eye there seems to be a delay of a couple of bars...

 
Prival писал(а) >>

But tell me, does this indicator have FZ?

If it doesn't perirate on history, it inevitably does.

And if it doesn't, you're golden! But miracles don't happen.

 
gpwr

Vladimir - then how does your Extrapolatore shape the continuation process of a transformed function...?

 
Prival >> :

>> but tell me. does this indicator have an FZ in it ?

and how many octaves of the spectrum does this filter cover and how are its readings interpreted into trading signals?

 
ePrival писал(а) >>

It is the response of an oscillating circuit to random influences that does not change what is drawn here. We do lab work with the cadets on it.

That's right. I learned that about 25 years ago in my second year of electrical engineering. The impact is random. Reaction isn't. Notice though, the response wave in an oscillating circuit attenuates with the frequency of resonance of that circuit. In the market, not only the amplitude of the wave, but also its period compresses with time, i.e. the frequency of the wave increases. One can speculate that traders become more intolerant over time in anticipation of a certain spike in the wave.

 
Neutron писал(а) >>

If it doesn't peripatetic on stories, it inevitably does.

And, if it doesn't, you're in for a treat! But miracles don't happen.

It doesn't redraw. But it is not in the sweet, although I have not seriously tested it. Although I understand that for those who work with neural networks this indicator will be very valuable.

I wish I had a good partner to test it with.

 
sab1uk писал(а) >>

How many octaves of the spectrum does this filter cover and how are its readings interpreted in the trading signals?

The only input parameter is the depth of history. 60 minutes is selected in the figure, i.e. 60 last minutes are analyzed. The interpretation of more than 0.5 + indicator goes up is a buy, less than -0.5 and falls is a sell, this is from the theory (logic of its construction). But I haven't run it in the tester as I see its further improvement and am working on it.

I was just interested in visual estimation of this indicator by experienced traders.

I think it may be so. Thank you for the good feedback.)

Reason: