Discussion of article "Combinatorics and probability theory for trading (Part II): Universal fractal" - page 4
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Well done author. The article is excellent. Now I propose to go in reverse order - from complex to simple, because I think there is enough information at this stage. Of the three parameters, amplitude, frequency and phase, for simplicity of control, we will leave only amplitude, and frequency and phase simply fixed as const. I have a simple question - how to control the amplitude? Someone can write an advisor, or if it already exists, please give me a link, an advisor-"stabiliser": when the amplitude increases - it will decrease it, and when the amplitude decreases - it will increase it, is there such a thing? Well, or just increase or just decrease for starters.
It's the ABCs of DSP, spectrum analysis...
Decompose the price into a Fourier spectrum (for example), in the spectrum amplitudes from frequency, take the amplitudes and do what you want with them (increase, decrease, throw out, etc...).
That's it! The changed spectrum is converted back to price and you get your result.
It's the ABCs of DSP, spectrum analysis...
Decompose the price into a Fourier spectrum (for example), in the spectrum amplitudes from frequency, take the amplitudes and do what you want with them (increase, decrease, discard, etc...).
That's it! The changed spectrum is converted back to price and you get your result.
and put it in a glass.)
It's the ABCs of DSP, spectrum analysis...
Decompose the price into a Fourier spectrum (for example), in the spectrum amplitudes from frequency, take the amplitudes and do what you want with them (increase, decrease, discard, etc...).
That's it! The changed spectrum is converted back to price and you get your result.
thanks, I see, where can I get such an Expert Advisor?
and put it in a glass.)
Well done author. The article is excellent. Now I propose to go in reverse order - from complex to simple, because I think there is enough information at this stage. Of the three parameters, amplitude, frequency and phase, for simplicity of control, we will leave only amplitude, and frequency and phase simply fixed as const. I have a simple question - how to control the amplitude? Someone can write an advisor, or if it already exists, please give me a link, an advisor-"stabiliser": when the amplitude increases - it will decrease it, and when the amplitude decreases - it will increase it, is there such a thing? Well, or just increase or just decrease for starters.
Thanks for the support, but I would say that there is not enough information yet, I will send the third article for verification soon. There are still a lot of questions, and I want to make enough accurate and versatile mathematical models to be used in EAs, I think there will be a lot more in this cycle. The next article will be much more complicated.
It's the ABCs of DSP, spectrum analysis...
Decompose the price into a Fourier spectrum (for example), in the spectrum amplitudes from frequency, take the amplitudes and do what you want with them (increase, decrease, discard, etc...).
That's it! The changed spectrum is converted back to price and you get your result.
I believe that Fourier series is not a panacea, but just one of the methods of function decomposition. Rather we would like to think that the price is an interference pattern of some waves, partly it is possible and it is so, research with obligatory practice is necessary. Though of course really Fourier decomposition is more useful from the point of view of practice, for example in electrical engineering, in order to be able to apply methods of calculation of sinusoidal circuits to non-sinusoidal transients. Again, what frequencies to discard and what to leave, phases also how to cut off is not clear, any decomposition it happens on a piece of data, it is still necessary to compare then with the previous piece of the market (which spectrum will give a smooth and slower increase in error with distance from the boundary that and take).
I believe that Fourier series is not a panacea, but just one of the methods of function decomposition. Rather we would like to think that the price is an interference pattern of some waves, partly it may be so, research is necessary with obligatory practice. Though of course really Fourier decomposition is more useful from the point of view of practice, for example in electrical engineering, in order to be able to apply methods of calculation of sinusoidal circuits to non-sinusoidal transients. Again, what frequencies to discard, and what to leave, phases also how to cut off is not clear, any decomposition it happens on a piece of data, it is still necessary to compare then with the previous piece of the market (which spectrum will give a smooth and slower increase in error with distance from the boundary that and take).