Market theory - page 280
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Mikhael Isakov 2015.12.31 15:39 # RU
a good result.
Now I've had a cognac and the result and everything else seems fine! ) Everything is cool!
Happy New Year 2016! The most profitable year ever!
Now I've had a cognac and the result and everything else seems fine! ) Everything's cool!
It must have been the vodka.
I have been watching Yusuf's games for a long time, and I will say this: Yusuf feels the right way, but he cannot articulate it.
He is bogged down in (what he thinks) the "physics" of the market. All these ideas about who buys what, what profits will be made when demand changes, elasticities, and so on, are all empty.
Just like a zoo of leopards and other crocodiles.
The problem statement needs to be more general. We need new knowledge in DSP (digital signal processing), namely, synthesis ofa digital filter, with better than known characteristics. With less lag and more smoothing. Ideally (considered impossible by most people, but there is no strict evidence of impossibility for nonlinear algorithms) - non-lag filter (by a word filter I mean a reduction of the sum of first difference modules on an arbitrary time interval).
That said, it should be pure mathematics. Regardless of whether it is the market, terrain, sound, temperature fluctuations, or what. The physical nature of the signal is not important. The only thing that matters is the mathematics: smoothing out with minimal (virtually zero) lag.
Accordingly, when Yusuf starts playing games with hyperbola equations, it is already a mistake. His thoughts on the relationship between supply, demand and prices are hollow. The algorithm should "know" nothing about demand, prices, and so on, it should bluntly filter the signal - be it a coordinate of Yusuf himself (for which leopards are inapplicable).
Incorrect basis of Yusuf's ideas leads to the fact that his digital filters (probably good in general - I won't belabor the point) constantly have singularities, when values get lost in the middle of nowhere. Which makes analysis qualitatively difficult.
Yusuf - drop your zoo. Drop the wrong premise of "trade" analysis. Put the problem in general terms - implementation of signal filtering of any nature. Where there are no buyers and sellers.
Solve the problem and you will get everything.
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A lot of letters, but to summarize, -TF- is a useful thing.
What does the posted picture have to do with TF? If so, why are TF and the original chart not superimposed?
Maybe he doesn't. I'll keep silent, acknowledge your superiority and prostrate myself in front of a top-class specialist, although I myself once graduated from the UPI radio department. But it was long ago (1968) and a lot of water has passed).
I like it better in the separate window, there are overbought and oversold levels.
I find it more comfortable in the Separate window, it has overbought and oversold levels.
If you get an oscillator (output) from the original price chart (input to the DSP algorithm), and if you cannot otherwise arrange "overbought and oversold levels" as a fundamental restriction of the range of valid values of the resulting time function output, then that is not what we are talking about at all.
I detect overbought and oversold levels with another indicator hidden in this window.
Still, when talking about TF, one should have in mind the curve, which should be plotted on the same scale as the original price chart, and smooth it out.