Impulse - page 8

[Renat Akhtyamov]

Олег avtomat:
Real motion will never be a pure parabola, even assuming no superimposed oscillations, because there is always noise present that chatter not only the third derivative (i.e. jerk != 0 ), but also derivatives of higher orders.

this noise is already...

[[Deleted]]

new-rena:
that noise is already...

Noise separation is a technical challenge, but you can't get rid of it - it's everywhere ;) But you can and should fight it.

[[Deleted]]

new-rena:

well, for example, here's what I've sketched:

you can see the jerk (in red) up and down... at each tick - noise

It is necessary to introduce filters. And not only on the jerk, but also on all previous calculated values. After all, in our discrete case we get discrete differences of different order, not derivatives.

[Renat Akhtyamov]

Олег avtomat:
It is necessary to introduce filters. And not only on jerk, but also on all previous calculated values. In our discrete case we obtain discrete differences of different order, not derivatives.

I've been tinkering with the turkey, I've been spinning, I've been averaging.... Yes, there was a mistake there (erased).

In general momentum for forex is just a jump up, and down is when velocity has dropped, free-fall almost that....

[Mr. Trillioner]

Олег avtomat:

that's a bit of nonsense - sorry ))

How can speed be a negative value? Don't give me any formulas, it's all bullshit.) Speed is only +. Direction - up or down. I think the rest of the graphs have the same meaning. And what is the formula number 1? Who derived it?

[Mr. Trillioner]

Karputov Vladimir:
Interesting correlations. And the change in the Forex price can be approximately described by any of the equations given by you?

I found an article somewhere on the web - it says that many have tried to do it, but none have succeeded so far))

[Mr. Trillioner]

The initial signal must be filtered - that's for sure! We're getting closer to DSP here - we're going to make a mess of it

[Vladimir Karputov]

Since it comes out that measuring speed and acceleration bars is a very sick interval, so the dimensionality of speed and acceleration instead:

Forum on trading, automated trading systems and trading strategy testing

Impulse

Karputov Vladimir, 2015.07.10 18:57

The dimension of velocity is (). The acceleration is ().

will be like this:

Speed dimension (). The dimension of acceleration will be ().

[[Deleted]]

Daniil Stolnikov:
that's a bit of nonsense - sorry ))

how can speed be a negative value? I think the rest of the graphs are similar in meaning. And what is the formula #1? Who derived it?

I've noticed for a long time that anything that doesn't make sense in your head, you blithely define as "nonsense"... Open the books and figure it out...

Velocity can very well be negative, and it wouldn't surprise you so much if you knew that velocity is a vector. Open the books, and figure it out...

The rest of the graphs have a similar lack of meaning -- to you, since ... Open the books, and figure it out...

Formula 1 is given for illustration, as it was preliminary indicated there - to draw the graphs... Open your books and figure it out...

[[Deleted]]

Karputov Vladimir:

Since it comes out that measuring speed and acceleration bars is a very painful interval, so the dimensionality of speed and acceleration instead:

will be this:

The dimensionality of velocity (). The dimensionality of acceleration will be ().

No, it's not.

velocity ~~ first difference

acceleration ~~ second difference