Stochastic resonance - page 4
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Logical, Candid, but, on the other hand, the signal does not have to be cyclic to translate subthreshold excitation into suprathreshold excitation. The essence of the phenomenon doesn't change, only the nuances of the matoscopy change.
I absolutely agree. And it agrees very well with life data. I will not give you examples. If those present think about it, they will find the connection. If not, then, sorry, it is not the fate.
A real casino-type social system (FOREX) is bound to be the most immoderate to remain a zero-sum game. So it occurs to me that the MACD is in fact almost pure noise on which we trade and wonder why it is that our toilets are still not gold-plated...
That's why I asked. I believe that flat moments are precisely the unstable states. The steady state for the market is movement. I think so.
Yes, it's important to have a common interpretation of the terms from the start. In fact, I was referring to a physical interpretation from the beginning, and then it is more correct to talk about resolved states rather than steady states. Then there is no problem with instability: the price hovers around a certain level - this is a resolved state. But it's gone somewhere. Where? And into another allowed state. The next question is how close to each other the states are (hereinafter "state" means the allowed state, unless stated otherwise). Looking at the monthly graph we do not see any discreteness, i.e. for these scales we can talk about continuous and relatively smooth density of states. But in the range of timeframes M15 to H1 the picture is quite different. The price rushes in some sectors like a hot one, in some others it stalls and stays relatively calm for some time. In other words, at this scale the density of states gets a zonal structure, there are forbidden zones where there are a lot of states and they are situated close to each other, and there are forbidden zones where there are very few or no states at all. Now let me formulate the initial problem in these terms: We are interested in whether we can predict the time and direction of the interzone transition (we usually have a rough map of the nearest zones fairly accurately).
Logical, Candid, but, on the other hand, the signal does not have to be cyclic to translate the subthreshold excitation into suprathreshold excitation. The essence of the phenomenon doesn't change, only the nuances of the matoscopy do.
Oh, if only the nuances :). Somewhere along these nuances the boundary between reality and unreality of the model calculation can be set.
Oops, Candid, you seem to be on the cliffs of Fib already. You have to be very serious about this at all. And do you have any statistics that confirm such a fundamental difference between monthlys and 15-minutes?
P.S. I took a look at your link, I'm curious. I'll have to take a closer look while I'm on the underground...
Oops, Candid, you seem to be on the cliffs of Fib already. You have to be very serious about this in general. And do you have any statistics that confirm such a fundamental difference between monthlys and 15-minutes?
P.S. I took a look at your link, I'm curious. I'll have to take a closer look while I'm on the underground...
With Fibs, it's a separate question, whether they are there or not :). I must say I've done a simple sighting once and the result was not too favourable (for the Fibs :). I have no statistics, only a visual impression. Not very long ago on this forum was a question about the frequency distribution of prices, in my opinion the code from there could be directly used to collect statistics. Except I have absolutely no idea how to find that topic right now :). Potential trap - zones can float over time.
There is an article, see 'Mapping support and resistance levels'. There are links to previous publications there. And Fibs are there, you just have to find them. With Swaney's approach you won't find Fibs.
Yes, I think the picture in this article is directly related to state density. Only it also has the time drift of the zones and the occupancy history of the states (the state may exist, but the price may not have been there). So the zone structure is not so easy to reconstruct either :).
About Fibs: does clustering help? Let me clarify: I'm pretty sure the highlighted levels exist, the question is how consistent they are with the Fibo ratios.
Yep, there's already a coalition of participants who believe a movement (trend?) is a steady state. I would like to hear some justification, Rosh. That movement without justification to the market phase is an internal state of the market is understandable.
Personally, I believe that there are no steady states in the market. There are either quasi-stable (i.e. unstable but seemingly stable) or transitions between them (disasters). And the market itself is constantly on the verge of a nervous breakdown. And serious nervous depressions (1987, say) are normal.
Well, yes, I agree. And this instability in the light of the concept of stochastic rehonance emerges precisely from the noise of the flat itself, which keeps the market in a state of constant readiness to collapse.
Alas, I can't possibly articulate it. I read Peters (again) about market fractality and I agree with him that the normal state of any stable system is non-equilibrium. There is a self-similarity property of the fractal that is consistent with the presence of an investor on a horizon of any duration, and non-linearity and asymmetry in decision making, and many other things.