Random Flow Theory and FOREX - page 15
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I was talking about that, I apologise if I wasn't quite clear. Yes the LA has mass and that simplifies the analysis in many ways, but I want to point out that for money there is also the concept of "mass" and therefore there is inertia. Not all money or at least 0.00001% of forex rotating can instantly be in your pocket.
The methods I propose to analyse the flow of quotes are very similar to the methods of analysing the movement of the aircraft. (Yes speeds and accelerations will be different but only figures). The very nature of the movement is very similar (the dive (collapse of prices) is faster than the pitching (their growth), etc. Now about gaps, there is an analogy here too. Radar can not constantly monitor one aircraft, it must monitor all the airspace, i.e. to each escorted aircraft it (the radar) returns after a certain interval and sends energy to the point of space where he LA should be, if during this time the aircraft makes a maneuver and leaves the escort strobe, then it fails escort. It is necessary to include algorithms for finding the type of manoeuvre of the LA - having found the type of manoeuvre, again predict the movement of the LA, etc.
Quote stream has a very interesting property that is difficult to apply, much less to measure when analyzing the movement of the aircraft. It is the Volume intensity. It carries a lot of information just before and just after the news release, you just need to learn how to extract it (information) from it.
Neutron
There's no annoyance here (sorry if it seemed that way). There is only pity for the lost time. As an example my Expert Advisor from the 1st Championship, it is profitable even if I miss a lot of signals for entry and exit the market (I think this problem is solved now, I've sent
Mathemat
library which took more than a year to create and test). It's just these TS do not give me that psychological stability, that everything is done correctly and the TS can be fully trusted.
Neutron
You won't believe it, but in the radar signal reflected from the aircraft there is information about the colour of the pilot's mistress' eyes :-). You just have to figure out how to extract it (information) from there.
Neutron You won't believe it, but the radar signal reflected from the aircraft has information about the colour of the pilot's mistress' eyes :-). You just have to figure out how to extract it (information) from there.
:-))
Prival wrote (a):
Neutron
You won't believe it, but in the radar signal reflected from the aircraft there is information about the colour of the pilot's mistress' eyes :-). You just have to figure out how to extract it (information) from there.
The radar cannot constantly monitor one aircraft, it has to monitor the whole airspace, i.e. it (radar) returns to each escorted aircraft after a certain time interval and sends energy to the point of space where the aircraft should be, if during this time the aircraft manoeuvres and leaves the escort strobe, then it is a failure of escort. It is necessary to include algorithms to find the type of manoeuvre of the aircraft - having found the type of manoeuvre, again predict the movement of the aircraft, etc.
On the other hand, the second point (highlighted) perhaps casts doubt on the implementation of the method for our purposes. Indeed, to understand the possible future realization of a perturbation in the market we must collect and systematize as many patterns (maneuvers) as possible and teach our logical unit to recognize them. At the intuitive level I can assume that the number of possible realizations tend to infinity, and the forecasting ability of patterns - to zero! I hasten to agree with you that my assertion requires verification. But, I do not see an easy way and it is alarming (there are few arguments in favour of the proposed method).
Prival, don't delete this thread, there's a lot of interesting stuff here. Anything new at first is met with criticism and hostility, even if it turns out later that there is a lot of sense and reasonableness. Also, the problem here is understanding the very concept on the basis of which you propose to beat the market.
Yes, there is, and in the possibility of applying mechanistic analogies to the market I support you. For example, mass = price/volatility, which I think is a very good parameter. Mass changes, which is very important in this case.
The basic causal principle of Newtonian mechanics, which is still valid ("an impact of a certain intensity, applied to an object for a certain time, causes a change in the state of the object") can be applied here as well. "The change in momentum of a material point is proportional to the applied force and the time that that force is applied to the object."
The problem, Prival, is to find valid analogies for the concepts of "impact" and "object state" and define them clearly for a currency pair. You keep talking about the energy of a pair's movement. What is it? What is its formula?
You keep talking about the energy of motion of a couple. What is that? What's its formula?
The square of the modulus from the Fourier transform. (sort of it's been that way all my life) see the indicator that Candid so kindly tweaked. An analogy (the swan, the crab and the pike) each component of the spectrum drags in its own direction, there the sum of these influences is reflected
Sum of the squares of the spectral amplitudes for Fourier from theclosing price process?
Sum of the squares of the spectral amplitudes for Fourier from the closing price process?
Yes, but in the indicator the squares are removed (not fundamental). The spectral components are added according to the laws of complex numbers (i.e. taking into account the phase). http://mathem.h1.ru/kompl1.html
OK, I see. I still remember how complex numbers add up :). Since complex exponents are orthogonal, in principle, it does not make much difference whether to add the squares of amplitudes or to add the complex spectral components themselves. And given the validity of the result in general it turns out that it is enough just to add their real parts.
Second question: are you going to measure signal energy in this way - or something like energy flux density (i.e., roughly speaking, power)? This is fundamentally important, because power is a local in time characteristic of the signal, which will not be useful in the long run anyway. But energy is something accumulated over time, i.e. it is something that stores information from the past (on the basis of which a forecasting capability actually appears).
Prival, please understand me: your idea is too serious to accept it at once. I try to accept it with my heart, not formally, and for that I just have to dig under the very foundations.
P.S. No, it's not that simple about the first paragraph. The complex components are orthogonal only in the L2 function space, not on the complex plane. The results are fundamentally different when summing the complex numbers themselves or when calculating the sum of the squares of the amplitudes.