Adaptive digital filters - page 15
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Exactly. If the saw is too coarse, go down the TF and build a smaller ZZ. But of course, this is just an interpretation in terms of "noise". But it is a piecewise linear interpolation.
What happened to the avatar?
Exactly. If the saw is too coarse, go down the TF and build a smaller ZZ. But of course, this is just an interpretation in terms of "noise". But it is a piecewise linear interpolation.
It's not an interpretation at all, but a perfect and clean signal, because the breakpoints coincide with the real prices. The interpretation would be the same linear piecewise interpolation, which has nothing to do with the sabot.
Interpolations and other approximations are botanical gardens as applied to trading. What is the point of interpolating or approximating a signal that we already know - it's the property of history? You can't pocket the results of interpolation, you can't spread them on bread?
We take a bunch of filters, run them through the quotes and compare the output with ZigZag, for example, according to RMS. The one with the minimum ERR is the most adequate one. All the rest ones are wasted.
In exactly the same way, i.e. on the ration between the filter output and ZigZag, we can adjust parameters of this very filter, for example, using a genetic algorithm.
In general, there is no sabotage problem. It is as easy to implement as two fingers on the pavement.
And Zhizhilev's book is very interesting, thank you very much eire.
You're welcome. When I read Prival, I immediately thought of Zhizhilev's book. And I, perhaps, pursued selfish ends :). I want to see what you get out of it. I myself will not be able to master this subject in the near future, I have much to recall, and even more to study.
Thanks again for the book. If you want to read chapter 7 in a more detailed statement, look for links below will bring + there are posts I attached Wordov documents, they have a more detailed description is
To Mathemat
Compare Formula 7.3.4 and 'Random Flow Theory and FOREX'
Fig. 7.6 View of ACF and model 'Random Flow Theory and FOREX' + what we got on the real 'Random Flow Theory and FOREX' and with justification of formula 7.3.31 I would argue :-)
And he too has matrices 7.3.36 as I have 'Random Flow Theory and FOR EX'
Page 189 three steps
3. Then the control ( Buy, Sell ) (But first we need to figure out the accuracy and timing of the prediction)
The indicators show good results, but there are some problems when applied in practice -
When you include the JJMA indicator in the Expert Advisor code, the indicator stops working. After that, its lines stop being drawn in visualization mode. At the same time, an error is written into the log - "the index of the array does not match its size".
I tried to do the following - to transfer the code from the JJMASeries library to JJMA indicator. This indicator worked, but only until I enabled it in the Expert Advisor code. The error was the same - "array index doesn't correspond to its size".
Please help me to solve the problem
Help in developing an adaptive filtering algorithm for QPSK modulated signals. I cannot choose the algorithm. Thank you in advance.
Help in developing an adaptive filtering algorithm for QPSK modulated signals. I cannot choose the algorithm. Thank you in advance.
Here they have already developed it http://www.europe-tv.ru/acat/510056-1.htm Sorry, this forum is dedicated to other developments