Building a trading system using digital low-pass filters - page 27
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christmas, who told you that laws describing processes in electrical engineering and/or mechanics are valid in the market?
Just assumed? You can assume anything...
to Neutron
Every market day there is an integral sine on some pair,
if that's not proof of transients in price movements?
and if you don't agree with generally accepted models of transients
- then what is it about?
christmas, who told you that laws describing processes in electrical engineering and/or mechanics are valid in the market?
Just assumed? You can assume anything...
who told you that I assumed anything?
I explained to jartmailru what "digital filters" are
but...
but... why do house planners and aeroplane designers use resilience math and when a building collapses or an aeroplane falls, those planners and designers get prosecuted?
but economists limit themselves to simple calculations such as muwings and variations for "assortment" ...
maybe that's why economic miscalculations are not uncommon.
For some reason, house planners and aircraft constructors use the strength of sapromat...
Well, why "for some reason", they do, because this same sapromat works there and no violations of its laws have yet been found in the construction of houses and planes. Economists, unfortunately, are not able to attract this tool - there is no reason to do so. True, for muwings neither :-) So they make a living as best they can.
Every market day there is an integral sine on some pair,
if this is not proof of the presence of transients in the price movement?
And if you don't agree with the generally accepted models of transients...
- then what?
a couple of questions... dummies...
Here they say (not here, though, but in the article) about attempts "...to apply statistical methods to objective reality, i.e. to financial series..." But there is only one series! For example EUR\USD H1.
There is no other one. What kind of statistics is that?
Or about the heavy tails of the distribution curve. What are we talking about? The price? Or about the height of the candles? Or about something else?
to Neutron
Examples:
1.
Why exactly in the "mass defect" effect "E equals em ces squared" was only substantiated in 2008,
(+ it is good that it was confirmed)))
Yet this (un)knowledge has been successfully exploited for over 50 years.
2. The differential calculus has been exploited since I. Nyuto, 17th century,
justification - Cauchy criterion = 2 centuries later,
3. Mendeleev's table - 1862, Rutherford's first scientific model of the atom 1908.
P.S.
to diakin
here is not Statistics but Digital Filtering. They're not the same thing.
a couple of questions... dummies...
Here they say (not here, though, but in the article) about attempts "...to apply statistical methods to objective reality, i.e. to financial series..." But there is only one series! For example EUR\USD H1.
There is no other one. What kind of statistics is there?
The series is one, but there are a lot of candlesticks in it. And when there are a lot of candlesticks, then it is already statistics.
Or here we are talking about heavy tails of the distribution curve. What value are we talking about? The price? Or the height of the candles? Or about something else?
to Neutron.
Examples:
1.
2.
3.
4. If you throw a stone, it will fall sooner or later. Probably, before the great Newton, if we continue your associative line, nobody was able to throw this very stone with certainty :-)
Of course, the crux of the problem is the incomparable difficulty of interpreting experimental data in classical mechanics and in financial markets. The latter, I would say figuratively and imprecisely, are closer in their internal logic to quantum mechanics, that is... can only be operated on statistical material with aggravating additions in the form of all sorts of non-stationary phenomena.