_Market description - page 20

 

It seems there is some constructive reasoning in what LProgrammer says, it's just that he's bad at expressing the point... :)

Here is what I read in one of the textbooks on wavelets

...преобразование Фурье – прекрасный инструмент для исследования процессов, свойства которых не меняются со временем (когда A = const и v = const):

f(t) = A*cos(2*πи* v*t)

Однако это делает преобразование Фурье плохим методом для исследования иррегулярных функций, т.е. функций, характеристики которых эволюционируют во времени.
Например, преобразование Фурье не отличает сигнал представляющий собой сумму двух синусоид от сигнала состоящего из тех же синусоид, но включающихся последовательно (рис. 1)

Fig. 1 Ambiguity of the Fourier transform: a) - model series - sum of two sinusoids with frequencies v1 = 0.062 and v2 = 0.105 Hz; b) - periodogram of the sum of these sinusoids; c) - the same sinusoids included in series; d) - periodogram of sinusoids included in series.


it seems that we need wavelets, not Fourier... what do you say, colleagues? does anyone have positive experience of using wavelet transforms?

 
Vinsent_Vega писал(а) >>

It seems there is some constructive reasoning in what LProgrammer says, it's just that he's bad at expressing the point... :)

Here is what I read in one of the textbooks on wavelets

Fig. 1 Ambiguity of the Fourier transform: a) - model series - sum of two sinusoids with frequencies v1 = 0.062 and v2 = 0.105 Hz; b) - periodogram of the sum of these sinusoids; c) - the same sinusoids included in series; d) - periodogram of sinusoids included in series.

it seems that we need wavelets, not Fourier... what do you say, colleagues? does anyone have positive experience of using wavelet transforms?

Well, I didn't see anything constructive in his posts.

What you wrote is correct, and that's what I was talking about.

And the three conditions are as follows.

Amplitude, frequency and phase are not constant but are functions of time. They change. But this is not a problem. It can be dealt with. The other two conditions are worse.

2. The frequency of dicretization is not constant, this is the problem that makes everything fall apart.

3. Kotelnikov's theorem often fails (gaps).

Your example is the first condition. The amplitude is a function of time. In the first section the amplitude is there, in the second it is zero (for the first sine wave) and vice versa for the second sine wave. And there are methods how to work in such conditions. One of them is wavelet transform (decomposition into time-limited functions, Mexican hat example). There are other methods as well.
 
Prival >> :

In your opinion, Sergei, is it worth wasting time on mastering wavelets or should I switch to something else?

 
Vinsent_Vega писал(а) >>

In your opinion, Sergei, is it worth wasting time mastering wavelets, or should I switch to something else?

Eh, if only I knew where this grail lies. Or at least the path to it. I don't know, maybe I should. But I didn't go in that direction, just because of one consideration. Wavelets are decomposition into functions, which are bounded in time, i.e. we can (probably can) determine the state we're in now, but predicting will be a problem. (Try to continue the Mexican hat into the future, you will understand what I mean).

It's the right prognosis that counts, everything else is not so important.

Personally, I'm looking my way in the field of systems of stochastic dif. equations. I try to use them to build a correlation model. Sometimes I succeed, but more often I complain, that terminal developers haven't considered an opportunity to connect matcad (matlab) to the terminal. Testing and debugging takes an incredible amount of time.

 
Prival >> :

try to continue the mexican hat into the future


cut it up and spiral it... >> just kidding, of course. well, I'm going to go back to the science... if there's a golden grail, I'll let you know the direction... :)


yeah, about matlab i totally agree - it's a big disadvantage of the terminal... i think developers need to pay more attention to integration of their product with packages like Matlab... Sometimes it even seems that they are making our (traders') life harder... They don't want to have successful competitors, don't they? :)

 
Figar0 >> :

Let's consider another lyrical digression as over, back to the ground) Let's get the dough.

I am very clever or nobody is interested in it anymore) So when trading on the fast market the TA should look at

- strength of momentum;

- time of day, for typical news hours;

- try to find out which or maybe both currencies are momentum drivers;

- Check for strong supports, resistances, very "round" levels;

- Fibo;

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We could go on looking for the "significant" to work on a sluggish flat market, but I think we missed something. Namely depth.

Suppose we make a forecast for N bars or N points how deep we should look for the development of the instrument to understand where these N points will be? I do approximately this way: for a forecast for N pips I look at the depth corresponding to 4*N or 5*N; for a forecast for N bars I look at the same 4*N or 5*N of previous bars. This data was obtained through semi-experimentation and I would be very interested in opinions of people who tried it, or references to research on the subject. And maybe the formulation of a question isn't very correct?

All currencies are interconnected by economic relations between countries, and of course by energy prices - gas, oil and of course gold... As Figaro suggested there should be an initial impulse that turns all other pairs, it is no secret that if oil goes down, the dollar rises in price etc... The question is how to find it. I found an indicator that shows relationship between currencies. What would it look like if it was not currencies but pairs + energy carriers?

 
razorbladekiss >> :

All currencies are linked by economic relations between the countries, and of course the prices of energy carriers-gas, oil, and of course gold. As Figaro suggested, there really should be an initial impulse that turns all the other pairs, because it is no secret that if oil falls in price, the dollar rises in price... The question is how to find it. I found an indicator that shows relations between currencies.

Bullshit that looks like the truth:

The dollar is strengthening in order to increase demand for it until a default on it is declared. Oil prices are falling, despite production cuts, so that as many oil companies as possible can be picked up after a default is declared (after a default on the dollar, oil will start to rise in value in the already new currency). All of the countries allocate billions of dollars in "bailout" loans to their biggest banks so that they can take over the oil companies after a default. All countries allocate multibillion-dollar "bail-outs" to their biggest banks so that they can be easily cleaned up after a default.

I am observing the bids in the bull for a long time. The feeling is that there is a Gambler, who has no money limit.

 
mql4com >>:.

I have been watching the bids in the cup for a long time. The feeling is that there is a PLAYER who has no limit on funds.

Can you elaborate on this and how credible the "tumblr" is.

 
anat >> :

Can you go into more detail and how reliable the "glass" is.

No tumblr, look at the gold price. On Friday it was already trying to break $1,000 an ounce.


The dollar is appreciating against other currencies and gold is appreciating against the dollar. The expensive US dollar is a set-up.

 
mql4com >> :

Bullshit that looks like the truth:

The dollar is strengthening in order to increase demand for it until it is defaulted on. Oil prices are falling, despite production cuts, so that as many oil companies as possible can be picked up after a default is declared (after a default on the dollar, oil will start to rise in value in the already new currency). All of the countries are providing their biggest banks with multi-billions of dollars in "bail-outs" so that they can take over more oil companies after a default is declared. "bailouts" so that they can easily be cleaned up after a default.

I have been watching the applications in the glass for a long time. It feels like there is a GAME that has no limit on funds.

Have you ever seen big business that is not with the government on the same foot?

what's big business without lobbying ... They will launch a printing press and inflation will eat up external debt :) or if they default, they will be screwed.

I read (I think it was Hazin) that there are 3 options:

1. an act of terrorism bigger than 9/11 (with nuclear weapons in either the U.S. or Israel) with the words that we did everything to get out ... there's a lot of money in it... the terrorists from**** got in the way, so we had to default.

2. Iron state control... 3 to 5 years and they will get out.

3. Run the printing press to develop hyper inflation to eat up external debt, 1.5-2 years to sort it all out. ( according to Khazin the 3rd option would be the most likely)

Reason: