A list of programmers who are great at writing pay-for-performance codes and don't screw around - page 35
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
+10. I hope I live to see the time when this becomes the ideology of the forum.
Before the annual competition, the desire to share (discuss) an idea was noticeably higher. :-)
Who's up for it?
I will list the sausage for sure, if someone programs it for me. Most often, the customer himself does not know what he wants (he only seems to know), and he has to explain many things + he has an appetite for food, and do this, stick it, etc.
Sorry, this is a slightly off-topic question... >> but on topic:
Will Kotelnikov's theorem work if the sampling rate of the signal "floats"?
When you smell the smell of REAL money not that you'll learn the programming language......
And until it smells, order in the writing is nothing more than an attempt to do nothing to get something - something. And no one really wants to pay.
And what is a strategy that a developer does not want to pay for programming? One word: laziness and stupidity.
By the way: The tractor was not invented by peasants and certainly not out of laziness.
I won't learn! Tried to. My brain goes into overdrive on the second day. I smell money! But if my head is not cooked in this direction ... (programming). What then? I prefer not to smell but to have real money. In my line of work - designer, technologist, furniture designer on individual orders! Still tymeyu 8 specialties at the highest grade. But when I'm asking some programmers to do something for them, I do not tell them they are either stupid, or stupid, or lazy! And for what I ordered and order - I paid, I pay and will pay! Once again I say - don't lump everyone under one roof!
Sorry, this is a slightly off-topic question... but to the point:
Will Kotelnikov's theorem work if the sampling frequency of the signal "floats"?
Yes, it does. It's a theorem and it's proven. The main thing is for it to float within the set limits. It must be at least twice the frequency of the analyzed signal (6-8 times is better for practice). Here the matter is different, the spectrum is floating. And that it would be correctly plotted in such conditions, a very hard work to
yes it works. It's a theorem and it's proven. The main thing is that it should float within the set limits. It should be at least twice the frequency of the analyzed signal (6-8 times is better for practice). Here the matter is different, the spectrum is floating. And it must be very difficult to plot it correctly in such conditions
Yes, I'm not too good at it, so I might get something wrong, but this frequency, or spectrum in the market is not just floating, but has a "probability range". Maybe I'm saying something wrong again, but the point is that the next slicing period does not depend on the previous one in any way and can take values from some statistical range (most likely not normally distributed). The question is, in fact, whether this theorem is applicable when the interval between two consecutive discrete signals is random?
Yes, I'm not too rubbish at this, so I could be confused, but this frequency, or spectrum in the market doesn't just float, but has a "probability range". Maybe I'm saying something wrong again, but the point is that the next slicing period does not depend on the previous one in any way and can take values from some statistical range (most likely not normally distributed). The question is, in fact, is this theorem applicable when the interval between two consecutive discrete signals is random?
Yes, it is applicable and it is the right place to start. It provides insight into which periods of oscillation are available for analysis. And which ones cannot even theoretically be detected.
But I want to pay attention once again that for working in such conditions it's necessary to handle ticks instead of claws of bars.
The question is, in fact, whether this theorem is applicable in conditions where the interval between two consecutive discrete signals is random?
Gentlemen, no fanaticism, please!!! I have already observed several theses on "predicting" currency movements using various "mathematical" tools...
Let's calm down and negotiate peacefully! ;-)
Yes, it is applicable and it is the right place to start. It is the one that gives an understanding of which periods of oscillation are available for analysis. And which ones cannot even theoretically be detected.
But I want to pay attention once again, to work in such conditions, one should not take the claws of bars, but to process the ticks by oneself.
Thank you!
Gentlemen, no fanaticism, please!!! I have already seen several graduation the ses on "predicting" currency movements using various "mathematical" tools...
Let's calm down and negotiate peacefully! ;-)
I defended all my diplomas a long time ago (and not only my diplomas, by the way). I'm actually trying to make money here... -:) on forex... Fucking hell