Fourier-based hypothesis - page 8

 
grasn >> :

Not so long ago someone (on a neighbouring forum, in a thread started by the irrepressible Alex) calculated the potential energy in forex. :о)

It also has a certain sense. The main thing is to enter Lagrange function correctly :)

 
Mathemat >> :

This notion is not meaningless either. The main thing is to enter the Lagrange function correctly :)

And I've always said that it's necessary to expand consciousness by all available means. :о)

 

A library of matrix transformations has been added to the codebase, created at the request of grasn. Matrix_Solve_lib.

Good luck to all.

 
Matrix_Solve_script" demonstrating how Matrix_Solve_lib works
Files:
 
Thank you very much! Very useful stuff.
 
equantis писал(а) >>

Hypothesis #3: While experimenting with different FFT indicator parameters, it occurred to me that if you put them all on the chart at once, the price is most likely to follow the path where the curves will clump the tightest))) It turned out to be something of a probability distribution field, where an FFT is used for the prediction function.

In principle I tried three months ago to build a predictor based on the Extrapolator ... got a drawing ... but there was one thing but not all cases the continuation of the curve is correct ... (blue dots section of data, where there is no further prediction section ...

On the section of the wave curve where there are no blue dots visible curve that is bending tries to repeat the red curve, ie prediction of 15-25 points is fully possible ... but if you consider that such a prediction is possible on a higher TF, it is another dispersion of prices ... This figure can add one more addition section of the original data for the prediction had to be 1.31-1.27 the length of a quarter wave ... In this case, the extrapolator can correctly display the further wave function ...

 
Urain >> :

A library of matrix transformations has been added to the codebase, created at the request of grasn. Matrix_Solve_lib.

Good luck everyone.

Thank you very much, but please note that the functions are implemented canonically-classical-by-definition, e.g. the minor is recursive. This means that on dimensions MORE than 9-10 some functions will be unacceptably SLOW.

 
AlexEro писал(а) >>

Thank you very much, but please note that the functions are implemented canonically-classical-by-definition, e.g. the minor is recursive. This means that on dimensions MORE than 9-10 some functions will be unacceptably SLOW.

On a similar principle, I have implemented regression calculation by searching for polynomial coefficients using Gaussian method...

 
AlexEro >> :

Thank you very much, but please note that the functions are implemented canonically-classical-by-definition, e.g. the minor is recursive.

This means that on dimensions MORE than 9-10 some functions will be unacceptably SLOW.

There is such a letter in this word. I have a [100x100] matrix in my test, it takes 40 minutes!!! In time I promised to find a fast algorithm

optimal in terms of calculation accuracy for forex conditions.

 
Urain >> :

There is such a letter in this word. I have a [100x100] matrix in my test, it takes 40 minutes!!!! In time I promised to find a fast algorithm

optimal in terms of accuracy for forex conditions.

Not an expert in linear algebra, but I've met descriptions of faster algorithms. By the way, if anyone has it - pass it on to Urain, it will be even more useful library in the sense of speed of calculations.

Reason: