Out of sporting interest, I engaged in adaptive quote filtering - page 19
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Went to that lab today. Met everyone. Saw the whole thing, took part in the experiment. All my theoretical speculations and hypotheses about the nature of the asymmetric capacitor were confirmed. The experiment confirmed it. Tomorrow I will start to prepare an experiment for my cell design.
By the way, the boys are quite aware of the danger of their situation.
A guy came in today. The owner of an internet video channel. Told me that!!! Anyway, instant relocation already exists. It's based on destroying or expanding space. Ours invented it. So it's a passive object. Unlike active missiles. The other day a space rocket was launched from the yard of a house in the Moscow region with the speed of light. It simply disappeared from the launch pad at the moment of launch. Of the group that was working on it, eight people have already been killed.
Glory to Ukraine.
Hail to Ukraine.
Has something clicked in your brain again?
I think it's all a bit 'out of place'. The point of filtering is to remove noise. For "physical" processes, filtering almost always results in smoothing the time series. But that's no reason to equate filtering with smoothing. Particularly for market quotes, smoothing leads to the loss of significant information, namely information about extrema.
Adequate filters for quotes would rather be zigzags. Basically, other variants are also possible, I even made some sketches once.
In fact, I am even surprised that the subject of such "correct" filtering and its application does not attract inquisitive minds :), because there is an extraordinary scope for creativity, the question is in its infancy.
I think it's all a bit 'out of place'. The point of filtering is to remove noise. For "physical" processes, filtering almost always results in smoothing the time series. But that's no reason to equate filtering with smoothing. Particularly for market quotes, smoothing leads to the loss of significant information, namely, information about extrema.
Zigzags are more likely to be adequate filters for quotes. In principle, other variants are also possible, I even made some sketches once.
In fact, I'm even surprised that the subject of such "correct" filtering and its application does not attract inquisitive minds :), because there is an extraordinary scope for creativity, the issue is in its infancy.
A zigzag turns out to be a kind of filter, it removes a part of movements between extrema replacing them with a straight line
The zigzag is also a kind of filter, erasing some of the movement between extrema by replacing them with a straight line
The relevance of the noise filtering task implies the presence of
a) a signal;
b) noise.
We can talk.
The relevance of the noise filtering task implies the presence of
a) a signal;
b) noise.
We can talk.
The signal is in principle different for each player - depending on the horizon of the game. Though, self-organization is not cancelled and when a crowd is forming on some horizon the dominating process appears until the crowd is dissipated. Basically, such processes can be considered as a signal, but it won't have constant characteristics. Although ... it depends on what is considered a characteristic.
That is, the signal in this approach consists of successive (but irregular) pulses.
Noise in this case is just smaller crowds, i.e. weaker processes.
To add some fuel, I sent a free indicator to the market for testing, which implements a variant of such unconventional "smoothing". If it is accepted and the subject (in the narrow sense) will not be stalled by that time, I will give you the link. The picture may look like this