Ward 6 - page 58

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M_Dimens:

You will not see half of the interval, plot H1 on the basis of minutes, 1 hour will be shown as 60 points
Even as many as a million pixels. When you average them out (no matter how many dots you have on the 1 hour interval), you will get a lag of half an hour :-)
 
DmitriyN:
I don't understand, how either? If they are rigidly linked, almost 100% correlated, then where can additional information about the future price come from?
Yes, the price of one pair can be calculated from the prices of the other 2 pairs, but no more than that. I do not see any anticipation here. You can only make money on divergences, but they are practically nonexistent.

Who said there is an advance? Where does it come from?
 
DmitriyN:
If they are tightly linked, almost 100% correlated, where can additional information about the future price come from?
Correlate is another song. Quite complicated. Let's not talk about it yet. Where from. Think about it. In a triangle A, B, C, where any one of the three variables can be expressed through the other two, there are two independent variables. Two, not one. Isn't that right? And in a graph A (or B or C) is one independent variable. So there is additional information.
 
Dr.Drain:
You can have as many as a million points. When you average them out (no matter how many dots you have in a 1 hour interval), you get a lag of half an hour :-)

Why do you need to average them out? The resolution of the monitors is good.
 
M_Dimens:

and who said there was a lead where it came from?
I didn't. In fact, I said there wasn't. That's what I said. I'll find it.
 
Dr.Drain:


For non-linear filters, unlike linear filters, there is no strictly proven prohibition in principle against the existence of a "No Delay & No Redrow Filter". What I call NDNRF - No Delay & No Redrow Filter.

I lied. I thought I mentioned at this point that we don't have to build a linear filter, we will build a non-linear filter, but of course physically feasible, that is, without peeking ahead.
 

That's it, I'm off to the monastery.

and it was so much fun in the middle with the diodes capacitors :)

 
DmitriyN:
Michael, where is the additional information coming from? I don't understand. If at ALL the value of one pair is a function of the values of the other 2 pairs?

A=F1(B); B=F2(C); C=F3(A) ? Where does this extra information come from purely mathematically? Can I use other examples from life to make it clearer?
One more time. Think about it. If three physical quantities are related by a single coupling equation, what is the number of independent quantities? Oops. Two. And in a graph of one quantity, there's one.
 
DmitriyN:
Can you give examples from physics, from practice?
Landau L.D., Lifshits E.M. Course of theoretical physics, volume 1. Mechanics. The very first pages. The concept of the number of degrees of freedom. Sitting and reading.
 
Imagine that you have a material point in three-dimensional space. In order to fully describe its position, you need to specify three coordinates. It doesn't matter which ones. Maybe rectangular Cartesian (right, left, whatever), maybe cylindrical (spherical, elliptical), curvilinear - whatever. Generalised. What matters is three. Three independent coordinates. If there are two points then there are six coordinates. That is the number of points N multiplied by the dimension of space d. 2*3=6. If you have a coupling equation. The points can't move a hell of a lot, and let's say the distance between them is fixed. One communication equation. Let's call this number l=1. It is stated that the number of independent coordinates to fully describe the position of such an object is s=Nd-l. In this case there are 5. Let's say if you have a two-atom O2 molecule, then you have five what they say are degrees of freedom. Namely three progressive (describing the position of the centre of mass), and two angular (rotational). According to the theorem on equal distribution of energy in degrees of freedom, we remember that for each degree of freedom there is energy kT/2. Where k is Boltzmann constant and T is the absolute temperature. At T=300K 1kT = 0.0259 eV, if you know what eV is and how many eV are in one J :-))) So, in school equations about ideal gas in dependences of internal energy on temperature for one-atomic gas the coefficient is 3/2, and for two-atomic gas it is 5/2, and for three-atomic gas (calculate by yourself in the presence of two bonds: 3*3-2=7 by 1/2 KT we have (7/2)kT per molecule :-))) In our case everything is trivial. Three coordinates. The essence of the eurodollar, the pounddollar, and the europound. One-dimensional space. One relationship equation. s=3*1-1=2. What's unclear here :-) Three graphs connected by triangle recalculation contain twice as much information as one graph. For one of the three graphs is simply a consequence of the other two. And the two are independent. And there is twice more information in them than in one of them :-). The question is how to extract the information. You claim that you can't. But it is obvious that it exists.
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