FOREX and ECONOMETRY. Theory, practice, forecasts and implications - page 4

 
Renat Akhtyamov:

Why look? Your article is on the forum, I've read it.

And in general - OK!

Come on, get in.

It's probably in the blogs, I do not write articles, just information posted - not my own.
 
Server Muradasilov:
It's probably in the blogs, I don't write articles, I just posted information - not my own.

Ok.

I put it up for general discussion, because it doesn't make much sense if you read the theory. But as an example of further developments, it's not bad at all.

 

I have now tried to determine the depth of time sampling.

The principle is the following: I take the second time series model, which I placed above, and start summing values on each bar (right-to-left search) until I get zero.

I print the values on which bar I have got zero, or do not print at all, if I have not got zero.

I have the following picture at all TFs:

Thus, quotes balance is always on the penultimate available bar, regardless of the time frame.

What are your thoughts?

 
Renat Akhtyamov:


Any thoughts?

What thoughts should there be?
 
Дмитрий:
What are your thoughts supposed to be?

Well, I'm still out, honestly....

Do you understand the logic of experience?

 
Renat Akhtyamov:
Well, I'm still out, honestly....
What do you want to do anyway?
 
Дмитрий:
What do you want to do anyway?
Do you understand the logic of my experience?
 
Renat Akhtyamov:
Do you understand the logic of my experience?

No.

What's the experience?

You transform a series somehow, look at it and ask - what are your thoughts?

 
Дмитрий:

No.

What is the experience?

You transform a series somehow, look at it and ask - what are your thoughts?

I have described above the algorithm of how I convert.

Then I posted a screenshot of what I got.

Then I posted an algorithm for time sampling.

Or should I write it for you again?

 
Renat Akhtyamov:

Tried to decide on the depth of time sampling now.

What are your thoughts?

Sampling depth is usually estimated by an autocorrelation function or a Fourier spectrum.
Reason: