FOREX and ECONOMETRY. Theory, practice, forecasts and implications - page 5
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I described the algorithm above how I convert.
Then I posted a screenshot of what I got.
Then I put the algorithm for time sampling
Or should I write it for you again?
So?
You took a series and transformed it.
What is the experience?
Why convert it?
The depth of sampling is usually estimated by the autocorrelation function or the Fourier spectrum.
Thoughts on the balance of a quote are needed, not the sampling algorithm
Take a look at the elephant...
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FOREX and ECONOMETRY. Theory, practice, forecasts and consequences
Renat Akhtyamov, 2017.01.21 10:49
I have tried to determine the time sampling depth now.
The principle is this: I take the second time series model I posted above and start summing values on each bar (going over from right to left) 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?
Thinking about the balance of the quote, not about the sampling algorithm
What is the "balance"?
What do you want to get?
What is the "balance"?
What do you want to get?
the balance is the sum of the BP values from right to left until it equals zero.
Equal to zero or tends towards zero?
is equal to zero, does not aspire to zero.
This is the final value, but on the penultimate bar, regardless of the TF
equals zero, does not tend to.
This is the value eventually obtained, but on the penultimate bar, irrespective of the TF
In short - eureka...
So the past is irrelevant already for a new bar opening?
Just has, to the full available depth of history.
I did on MT5
Just has, to the full available depth of history.
I did on MT5
Wait a second, if a person doesn't have the whole history, then his analysis will be correct? And another question, how is it possible to divide trends by duration?
I could not find a quote archive in MT5.
Now I have to draw the following conclusion.
Since the sum of all deviations equals zero at the penultimate bar, we need only new bars for analysis. But we already know that by the close of trades we should get zero sum of all deviations for the week relative to the close price, on any TF-measure.