Yuriy Asaulenko: What does noise have to do with it?
And what is your definition of noise? Which there isn't)
Yes, hasty, noise has something to do with filtering, if a price chart equated to a synchro, then probably filtering would be needed to get a clean signal, but we have price and change per pip everywhere saying that a trade has been made, i.e. the concept of noise and filtering is probably not really relevant. You all know better than that.
Novaja: Yes, hasty, noise has to do with filtering, if the price chart is equated to a synchrophase, then probably filtering would be needed to get a clean signal, but we have price and change per pip everywhere saying that a trade has been made, i.e. the concept of noise and filtering is probably not quite appropriate. You all know better than that.
OK, fine, no noise. So, you honestly believe that every trade in the market makes sense and has an impact on price movement?
Yuriy Asaulenko: So what is your problem with redrawing?
As for the overshoot, I think it says it well.
In the picture red is the usual HP as it is drawn on past data, green is the end position, if the filter with the same period would be run on bars and only the end position would be drawn, yellow is the end position of the linear regression with the same period. That is, the end position of the HP filter roughly corresponds to the end position of the linear regression or as such an indicator is sometimes called LRMA.
Novaja: As for the overshoot, I think it says it well.
In the picture red is a usual HP as it is drawn on past data, green is the end position, if the filter with the same period would be run on bars and only the end position would be drawn, yellow is the end position of a linear regression with the same period. That is, the end position of the HP filter roughly corresponds to the end position of the linear regression or as such an indicator is sometimes called LRMA.
It turns out from the above that a redrawing HP filter, has no advantage over conventional linear regression.
This is a special case and absolutely nothing follows from it.
As to redrawing indicators, they are only visually redrawn. In fact, there is no redrawing at all.
At each step we have a matrix that fully describes the system state at the current time. Visualise this matrix and you will not see any redrawing). No matter how you wander through history, the state at any current moment will remain the same.
OK, fine, no noise. I.e., do you honestly believe that every trade in the market makes sense and has an impact on price movement?
You will never know the answer to this question, as an example iceberg orders, they will swing the price, but the volumes of transactions will be insignificant, and for other traders the illusion will be that this large volume has entered the market - but in fact it is really noise
OK, fine, no noise. So, you honestly believe that every trade in the market makes sense and has an impact on price movement?
You know what hurts the most is that you don't think so, but you agree, not out of respect for your interlocutor, but precisely out of disrespect. Why don't you "get off the couch" (figuratively) and try to say something sensible on the issue rather than being silent.
I think so, every trade has meaning in the current market.
This is a special case and absolutely nothing follows from it.
As for the redrawing indicators, it is only visually that they are redrawn. In fact, there is no redrawing.
At each step we have a matrix that fully describes the system state at the current time. Visualise this matrix and you will not see any redrawing). No matter how you wander through history, the state at any current moment will remain the same.
I think yes, every transaction matters in the current market.
There is no significance at all. Only group characteristics over a period of time long enough to measure them matter.
What you are advocating is like trying to measure the movement parameters of a car by the vibration of its bodywork. You can, of course, but what is the point?
What does noise have to do with it?
Yes, hasty, noise has to do with filtering, if the price chart is equated to a synchrophase, then probably filtering would be needed to get a clean signal, but we have price and change per pip everywhere saying that a trade has been made, i.e. the concept of noise and filtering is probably not quite appropriate. You all know better than that.
OK, fine, no noise. So, you honestly believe that every trade in the market makes sense and has an impact on price movement?
So what is your problem with redrawing?
As for the overshoot, I think it says it well.
This is a special case and absolutely nothing follows from it.
As to redrawing indicators, they are only visually redrawn. In fact, there is no redrawing at all.
At each step we have a matrix that fully describes the system state at the current time. Visualise this matrix and you will not see any redrawing). No matter how you wander through history, the state at any current moment will remain the same.
OK, fine, no noise. I.e., do you honestly believe that every trade in the market makes sense and has an impact on price movement?
You will never know the answer to this question, as an example iceberg orders, they will swing the price, but the volumes of transactions will be insignificant, and for other traders the illusion will be that this large volume has entered the market - but in fact it is really noise
OK, fine, no noise. So, you honestly believe that every trade in the market makes sense and has an impact on price movement?
This is a special case and absolutely nothing follows from it.
As for the redrawing indicators, it is only visually that they are redrawn. In fact, there is no redrawing.
At each step we have a matrix that fully describes the system state at the current time. Visualise this matrix and you will not see any redrawing). No matter how you wander through history, the state at any current moment will remain the same.
There is no significance at all. Only group characteristics over a period of time long enough to measure them matter.
What you are advocating is like trying to measure the movement parameters of a car by the vibration of its bodywork. You can, of course, but what is the point?