From theory to practice - page 540

 
RRR5:

for example, my system recognises such an image:


what should I do with the emissions? Smooth them out with some kind of filter?

Sometimes after such an outlier the price is not much corrected and goes in the direction of the outlier, and sometimes as you have shown
 
Konstantin Nikitin:

So what? Its weight has not changed, nor have its useful properties, and the rate is just a manipulation of the market.

answer above
 
Novaja:
Sometimes after such an outlier the price adjusts not much and goes in the direction of the outlier, and sometimes as you show

oh. clever.

My market model is a channel. It does not assume that price will go in the direction of an impulse.

If the chart of some currency pair has a lot of such spikes - then the model is not suitable for that currency pair.

Uladzimir Izerski's impulse example

https://www.mql5.com/ru/forum/221552/page533#comment_8590149

 
RRR5:
dollars are printed every year at 7%. and inflation in america is 2% a year.


Gold is money only because it is believed to be money.

This is quite understandable. Dollars are the world's currency and are consumed by all countries. If all the dollars printed were spent only in the States, inflation would be rampant, wiping out all the shop shelves.

 
Novaja:
Sometimes after such an outlier the price adjusts not much and goes in the direction of the outlier, and sometimes as you show

well, right

why?

I hope it's not because the turkey did it, whatever it is...
 
RRR5:
Let's say it's not an μ. We've got these two curves with outliers. What do we do with them now.
If we apply polynomials to them, we also need to know the degree of the polynomial.

My picture has 2 bends, so a polynomial of degree 2 will not work there.

I'll have to do some research on filters...

The degree of the polynomial has absolutely nothing to do with how many bends there are in your graph. A polynomial of degree 2 will do just fine. It will have one bend on it, and it will lie close to the horizontal one.

Polynomial of degree 3 - will simulate both bends.

A polynomial of degree 4 would simulate 3 bends. And so on. But all this is completely unnecessary. A polynomial of degree 2 or 3 is quite sufficient for modelling a channel or a medium.

It is not clear, why to make some other filters?

 
RRR5:
answer above


And in terms of weight, it still hasn't changed
Yes and its purchasing power has stayed about the same.

 
khorosh:

It is quite understandable. Dollars are the world's currency and are consumed by all countries. If all the dollars printed were spent only in the States, inflation would be rampant, wiping out all the shelves in the shops.

Quid in the world are only 10% of U.S. gdp. That's bullshit. They wouldn't even budge.)
 
Konstantin Nikitin:


And by weight it has never changed
And its purchasing power has stayed about the same.

We need an instrument with which we can measure a basket of currencies. and that it always equals one.
gold is not suitable because it itself has its own fluctuations.
people have more faith in gold as money, then less.

Georgiy Merts:

The degree of the polynomial has absolutely nothing to do with how many bends there are in your graph. A polynomial of degree 2 will do just fine. It will have one bend on it, and it will lie close to horizontal.

Polynomial of degree 3 - will simulate both bends.

Polynomial of degree 4 - will simulate 3 bends. And so on. But all this is completely unnecessary. A polynomial of degree 2 or 3 is sufficient for modelling a channel or a medium.

It is not clear, why to make some other filters?

that was a graph from a slightly different area. let's stay on topic.
 

I think I've figured out which function to regress to...
(If you don't remember, it's this problem: , )

You could try using two polynomials.

That is, 2 polynomials that are combined at a common point. The last point of the first polynomial is the first point of the second polynomial.


This thing can handle both such a shape

and this

and this

and many others.



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