From theory to practice - page 37
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I was horrified to see algorithms where "newness" of a value is considered weight, i.e. old values have less weight than new ones. This is a direct misrepresentation of people by some completely non-mathematical methods.
This, I confess, was not what I expected. The whole theory of filters, analog and digital, is built precisely on the fact thatold values have less weight, Turns out all these methods are completely non-mathematical.
Carry on, Lieutenant.
Don't abandon your efforts, Maestro, keep your palms to your forehead.
The answer to this question is one of the keys to understanding the market :)))
Let's assume that we just found it on the road and that's it.
That's the thing, there is no key here. No meaning, no justification. This is, sorry, alchemy) And the result will not differ much from the SMA.
This, I have to admit, is something I didn't expect. The whole theory of filters, analogue and digital, is built on the very fact thatold values have less weight, It turns out that all these methods are completely non-mathematical.
Carry on, Lieutenant.
Don't abandon your efforts, Maestro, keep your palms to your forehead.
Look, in your own example: let the next value be 133.042, so increment = 10 pips. And you would give this price a completely different weight than133.032.
But in terms of distance from WMA it is almost the same price. WMA is removed from the price by hundreds of pips. And plus or minus a few pips makes no difference. And you're giving these two similar prices completely different weights. That's alchemy. You can't win the tournament with it.)
Here you are standing up for the honour of science, while you yourself are confused about it. You can't be serious.)
Look, in your own example: let the next value be 133.042, so increment = 10 pips. And you would give this price a completely different weight than133.032.
But in terms of distance from WMA it is almost the same price. WMA is removed from the price by hundreds of pips. And plus or minus a few pips makes no difference. And you're giving these two similar prices completely different weights. That's alchemy. You can't win the tournament with it.)
Here you are standing up for the honour of science, while you yourself are confused about it. You can't be serious.)
You'll haggle, and it'll all fall into place.
And I say again - for me the picture of the process is absolutely clear. In quantum mechanics it is all over the place. It's too bad that there are no classmates of mine on this forum... That's why sometimes I'm tempted to leave here. Not because I'm smart and everyone's stupid. On the contrary - there are people here much stronger than me in classical mathematics or radiophysics, but the abstract thinking is lacking. No offence. It's like recording the movements of Schrodinger's cat on an oscilloscope.
And I say again - for me the picture of the process is absolutely clear.
That's because you haven't done the tests yet)
p.s. I knew it would end with quantum mechanics) you're just not the first to try to pull it on the market)
You're wrong. You're dealing with the probability of price, not the price itself. Not with the value itself, but with its probability. That's why most methods go nowhere and people can't understand the market within a standard framework. Look at it a little more broadly, more abstractly. That's what they teach in theoretical physics.
I am not wrong here. Filtering is only a part of the process, then (although it is actually mixed) there is signal processing, including statistical processing. And if everything were considered with the same weights, no statistics and no signal could be collected/extracted - everything would be stationary, as you say.
And people are fooling around, inventing sophisticated windows of various shapes, instead of just taking a rectangular and wider one.
Let me put it to you straight.
The more filters, the worse it is.
If I understand correctly, that means that there is a possible effective forecast for Ask and Bid, but it lies within the spread? If so, there are options here.
The size of a possible credible prediction is for the asc and bid increments.
If you carefully construct a histogram of the increments, calculate from there the non-parametric deviation from 0, then using the quantile function you can construct these confidence levels and pips at the arrival of each tick. Well, the spread and commissions will just reduce your profit.
But. I'm not interested. I have not come to Forex for profit, although the money is a VERY good thing, but for the solution of the problem in general.