From theory to practice - page 498

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Here, for example, it is argued that the optimal sample size =30 days. A month! That's crazy...
 

As long as we continue to talk about the trend, it is more logical to put a wristwatch on the chart and then enter to buy above the average.

However, I cannot say that there will be buy signals then, but if there are then it is more logical.

 
Alexander_K:
Here, for example, it is argued that the optimal sample size = 30 days. A month! That's crazy...

Different authors write differently because they all have one thing in common, they all take some kind of periodicity, a reasonable economic periodicity.

I can list them all: trading sessions, the first periodicity, it is repeated daily.

Next, there is a weekly periodicity: every Friday a lot of people open their positions, on Monday. On Wednesday it is the day of double swap.

Then it is monthly. It is understandable, every firm makes monthly reports.

Then quarterly, then seasonal summer-winter.

Annual. Five-year. 12 years.

60-year. Kondratieff cycles.

Added to this is the periodicity of economic indicators. They are released not periodically in time, but with calendar conditions (such as the last Thursday of the month, in this statement there may be shifts between periods of 3 to 5 weeks, although on average - 4) but everyone knows the date of their release in advance.

 
Alexander_K:
Here, for example, it is argued that the optimal sample size =30 days. A month! Crazy...

The hedgehogs cried and cried, but kept on eating the cactus.)

Isn't it time to give up all this nonsense and get on with more sober and meaningful ideas?

 
Andrei:

The hedgehogs cried and cried, but kept eating the cactus.) Isn't it time to give up all this nonsense and get on with more sober and meaningful ideas?

Hedgehogs cried first and then got stung?)))
 
Олег avtomat:

Well, you've got your kagi in your hands ;)))

Of course you missed the trend (if you don't talk about it, it doesn't really exist, does it? ;)))

Here you are an educated man, no less an educated man has written and defended his dissertation and derived some characteristics of the process, quite simply by hand using such elementary constructions, his conclusions are no less meaningful as those of Hurst and Mandelbrot. Simplicity of data processing and clarity as opposed to complexity and ambiguity.
 
Novaja:
You are an educated person, an equally educated person wrote and defended his dissertation, and derived some characteristics of the process, using such elementary constructions, with simple underhand means, his conclusions are no less meaningful than those of Hearst and Mandelbrot. Simplicity of data processing and clarity as opposed to complexity and ambiguity.

https://avtomat.fxmag.ru/Izbn/

simple and obvious -- it's on the surface, as a result.

And you can't get rid of the ambiguity inherent in the process, but you can suppress it with artificial measures. But there's another kind of ambiguity, which is decision-making ambiguity.
 
Novaja:
I've looked, is your system based on multi-period derivatives or derivatives from derivatives?

Interesting turns of phrase, though... ;)

I will put it simply: it is a tracking system. Its task is to detect local and global movements (for the current TF). Decision-making block is a superstructure.


Szy

Now I have figured out how to make the result even more simple and clear. The next picture will be with these changes.

 
Novaja:
It's in the realm of speed acceleration acceleration acceleration acceleration, etc.
This is the system Alexander is thinking of building, as he has seen the distributions split up, but what will it achieve in the end? Jumping into the last wagon all the time?

This answer of yours shows that you are completely unfamiliar with the direction called "tracking systems".

 
Novaja:
Oleg, look, because derivative based oscillators they are period dependent.

So? What am I supposed to see by looking at it?

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