From theory to practice - page 889

 
Evgeniy Chumakov:


How's that? I'm as dumb as Pinocchio .... A line divided by two is not the middle... I don't get it.

By the way, I didn't use anything besides the arithmetic mean, mode, median in the posts where the picture is.

It's not a line. If only it were that simple...

Once again, I personally have a very non-trivial average.

 
Alexander_K2:

Seriously - I am both willing and able to pay for any signal. But, without a minimum of theory - no way, I won't sign up for one.

You will not get a signal. Not with or without theory. It cannot be because it can never be. (с) ))

 
Yuriy Asaulenko:

You won't get a signal. Not with or without a theory. It can't be because it can never be. (с) ))

Me or mine?! If it's me, that's half the trouble, but if it's me at all, ahem... Did you have too much to drink there, Yura?

 
Alexander_K2:

Me or mine?! If it's me, that's half the trouble, but if it's me at all, ahem... Have you had too much to drink there, Yura?


I think what Yuri is saying is that if somebody does something worthwhile, he's not going to give any signals, much less theoretical descriptions.
 
Evgeniy Chumakov:


I think what Yuri is saying is that if someone does something worthwhile, there will be no signals, let alone theoretical descriptions.

... maybe he's right...

 
Alexander_K2:

I cannot get out of my head Asaulenko's hypothesis that the truest moving average is the one whose linear price deviations form a normal distribution.

I set the sufferers a task:

1. to collect data on CLOSE M1 of any currency pair for a year.

2. to choose a sliding time window = 24 hours (1440 values).

3. Calculate linear deviations of price from moving averages:

a) median

b) arithmetic mean

c) a weighted average with different weights (time, absolute value of increment, probability of increment, etc.)

d) any other average of your choice

4. draw histograms

5. Calculate the central moments of obtained distributions

6. Demonstrate the results

Thank you.

What is the problem with the mnc?

count it at each successive point and the tails will be shorter, but they will still be

In general, even an average between two points (the same as MNC in this case) is a dead end.

Because you will end up with a horizontal line or a single point (if a huge approximation),

with all that it entails.

 
Evgeniy Chumakov:


I ran this theme in the tester (I posted the pictures above). The price returns to the average at the time of the signal, but before that it hangs in the opposite direction for an undefined time and an undefined distance.

I have tested it with pending orders and directly entering the market, there is practically no difference.


and i've seen it

can last until the only good trend

and all the profits go down the drain.

i've already written it, it's better to catch the longest tails.

and the flat will be eliminated.

 
Renat Akhtyamov:

and I've seen it happen.

can last until the only good trend

and all the profits go down the drain.

so it's better to catch the longest tails

and then the flat will be eliminated.


Only it's unlikely to have been done like mine. Or maybe it was....

 
Evgeniy Chumakov:


Except it's unlikely to have been done like mine. Or maybe it was....

It makes no difference how it's done.

the result is the same for all systems

 
Alexander_K2:

Putting the sufferers to the task:

.....

Thank you.

Not bad. Porking masha so that she's.... beautiful and smart.

Here are the filter coefficients for example. I deleted most of them, so as not to burden the topic.

  1. h 0 = -0,0000001787
  2. h 1 = 0,0000017250
  3. h 2 = -0,0000043897
  4. h 3 = -0,0000103372
  5. h 4 = 0,0000687550
  6. h 5 = -0,0000417772
  7. .....

  8. h 26 = 0,0623647588
  9. h 27 = 0,0064611535

I wonder, how do you imagine finding such a MA? Is it going to be a brute force attack? You'll never find one, not even close.)

Prof. Mathematicians are in charge of this and similar MAs. Better read books, all will be more useful and faster than looking through the dice.

Reason: