The most banal trading strategy - page 35
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Were you really waiting for some kind of answer?
So I did.
That's how I got it.
Well, well...
is a dead end. The Gibbs effect, aka edge effects.
Do you see any edge effects in the Rup and Rdw graphs? No, you don't (because there aren't any). Conclusion: not all games with Fourier spectra produce edge effects.
Hence the window(s) or sliding window, which is not a panacea either.
Hence the window(s) or sliding window, which is not a panacea either.
I have read at length teria is good and necessary, but what positive swap are you talking about, note the trades opened in different directions and both are negative swap, even if you sit long in a corridor, the swap is negative but not positive as you want, forex is a game with negative expectations.
I have read at length teria is good and necessary, but what positive swap are you talking about, note the trades opened in different directions and both are negative swap, even if you sit long in a corridor, the swap is negative but not positive as you want, forex is a game with negative expectations.
Of course, not a panacea in the sense that lag is acquired. But for the purposes of this practical use it is shown to be quite unimportant that Rup and Rdw will be lagged in relation to price. One can simply not think about it. It is only important that the price decomposed into three components: SMA+Rup+Rdw, their nature is unimportant, the sum of Rup+Rdw initially contains the lag, for the lag contains SMA. However, this does not matter. What matters is that price and SMA forecasts are easily self-consistent with Rup and Rdw forecasts whose remarkable properties allow to make their predictions quite reasonably.
It is checked by Marxist-Leninist logic, i.e. dialectics :-)
There is an SMA, which is the average value, and some two/three/ten functions based on it, which sum it up. You want to be sure that you can get a reliable forecast for 1 bar at least according to this group.
That is you may calculate the next value of SMA and derivative functions. Move to the next bar. Continue this process as long as calculation errors allow.
You declare the predetermination of the price function from the observation window (from the SMA). That is, the amount of information contained within PERIOD and PERIOD+1 is approximately equal. That is, the information on the last bar is degradingly small.
But on the next bar the information is not added to the already last bar. It already was. And of all the bars passed, exactly PERIOD.
That is, the system converges only in one case - there is no information in any bar.
Maxim Kuznetsov:
You assure (are confident) that you can make a reliable prediction on this group for at least 1 bar.
Whoa, whoa, whoa, whoa. I didn't say anything about credibility. I was talking about validity. These are very different things. Credibility is when you are sure of every trade. Reasonableness is just a statistical concept. In a specific trade it may go completely different from your prediction, because there are no bans for the price to go where it wants.
Maxim Kuznetsov:
You're saying that the price function of the observation window (from SMA) is predefined. That is the amount of information contained within PERIOD and PERIOD+1 is approximately equal. That is, the information represented by the last bar is degradingly small.
I have never stated such nonsense. What do you mean by "the amount of information contained within PERIOD and PERIOD+1 is approximately equal"? Are you in your right mind to say that? Isn't it obvious, that in bigger amount of samples a number greater amount of information, and to tell about any sample that in it there is no information is nothing else but delirium?
Maxim Kuznetsov:
So the system will converge only in one case - there is no information in any bar.
I willingly believe that your system only "fits" in that case.
Whoa, whoa, whoa, whoa. I didn't say anything about credibility. I was talking about validity. These are very different things. Credibility is when you are sure of every trade. Reasonableness is just a statistical concept. In a particular deal, things can go completely differently than you predicted, because there is no prohibition to the price to go where it wants.
I have never stated such nonsense. What do you mean by "the amount of information contained within PERIOD and PERIOD+1 is approximately equal"? Are you in your right mind to say that? Isn't it obvious, that there is more information in more samples, and to say that there is no information in any sample is nothing but nonsense?
I willingly believe that your system only in this case will "converge".
Once again you are lying.
1. validity is not a statistical characteristic.
2. you didn't "say" anything. What was saidwas "And converting the prediction of that difference into a prediction of the price itself is a matter of one formula, in one line." You ended up showing one formula with several variables with childish "I won't tell you that" comments.
And to convert a prediction of the difference between a quote and an average into a prediction of a quote is nonsense.