A purely theoretical question for mathematicians. With the possibility of moving to the practical plane. - page 7

 
Konstantin Nikitin:


Of course, you can trade with your hands, but always sitting in front of the screen... It is not very good. If more or less logic can be described in the Expert Advisor, let the computer work by itself. It is iron, so let it work...

This is correct. But if the developer of the TS can't trade with his hands, he will never be able to develop a profitable EA.

This is also an axiom.

Hand trading allows you to feel the market, the nature of price movements. And it helps in developing an Expert Advis or.

And testing gives you the opportunity to show the weaknesses of your strategy.

 

Yeah, I didn't expect that.

an idea came up today...

I've been doing that for a while now.

Norm.

 
Сергей Таболин:

Dear comrades of higher mathematics (or at least above average :)), I am sure that mathematics can describe almost everything. And on the basis of this confidence I want to ask:

  1. Isn't it possible, but how do you calculate patterns in a series of values? For example +165, -240, +18, -378, +681, -115....
  2. How to calculate the same pattern in consolidation with another row (possibly more than one)?

I will indicate the practical application later, after answering the questions posed.

Thank you.

Dmitry Fedoseev:
There are as many methods as you like.

Yes.

Here's a Fourier near an inclined straight line, for example. ))

Fourier around a square parabola:


Or a polynomial:

What's wrong with calculating the coefficient?

 

You can do it like this:

Public Function nv(n, t As Integer) As Single

nv = 0 ' Extrapolation of value at the point t<0,t>n by values at the points 0...n.

Dim j, k As Integer

Dim l As Single

For j = 0 To n

l = 1

For k = 0 To n

If k <> j Then l = l * (t - k) / (j - k)

Next k

nv = nv + l * v(j)

Next j

End Function

 
Dmitry Fedoseev:

There is no magic formula. You just have to look for a pattern. Pick one area, look for it in the whole story and see if it matches the continuation. And so on with all the pieces of data.

There really is no formula. Sad as it is...

But, there is a market formula and it is known to many. Except for the slowpokes.

 
Alexander_K:

There really isn't a formula. Sad as it may be...

But there is a market formula and many people know it. Except for the slowpokes.

If you say "Y", say "E" !

otherwise why would you say "Y" :-)

 

the subject of zigzags is quite fertile for reflection...especially in conjunction with the subject of the existence of the grail

on the level of ideas and assumptions:

Assuming the existence of "grails with different absolute drawdowns" (https://www.mql5.com/ru/forum/75178/page162#comment_11309765), one can compare their zigzags to find places of "capital overflow" between them and make an assumption about the size of further movement. The crossing should look like a quick change of directions inside the range and the movement itself is almost unobstructed (most of the candles inside are full or close to it)

PS/ corrected the "thinking" a few times. Everything somehow came out to a "reflection", then to a "pinch", and then to a "blur". Of course I should have worn glasses right away, but the cosmos kind of hints :-)

Есть ли ГРААЛЬ на FOREX?
Есть ли ГРААЛЬ на FOREX?
  • 2019.04.11
  • www.mql5.com
Общее обсуждение: Есть ли ГРААЛЬ на FOREX?
 
The Kotelnikov theorem states that the interpolation of a spectrally bounded function given by its counts can, under certain conditions, be made as accurate as desired.
 
Олег avtomat:
Kotelnikov's theorem states that the interpolation of a spectrally bounded function given by its counts can, under certain conditions, be made as accurate as desired.

So what's the use. It has no effect on the quality of the forecast.

In the animated gif, the red line is the forecast line

you can also see it here:

https://www.mql5.com/ru/forum/216298/page5#comment_6484839

Files:
 
Nikolai Semko:

So what's the use. It doesn't affect the quality of the forecast.

In the animated gif, the red line is the forecast line

you can also see it here:

https://www.mql5.com/ru/forum/216298/page5#comment_6484839

The only advantage is to give a person a hint in which direction the thought has moved and is moving, and only then he can decide for himself if he is able. To understand this is very useful in itself.

Kotelnikov's theorem talks about interpolation. It does not speak about extrapolation (i.e. prediction). That is why the forecast, and even more the quality of the forecast, is not from Kotelnikov. Well, for the sake of understanding.

But a gif, even animated, is of no use. (Well, except for the aesthetic pleasure).

Reason: