On the unequal probability of a price move up or down - page 129

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Maxim Kuznetsov:

I was just curious to see such a filter...

And what does it filter then? It has some parameters - and in them you put your bad assumptions about the original signal and sweet dreams about the resulting one.

There is an original idea of filtering. It has a single parameter (internal, with no relation to assumptions about the original signal). The filter is the result of averaging this approach several tens or hundreds of times (with somehow varying values of the single parameter). Thus, there is a second internal parameter - the number of averages, and the third - the law of variation of the first parameter depending on the increase of the sum term number. That's it, there are no other parameters.
 
Younga:
You're going to be swimming with digital filters. Michael... Everything was invented a long time ago.

This is a rather unfounded assertion. Countless scientists around the world have been working on digital filtering and image processing, and continue to do so. Which is inconsistent with your fantasy that "everything was invented a long time ago".

How about this:

You cannot agree straight away, if I tell you that image (a) contains all information necessary to calculate (b) from (a)?

 

Took a step back in time for the week. Eurodollar and the result of the filtering:

I think it's beautiful (and useful, but I won't talk about that).

 
Mikhael1983:

Took a step back in time for a week.

A step into the past is hard to surprise. Better show a step into the future.

In a week's time, there will be something to compare it to.

 
Mikhael1983:

Took a step back in time for the week. Eurodollar and the result of the filtering:

I think it's beautiful (and useful, but I won't mention it).

Still trying to ask you

- do you have a real account? can I understand you, at least a little, and see your result in history, your terminal ?

 
Grigori.S.B:

A step into the past is hard to surprise. Better show a step into the future.

In a week's time, there will be something to compare it to.

The filter does not predict quotes (although a good filter certainly has local forecasting properties, but that is a separate topic), the filter reduces volatility, preferably with as little lag as possible, while being honest, without peeking into the future )

 
Alexsandr San:

I've been trying to ask you

- do you have a real account? can i understand you at least a little, and see your result in the history, your terminal ?

I do not believe that there are fools who have been sitting on the Forex market for years and trading only on demo accounts. In my humble opinion, there is no such thing.
 
Does the filter have anything to do with trick trading or is it an additional topic?
The graph red for trading is kind of ND.
 
b2v:
Does the filter have anything to do with trick trading or is it an additional topic?
The graph red for trading is kind of ND.
The filter is a separate topic. The construction of the filter and the trading system on it is always perfectly algorithmic, i.e. it gets rid of manual trading right away.
 
Mikhael1983:

This is a rather unfounded assertion. Countless scientists around the world have been working on digital filtering and image processing, and continue to do so. Which is inconsistent with your fantasy that "everything was invented a long time ago".

How about this:

You cannot agree straight away, if I tell you that picture (a) contains all information necessary to calculate (b) from (a)?

The picture in general is clear. The information is, of course, in the left-hand side.

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