Discussion of article "Introduction to the Empirical Mode Decomposition Method" - page 2

 
faa1947:

I can't understand what your problem is? You don't want to read Huang and Hilbert? Then don't read it, read Box and Jenkins.

 
victorg:

I can't understand what your problem is? You don't want to read Huang and Hilbert? Then don't, read Box and Jenkins.

I don't have a problem.

Thank you.

 

The topic of the article is interesting. But it is lazy to read it because there is no motive. If an expert trading using this method and his buck/forward tests were shown, the article would be complete.

Recommendation to metaquotes: could you add a requirement to all articles about price analysis methods that these articles should have examples of how these methods are implemented in experts and contain buck/forward tests? Because there are thousands of these methods and it would be too much to sort out which of them work. Without buck/forward tests, it is only theory, and there are plenty of theoretical books on time series analysis.

 
gpwr:

The topic of the article is interesting. But it is lazy to read it because there is no motive. If an expert trading this method and his buck/forward tests were shown, the article would be complete.

Recommendation to metaquotes: could you add a requirement to all articles about price analysis methods that these articles should have examples of how these methods are implemented in experts and contain buck/forward tests? Because there are thousands of these methods and it would be too much to sort out which of them work. Without buck/forward tests, it is only theory, and there are plenty of theoretical books on time series analysis.

Then the price will be three times higher, or they will not write.... There are many difficulties with an expert...
 
-Alexey-:
Then the price will be three times higher, or they won't write.... There are so many difficulties with the expert...

It seems to me that on this site everything is taken into account. The author of publications even now can get a fourfold fee for such a complete development.

For this purpose it is necessary:

  1. To publish an article with theoretical calculations and software implementation of the selected method in the "Statistics and Analysis" section.
  2. In the "Trading Systems" section publish an article devoted to creating a trading system based on the selected theoretical method.
  3. In the "Indicators" section on the basis of the previously published article with the description of the software implementation of indicators for the trading system.
  4. In the "Experts" section you can publish an article presenting the Expert Advisor and the results of its testing.
 
gpwr:

The topic of the article is interesting. But it is lazy to read it because there is no motive. If an expert trading this method and his buck/forward tests were shown, the article would be complete.

Recommendation to metaquotes: could you add a requirement to all articles about price analysis methods that these articles should have examples of how these methods are implemented in experts and contain buck/forward tests? Because there are thousands of these methods and it would be too much to sort out which of them work. Without buck/forward tests, it is only theory, and there are plenty of theoretical books about time series analysis.

Another fan of ready-made solutions....

victor, you are a great hero, in spite of any criticism! At least for the fact that you touch upon difficult issues of econometrics.....

 
denkir:

victor, you are a great hero, despite any criticism! If only for touching on the difficult issues of econometrics.....

Thank you!
 
victorg:

It seems to me that on this site everything is taken into account. The author of publications even now can get quadruple royalties for such a complete development.

For this purpose it is necessary:

  1. In the section "Statistics and Analysis" to publish an article with theoretical calculations and software implementation of the selected method.
  2. In the "Trading Systems" section publish an article devoted to creating a trading system based on the selected theoretical method.
  3. In the "Indicators" section on the basis of the previously published article with the description of the software implementation of indicators for the trading system.
  4. In the "Experts" section you can publish an article presenting the Expert Advisor and the results of its testing.
Right. Otherwise, if you try to fit everything into one article, it will turn out to be a very large article, which most likely will not be passed. Everything should be in its place. It's an interesting article. Thank you.
 
denkir:

Another one who likes ready-made solutions.....

No one asked for ready-made solutions. The attached experts do not necessarily have to be profitable. But their publication in the article will help those interested to quickly check the idea, correct it if necessary, etc. Otherwise, one of two impressions is formed:

1. the author doesn't know how to code the described method as an Expert Advisor, or

2. He has already coded it and the method does not work. That's why he shares it in the article.

Why show one chart of an example of price prediction? I can show you a hundred such charts, where predictors predicted well at certain parts of history. Who will collect statistics? Us, the readers?

 
gpwr:

No one asked for ready-made solutions. The attached experts do not necessarily have to be profitable. But their publication in the article will help those interested to quickly check the idea, correct it if necessary, etc. Otherwise, one of two impressions is formed:

1. the author doesn't know how to code the described method as an Expert Advisor, or

2. He has already coded it and the method does not work. That is why he shares it in the article.

Why show one chart of an example of price prediction? I can show you a hundred such charts, where at certain parts of history forecasters predicted well. Who will collect statistics? Us, the readers?

You speak the truth. But I wouldn't be so categorical, theory is important too. The only disappointing thing is that the author has already understood this theory and has an idea how to connect the described methods to practice, but for some reason he kept it silent.

At least a simple implementation in the form of an Expert Advisor or indicator, and then the reader, following the path from practice to understanding the theory, will be able to cope with any material.

When there is a goal (final implementation), the whole path (understanding the theory) is easier.