Adaptive lookback indicators - page 68

AFT1
145
AFT1  

Hey mladen, you called yourself an adaptive indicator's fan. Why do you think adaptive indicators are the best?

A quote from this article http://www.investopedia.com/articles/trading/08/adaptive-moving-averages.asp : "Although the adaptive moving average is an interesting newer idea with considerable intellectual appeal, our preliminary tests fail to show any real practical advantage to this more complex trend smoothing method."

What do you say about that? Is there any adventage of using adaptiveness in your latest set of averages above the classical 2MA cross strategy? I mean, what is more effective and what gives more significant results in trading?

Mladen Rakic
160819
Mladen Rakic  
Fresh_Prince:
Hey mladen, you called yourself an adaptive indicator's fan. Why do you think adaptive indicators are the best?

A quote from this article http://www.investopedia.com/articles/trading/08/adaptive-moving-averages.asp : "Although the adaptive moving average is an interesting newer idea with considerable intellectual appeal, our preliminary tests fail to show any real practical advantage to this more complex trend smoothing method."

What do you say about that? Is there any adventage of using adaptiveness in your latest set of averages above the classical 2MA cross strategy? I mean, what is more effective and what gives more significant results in trading?

I have nothing to say about that, except that what they tested as an adaptive average was made 25 years ago and that in the mean time there is a whole bunch of new adaptive things that have nothing in common with what they tested. Also I would recommend the investopedia site owners that they update the TA part of the site at least once a yer since the articles that are the same for the last 10 years are not helping anybody, anymore ...

AFT1
145
AFT1  
mladen:

I have nothing to say about that, except that what they tested as an adaptive average was made 25 years ago and that in the mean time there is a whole bunch of new adaptive things that have nothing in common with what they tested. Also I would recommend the investopedia site owners that they update the TA part of the site at least once a yer since the articles that are the same for the last 10 years are not helping anybody, anymore ...

I see your point, but what's the key stuff about that? In some market conditions different things fit better - i mean when the market is in trend - even 2MAcross strategy works great, but how about flat periods? How do adaptiveness filter out flat parts?

Mladen Rakic
160819
Mladen Rakic  
Fresh_Prince:
I see your point, but what's the key stuff about that? In some market conditions different things fit better - i mean when the market is in trend - even 2MAcross strategy works great, but how about flat periods? How do adaptiveness filter out flat parts?

Please, take some time and do the basic thing that each and every usage of adaptiveness should do : compare the regular thing to the adaptive thing. If, the adaptive "thing" is giving a signal at least 1 bar earlier, then no need to prove anything any more. So all it takes is a simple comparison to the original (nobody here is hiding what the original - or better told maybe, the origin - of some adaptive "thing" is, which makes the comparison easy) and all the doubts about "intellectual appeal" will be clarified once and for all

mntiwana
4557
mntiwana  
Fresh_Prince:
Hey mladen, you called yourself an adaptive indicator's fan. Why do you think adaptive indicators are the best?

A quote from this article http://www.investopedia.com/articles/trading/08/adaptive-moving-averages.asp : "Although the adaptive moving average is an interesting newer idea with considerable intellectual appeal, our preliminary tests fail to show any real practical advantage to this more complex trend smoothing method."

What do you say about that? Is there any adventage of using adaptiveness in your latest set of averages above the classical 2MA cross strategy? I mean, what is more effective and what gives more significant results in trading?

Fresh_Prince,

of course investopedia is a best descriptive site concerning such material and explaining things a better way,i like that too but it does not means,only the ideas of yesterday experts are final and end,no doubts they did best at their time.we are seeing,universe is getting better day by day,development is in every field of life,even formulas and theories changed comparing to past,it means pupils are going step ahead than their masters...........a lot of factors and applications we have to know and understand exact before comparative analysis.and as you know man to man differ in every thing,so you cant compute and integrate persons requirement,thinking,way of working,level of knowledge and intelligence in same way in one unit,opposition is in every thing,nothing universal.....as every tool/indicator has advantages and disadvantages same with adaptive,depends on how some one can use it.it depends more on user understanding.....but moderators can better explain you.

regards

mntiwana
4557
mntiwana  
mladen:
One more version of adxm - but this one is using the correct zero lag (the only correct zero lag) for price filtering, instead of super smoother : adxm_vhf_adaptive_floating_zero_zl.ex4

__________________

The difference can be significant with same parameters

Dearest MLADEN,

thanks for this zero lag of zero floating adxm,it is doing more better,i think 1 or 2 bar earlier as to my experiment,:).......can we have shift option,as for experiment to bring it more 1-2 bar early signaling and then we can increase some adxm periods and smoothing periods for to remove false signal and decrease number of trades.......but all in all you can better analysis my point of view.

i felt there is some thing newly treated with zero lag.

regards

adxmM15.tpl

Files:
AFT1
145
AFT1  
mladen:
Please, take some time and do the basic thing that each and every usage of adaptiveness should do : compare the regular thing to the adaptive thing. If, the adaptive "thing" is giving a signal at least 1 bar earlier, then no need to prove anything any more. So all it takes is a simple comparison to the original (nobody here is hiding what the original - or better told maybe, the origin - of some adaptive "thing" is, which makes the comparison easy) and all the doubts about "intellectual appeal" will be clarified once and for all

Feel me, i really appreciate your skills. I don't write a lot here, but i always admire your ideas mladen and consider you as one of the best (or even the best) financial quant in the world. You're really productive. And your ideas with double smoothing or adapting - are those which i really fond of.

I just wanna make sure and to hear your respected opinion on that. I'm wondering if StepMApdf can be adaptive and double smoothed (134 averages)?

Mladen Rakic
160819
Mladen Rakic  
Fresh_Prince:

Feel me, i really appreciate your skills. I don't write a lot here, but i always admire your ideas mladen and consider you as one of the best (or even the best) financial quant in the world. You're really productive. And your ideas with double smoothing or adapting - are those which i really fond of.

I just wanna make sure and to hear your respected opinion on that. I'm wondering if StepMApdf can be adaptive and double smoothed (134 averages)?

Quite frankly I haven't considered the pdf ma to make it adaptive or double smoothed so far. Will check it and get back with findings

AFT1
145
AFT1  
mladen:
Quite frankly I haven't considered the pdf ma to make it adaptive or double smoothed so far. Will check it and get back with findings

That'd be NICE!!! Desperate to check it out!

krelian99
1202
krelian99  
Fresh_Prince:
Hey mladen, you called yourself an adaptive indicator's fan. Why do you think adaptive indicators are the best?

A quote from this article http://www.investopedia.com/articles...g-averages.asp : "Although the adaptive moving average is an interesting newer idea with considerable intellectual appeal, our preliminary tests fail to show any real practical advantage to this more complex trend smoothing method."

What do you say about that? Is there any adventage of using adaptiveness in your latest set of averages above the classical 2MA cross strategy? I mean, what is more effective and what gives more significant results in trading?

"More complex trend smoothing method"? An + and an - more in the equation and it is 'complex' Wow, these guys are great. I don't want to see their purchase list for the weekend dinner. 5 positions max on the list, for more they have to go twice or more The funny thing is, the shown 'adaptive' MA looks actually better, but the guy who wrote this is blind like a mole.

Fresh_Prince, every bonehead can write something in the internet and there are people who think because it is written there it is true. Make your own experience and see with your own eyes that this guy is totally wrong.