Discussion of article "Creating Non-Lagging Digital Filters" - page 4
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I would like to formulate the following important idea.
According to the results of my long games of trying to create a non-lagging filter, I came to the following conclusion: only such a filter can be non-lagging if its value at the moment Ti is determined by the price values ONLY at that moment Ti. For example, the goal is to filter EURUSD, so the value of a non-lagging filter at the i-th moment can be oriented to anything, even to NZDCHF, but ONLY to the values at the moment i.
If this is not the case with the topikstarter, then the filter can be non-lagging with a probability of 0.00001% in my opinion.
From the article:
The cluster filter is convenient for analysing non-stationary time series in real time, in other words, streaming data. This means that the greatest interest of such a filter is, for example, not for smoothing already known values of a time series, but for obtaining the most probable smoothed value of a new given value obtained in real time.
From the article:
Isn't that the same thought?... Although, I repent, I've only read the article diagonally so far ....
...However, you pointed out that the object of analysis is the set of outputs of different filters, not the price values themselves. That is, you are analysing data that already carry lags. I am saying that the prices themselves, without any preprocessing, only the values of currency pairs in the point under consideration, should be transformed into a new (current) smoothed value.
1. The purpose of the article is to demonstrate one of the approaches to work with streaming data. In a cluster, filters are combined not to determine the signal, but to track, if I may say so, changes in the characteristics of non-stationary series and to form probable values of the signal. Not only lagging indicators can be used as filters, but also all those that are not lagging, but are redrawn. Or various transformations, for example, wavelet transform. The signal itself is determined at the very last moment (see the scheme).
2. The very little theoretical background is given at the very beginning of the paper.
3. There is no subjectivism of the author. Reread the article from the section "The effect of leading smoothing". Watch the video. Full objectivism. You can try it all yourself after the publication of GMomentum_test.
And in short - all the valuable information on the topic is in the indicator waiting for publication on the Market.
That is - It's all in cipher(c) Julian Semyonov, Seventeen Moments of Spring.
Maybe I am wrong, but it seems that you are the first who illustrates the article with compiled MQL code.
.
And in short - all the valuable information on the topic is in the indicator waiting to be published on the Market.
That is - It's all in cipher(c) Julian Semyonov, Seventeen Moments of Spring.
Maybe I am wrong, but it seems that you are the first to illustrate the article with compiled MQL code.
.
A set of science-like words with absolutely no meaning. Where are the clusters? Where are the likely future values?
The article, in my opinion of course, is the result of advertising tricks used by internet sellers. This is when in the title or in the body of the article are used words unrelated to the content of the article itself in the hope that the reader (or search engine) hooked on them will pull up this article as a search result. On the Internet, you just skip these ... I don't even know what to call them. And here on a once serious resource and such a "masterpiece".
Methaquots! Awww!
Does anyone read this nonsense beforehand? The drawn squares ("Clusters") smoothly turn into averages, after which there is a probabilistic prediction of the price(!?). Bollocks.
The forum has already turned due to lack of moderation into a dump, in which it has become impossible to find few sensible thoughts. And with such opuses you can turn the Articles section into a rubbish dump.
Too bad you are losing credibility.
A set of science-like words with absolutely no meaning.....
A set of science-like words with absolutely no meaning. Where are the clusters? Where are the likely future values?
After your criticism, I reread the article again and realised that you are very wrong.
The author of the filter was not only able to explain his development in an accessible way, but also to provide visual clips of how it works.
And I must say it looks very impressive, if the opening will be 1-2 bars earlier (at least according to the MAs), it will be a big + to the profit.
Lizar: it turns out that this filter can be attached to any indicator?
Lizar: So this filter can be attached to any indicator?