Discussion of article "Using the Kalman Filter for price direction prediction" - page 2

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Dmitriy Gizlyk:
The Expert Advisor works only at the opening of a candle. Therefore, it does not make two trades on one candle.

Nevertheless, it does. Literally three minutes between trades.

I can only say that during these three minutes I compiled the code in the editor.

 
repper:

Nevertheless, it is. Literally three minutes between trades.

I can only say that during these three minutes, I compiled the code in the editor.

After recompiling the code in the editor, the Expert Advisor is restarted in the terminal.

 
Dmitriy Gizlyk:

After recompiling the code in the editor, the EA is restarted in the terminal.

I know) The question is what led to two opposite solutions in one candle.
 
repper:
I know) The question is what led to two opposite decisions in one candle.

Because it (indicator) redraws the zero bar, at least for me.

 
Aleksey Vakhrushev:

Because it (indicator) redraws the zero bar, at least for me.

I don't quite understand, can you explain?

And I understand you have a similar case?

I would also add, right after recompilation EA opened a position, what prevented it from doing it before? A new bar was not added

 
Aleksey Vakhrushev:

Because it(indicator) redraws the zero bar, at least with me

What line do you have redraws us on the zero bar?
 
repper:
I don't quite understand, can you explain?

I understand you have a similar case?

I would also add, right after recompiling the EA opened a position, what prevented it from doing it before? A new bar was not added.

The Expert Advisor is built for the example of technology work. In the given example, the autoregressive function is located once when the EA is launched. For real use it should be recalculated periodically. In addition, for normal operation at restart, I would tie the calculation of the autoregressive function to the beginning of the day or the beginning of the week.
Judging by the described situation, I can assume that there were candles between the first start and restart of the EA. As a result, different autoregressive functions were calculated, which resulted in different forecast movements.
 
 

Hello.

In discussion of the work, you can refer to Arbitration at this link:


 
Aleksey Vakhrushev:

I repeat, red line was redrawn at 0 bar, maybe it should be so, I can send you a screenshot in the evening, I was watching on the minutes

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