Adaptive digital filters - page 36
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
read the page http://forextechnologies.ru/for/viewtopic.php?f=55&t=83 there are pictures demonstrating no lag, and comments from smart people. i've been really interested in this topic for a long time, although i'm not welcome on that forum.
Haven't all your clones been permanently banned there yet?
As I understand it, the author of the "five non-tardies", the last one you slipped us here, is also your alter ego?
Therefore, it would seem that if at time t0, if the price, say, is greater than the corresponding point of some SMA by 100 pips, and we sell with TP=SL=100 pips, then we should be at an average for a large number of similar trades, we should be at a profit. This is a brilliant and brilliantly simple trading system. It essentially tells us that price tends to the average. But it certainly doesn't work. Because the SMA is LATER. And the value of the SMA in the bar is giving us OLD information.
What's the holdup got to do with it, for fuck's sake? We're looking in the wrong place for the enemy. It hasn't done anyone any harm yet, this lag. But it is no more difficult to check the system on dream machines without lag (with a glimpse into the future), than to wet two fingers. And it will not be profitable, there is nothing to hope for. That's why I wonder: who needs it, this smooth filter without lag?
And that's not the problem with this "brilliantly simple" system at all. It's something similar to statarbitrage, only on one instrument. The problem here is to buy a wizard. But in order to buy it, you have to wait for a whole period. And while you accumulate it, the situation will change, and the spread between the price and the wave will disappear.
"Why do you need one, mikfor? Well, let's say you already have one, and even Jurik is smoking on the sidelines. How would you use it?"
I'm not a fan of mais, because I've observed him on other forums as well.
"Suppose we have a price chart. And a long-period moving average, the SMA. Consider some time interval, say a day. It is obvious that the standard deviation of the mean square deviation of the original price chart is larger than that of the corresponding SMA. In other words, the SMA is "smoother". In other words, if at any time there is a difference between the price chart and the SMA, it is MORE ORDERLY that most of it will be eliminated in the future by bringing the PRICE to the SMA rather than the SMA to the price. Simply because the SMA does not know how to run at the same speed as price. A long-period SMA can change quite slowly, by definition, by its very nature.
Therefore, it would seem that if at time t0, if price is, say, 100 pips greater than the corresponding point of some SMA, and we sell with TP=SL=100 pips, then we should be at an average profit over a large number of similar trades. This is a brilliant and brilliantly simple trading system. It essentially tells us that price tends to the average. But it certainly doesn't work. Because the SMA is LATER. And the value of the SMA in the bar gives us already OLD information.
That's if we had a REAL (and non redrawing) filter, then we could implement this simple and obvious strategy on a grand scale."
i share. for i myself have come to similar thoughts. and i thought about it long time. by the way, i recommend to look there again. it seems that people understood that created an index IS NOT a non lagging non re-drawing filter, but in terms of trade it possesses all its properties.
Proud of such a teacher!
;)
And that's not the problem with this system at all. It's something similar to statarbitrage, only on one instrument. The problem here is to buy a waving machine. But to buy it, you have to wait for a whole period. And while you accumulate it, the situation will change, and the spread between the price and the wave will disappear.
Why do you need a masha by the thigh when you can grab the price for the shaggy one?
))))
я не поклонник mais'a
... I am him!
no :) - This is relative of course - but there is a TS - or rather a lot management system when both buying and selling at the same time can pull everything to the upside...
---
Imagine two traders - one has only Longs, the other only Shorts allowed and they have the same tool... (they don't know each other)
and there is a TS where they can earn... does it not make sense?
----
Because it makes no sense to buy and sell yourself at the same time.
Sometimes it doesn't.
if, for example, you are expecting volatility to increase (without drifting down) at conditional zero?
Can you foresee a "better" buy or sell?
;)
hrenfx: Ага, а если МА-шку реализовать через текущие цены других фин. инструментов. То можно будет и МА-шку купить...
Oops, don't even know how yet.