Adaptive digital filters - page 29
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Colleagues, what do you think of the application http://forextechnologies.ru/for/viewtopic.php?f=55&t=83&p=1787
I already raised this question here before. But then the author only said that he WANTED such a filter. And now he has created it.
You can clearly see in the picture that the turkey is slightly behind.
Why do you think so? It is impossible to see these things by eye. You need to test with input signal of different frequencies and see the response. Then there will be a graph of the lag as a function of the frequency of the signal (sine wave) at the input. I would like to see such for that indicator. For example, the SMA gives the same lag at all frequencies. But the half-sum of two multi-period SMAs will already give different lags at different frequencies. And there's nothing to do "by eye". "Besides, his system sucks and is built on the wrong principle" - well, there is nothing to comment on here.
Black boxes can deliberately and unintentionally look into the future.
You can clearly see in the picture that the turkey is slightly behind.
Why do you think so? It is impossible to see these things by eye. You need to test with input signal of different frequencies and see the response. Then there will be a graph of the lag as a function of the frequency of the signal (sine wave) at the input. I would like to see such for that indicator. For example, the SMA gives the same lag at all frequencies. But the half-sum of two multi-period SMAs will already give different lags at different frequencies. And there's nothing to do "by eye". "Besides, his system sucks, it is built on the wrong principle" - well, there is nothing even to comment here.
1. Trust me, after the hundredth "non-lagging" indicator written with your own hands you start to see the half-bar lag even with the side-eye. It is lagging.
2. The one you called a long sentence about sine waves is called Phase Frequency Response.
3. The FFC of a sum is equal to the sum of the FFC. Proved in the theory of linear filters.
4. You don't have to comment on this. Just sketch a system based on this principle, only to have it "peek" at the SMA value on the next bar. Make sure to drain the depo.
By the way
mikfor:
SMA gives the same lag at all frequencies
By the way
bullshit. Learn the basics.to alsu "nonsense. Learn the basics."
You should at least think with your brain before posting nonsense of cosmic scale. If the SMA(1) coincides with the chart itself, i.e. lag 0 (bars), then the SMA(3) has 1 bar lag and so on - the SMA(n) will have (n-1)/2 bars lag. Let's say the SMA(101) has a lag of 50 bars. At ALL frequencies, smart guy. But the half-sum of SMA(100) and SMA(102), though practically coinciding with SMA(101) will have a DIFFERENT lag at different frequencies but by "eye", even the difference between SMA(101) and the superposition of 0.5*SMA(100)+0.5*SMA(102) will not be noticeable, let alone describe by eye the difference in delay on EVERY complex (non-monochromatic) input signal.