Adaptive digital filters - page 40
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FreeLance, you have posted a stats from his account which is going up. And not bad for such a statistical system. Yes, there are down sections. But it's up. And there are just not enough trades for statistics yet. But if you approximate it in a straight line, it's definitely going up. But you have the nerve to call it a "bump". Hmm. I won't even comment on it.
Alsu, are you having an exacerbation? What makes you think that I am Michael Andreyevich? Never have been.
Mikhail Andreyevich is FreeLance, who doesn't know that, for fuck's sake...
mikfor, read the post more carefully. You can see that alsu is not talking to you.
Mihail Andreevich - it's FreeLance, who doesn't know it, for fuck's sake...
mikfor, read the post more carefully. You can see there that alsu is not talking to you.
Thanks, Alexei, for the introduction. :)
By the way, on the demo, and during such a wonderful period - nimble non redrawing wipers "earn" quite well...
;)
By the way, thanks to Mais I found useful links
Y.P. Lukashin. "Adaptive methods of short-term time series forecasting".
Broken down into 6 parts, continued here:
part 2 part 3 part 4 part 5 part 6
Yes, thank you, I downloaded it. Let's have a look.
Yes and there's a very decent curve on onyx.
Yes, thank you, I downloaded it. Let's have a look.
If there are specific questions I think it's useful to contact the author of the book
http://www.imemo.ru/df/struct/lid/561.htm
Gentlemen, what is this Filter that the author shows in his video? - https://www.youtube.com/watch?v=CVmIorjbCGs
Have you ever thought that perhaps you should not go down the path of SAVING, but down the path of PRICE SAVING?
In other words use not Adaptive Smoothing, but Adaptive Noise Reduction (COPRESSION) - that is, VERTICAL price compression.
Adaptive Noise Reduction video - https://www.youtube.com/watch?v=6eqfFYqR6lA
At 6 minute 36 seconds the author of the video says: "The higher the Offset Parameter and the lower the Reduction Parameter, the stronger the Noise Reduction will be".
Let's take the algorithm of this Audio Adaptive Noise Reduction - rewrite it in MQL - replace the Audio Data with Price Data (Price Close) - and the output will be an Adaptive Noise Reduction Filter (CoPressor) for Price
By the way, thanks to Mais, useful links have been discovered
Y.P. Lukashin. "Adaptive methods for short-term time series forecasting".
Creepy. And it's sitting on my shelf. I can't bear to throw it away.
Gentlemen, what is this Filter that the author shows in his video? - https://www.youtube.com/watch?v=CVmIorjbCGs
Have you ever thought that perhaps you should not go down the path of SLEEPING, but down the path of PRICE SLEEPING?
In other words, do not use Adaptive Smoothing, but Adaptive Noise Damping (COPRESSION) - that is, VERTICAL price compression.
Adaptive Noise Reduction video - https://www.youtube.com/watch?v=6eqfFYqR6lA
At 6 minute 36 seconds the author of the video says: "The higher the Offset Parameter and the lower the Reduction Parameter, the stronger the Noise Reduction will be".
Let's take the algorithm of this Audio Adaptive Noise Reduction - rewrite it in MQL - replace the Audio Data with Price Data (Price Close) - and the output will be an Adaptive Noise Reduction Filter (CoPressor) for Price
Filter it out to your heart's content:
- https://www.mql5.com/en/code/22679
- https://www.mql5.com/en/code/22677
- https://www.mql5.com/en/code/22676
- take the full ema formula.
- take hma and dynamically change method coefficients and order.
- take mama, it is like hma, only with a different kind of methodology (like for the smart ones).
For audio(instruments) and voice there are known patterns from which you can recover/re-create a signal similar to the original, with 0 noise in it. For price series the only known pattern is trend/trend, and when it starts to emerge and end is a surprise. From some bearded looseness for something if the signal to noise ratio > 3:1 then all is well. Accordingly, if you transfer this to prices, a day range of 90p(900pp) should be able to take 30p(300pp), but a day range of 30p(300pp) would already be a lottery.
"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.
"Let's say 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 doesn't 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 in the middle for 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 came 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 it possesses all its properties in terms of trading.
The funny thing is that cause and effect are connected exclusively from left to right! It's the PRICE that's primary and it's not going anywhere ). You just have to understand this philosophy and life will be easy and simple.