Author's dialogue. Alexander Smirnov. - page 17

 
ASmirnoff писал (а): Аналогично сами find m'=8 at the same values of "clauses".

Alexander, please post the calculation scheme similar to the one in the article, but with m'=8. Together with the control calculation. I am not burdened by inductive thinking, the word "analogous" is understandable to me only when the algorithm of transition from one parameter to another is clear, so the way of generalization of the scheme from m'=4 to m'=8 and further is still a mystery to me.

The attempt to translate the algorithm into MQL4 was implemented by zigan and Vinin, so not everyone is a chatterbox...

С1 is the first bar of the first analysis window, С4 is the last bar at which the CCC value is set, i.e. Q8. Then as in MA, C1 is discarded and C5 is added.

And finally, please clarify which bar is the last one in time: C1 or C4? Judging by your comment, it is C1. Is it so? Then why does CCC, according to you, correspond to bar C4?

At least out of a sense of patriotism.

Kind of strange to hear this from someone who has previously claimed to be a citizen of another state...

 
ASmirnoff:
Integer:

Pay for the work, and I'll gut all the JMA code and break down the algorithm for you.

I gave you my JMA algorithm for free, so at least out of patriotism you shouldn't ask for payment for Jurik's algorithm. I don't need it at all. But I want to "shoe a flea" as the Russian craftsman Lefty did in his time. And no more.

Is it possible that even the magazine did not pay you an honorarium? The pdf article was provided not by you, but by Neutron. It's free, but what can I do? I don't have a subscription to the magazine; I wouldn't mind subscribing, but I live in Russia, not Moscow.
 
According to the Omega code from the article provided by Neutron.
Files:
 

I would not call it particularly smooth. With m=8, m_=2 (right?) I did not find any significant difference from EMA(2). Not to mention m=4, m_=2. Well yes, EMA(2) always lags no more than a bar :).

Increasing both m parameters simply increases the underlap without changing the lag. Another wrong implementation, ASmirnoff? Picture (parameters 8,2; indicator shown in blue and EMA(2) in navy):

P.S. My opinion expressed earlier has not changed in any way so far:

Mathemat 01.02.2008 14:58

An analysis of the circuit formulas shows that the result (Q8) is линейная комбинация четырех цен закрытия с фиксированными коэффициентами, which is rather complexly dependent on alpha (whose sum is 1, of course). Of course, there is no redrawing here.

But there is no mysticism here either, for everything is linear. Linear filters with fixed k-values and window width can in no way be adaptive and are not like Djurica. Either the author is deliberately leaving something out.

 

to Mathemat

SMA 1 (period=1) HLCC/4 have you tried it?

 
Integer:
.. No subscription to the magazine, I wouldn't mind subscribing, but I live in Russia, not Moscow.
There's a sale point on the website, at Belorusskaya metro station. I looked all over there a year ago and could not find it. They haven't even heard of the magazine :-)
 

Yep, Korey, brilliant: the lag is practically zero at all. So, Mr Smirnoff, we beat your congenial CCC...

2 Prival: there was such a magazine, I'm sure there was. I've known Mr. Dyshlevsky personally since 1996. Thank him very much and he helped me a lot in the years when I had money problems. Thanks to him, in fact, I first turned my attention to finance (the Black-Scholes formula struck me).

 
ASmirnoff:

I think it's time to put a full stop to our dialogue. Your dialogue is not on a constructive path and I have no interest in pursuing it further. To my main question: What is the essence of Djuric's algorithm? (Or at least imagine the value of "clowzes" of 50-100 bars and reactions to them of the true Djuric algorithm, I have not received). I have explained my algorithm of CCC formation to you in detail.

Thank you all for your attention. The Earth is round - perhaps we will talk again sometime. Good luck to you and to "roughnecks" too.

P.S. Since the "CS" has ordered a long life, all my future articles will be published in the U.S..



It is strange as that. Or the man can not read or do not know how to answer questions. But we are not interested in it because we ask you questions and want to help, but you do not care. You just feed your ego.


You think the West will help you :-) . That must be from Twelve Chairs. Just make an experiment, see the button in the upper right corner of the en-green screen and put your post there, they will help you for sure :-).


I'm sorry for the time wasted on you and your "fantastically good" algorithm.

 
Mathemat:

Yep, Korey, brilliant: the lag is practically zero at all. So, Mr Smirnoff, we beat your congenial CCC...

2 Prival: there was such a magazine, I'm sure there was. I've known Mr. Dyshlevsky personally since 1996. Thank him very much and he helped me a lot in the years when I had money problems. Thanks to him, in fact, I first turned my attention to finance (the Black-Scholes formula struck me).


I know I was, I looked it up myself. There are good and interesting articles there, not all of them, but there are gems there. It's a shame that the magazine is all but dead.
 

to Mathemat

Then look at page 9 of this thread, I posted a screen there, I could get a complete match, the coefficient 0.8 to refine to 0.8071 for example.

Reason: