Theorem on the intersection of two MAs - page 5
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For me, the perfect mash-up is the one that lags minimally behind the cotier and is as smooth as possible. You can't think of a better one! The function to minimize it is simple: (x[i]-y[i])^2+(y[i]-y[i-1])^2-->0
Solving it, we get a recursive expression for the ideal LPF. This will be the most delay-free and maximally smooth. Everything else is bogus.
To clarify, there is no random component in the initial formula. Noise. Corit does not come to us with exactness, but with an error of at least 4 digits. Therefore it must be taken into account.
If we take it into account, we should rewrite this functional as a system of stochastic differential equations. The best solution would be MNC = Kalman.
how do we use this in trading?
- sooner or later comes the moment of heuristics, the product of which is the TS
Our TS are semi-empirical, empirical, and of course heuristic, but in no way theoretical.
i.e. our TS are made at the level of Grandpa Michurin, and the judge of all this is some Strategy Tester.
A "certain" Strategy Tester is exactly "certain" to us due to the lack of transparency, documentation,
and the presence of a "well-built obstacle course".
Accordingly, from the lowest position of the MT4 constructor, i.e. from the position "below bottom" an attempt has been made to set a problem in the form of the theorem of the intersection of two MA,
It is that - an attempt, shows the poverty of constructing the TS (MT-4))))).
What is positive here is that the efforts of scientific thought at least in the formulation of the problem are already constructive
that there is a scientific proposal to reconsider the boundaries and importance of the stages of creation of the MTS.
Let's clarify the last thought, returning to practice.
for example, the Great Strategy Tester rejected the TC - what are the usual conclusions we usually come to? - All the source material is supposedly unsuitable for the TS.
It turns out that the results of the Strategy Tester are more significant than theoretical deductions.
and it is ostensibly correct at first sight, ostensibly practice has answered theory, and the consequent abortion of supposedly non-functional TS is supposedly justified.))
However, the Strategy Tester itself is the same theoretical model.
Where is the truth?
- If one works for oneself and not for a grant, the truth will be in the theorem of the intersection of the two MAs.
To clarify, there is no random component in the original formula. Noise. The corit does not come to us with an exact value, but with an error of at least 4 digits. Therefore it must be taken into account.
If we take it into account, we should rewrite this functional as a system of stochastic differential equations. The best solution would be ISC = Kalman.
Sergey, as I understand you are proposing to represent the kotir as a "true" smooth curve, which without shifts matches with the kotir, and some useless noise, from which we need to get rid, so that it does not distract from chopping CU dough. Then, the problem reduces to constructing a functional, which minimization will give some muve as close to the ideal curve as possible. Everything is fine, except for the fact that we know nothing about the properties of this ideal curve. What should we be aiming for when calculating its form? What is the ideal? We need a priori knowledge (the basis of Kalman's fidtr), and there is none!
I suggested that we shouldn't take on the function of the Creator and try to figure out where the boundary between "noise" and "useful signal" lies. By demanding proximity from Mashka and, if possible, tenderness (smoothness), we get the most ideal of Mashka. In my opinion, perfect and transparent.
I still can't get over the idea suggested by Korey - to build a perfect muv based on the conjunction: kotir-TC-equity-Mashka, which is built on minimizing the deviation of the score balance from a straight line... I wish I could build that!
- If you work for yourself and not for a grant, the truth will be in the intersection theorem of the two MAs.
I did some more poking around (in terms of mathematics) of the MA-Crossing-TC-optimizer bundle and came to the conclusion that it's essentially a poor bandpass filter that, when the optimizer starts, simply scans the kotier in search of dominant harmonics! That's the kind of veiled spectroanalyzer this crossing of the two Machs.
so as not to get false signals of price breakdown but close enough not to miss large areas of the trend on reversals.
If an MA is so good that it sits in the quotation noise, such MA is built up to an envelope or a channel, or its phase is shifted.
To clarify, there is no random component in the original formula. Noise. The corit does not come to us with an exact value, but with an error of at least 4 digits. Therefore it must be taken into account.
If we take it into account, we should rewrite this functional as a system of stochastic differential equations. The best solution would be MNC = Kalman.
That's what I thought - we have a system of stochastic diphires of the LA, we see a practical result - the LA sits tightly in the air. Glory to the world's best scientists and designers.
However, if you look closely - all the glory is held by gyroscopes, and without the world's best gyroscope the system of stochastic equations is nothing. Without a gyroscope, it would fly like plywood.
And what and where do we have a gyroscope in the trade?
I thought so - we have a system of stochastic diphires of the aircraft, we see the practical result - the aircraft sits tightly in the air. Glory to the world's best scientists and designers.
However, if you look closely - all the glory is held by gyroscopes, and without the world's best gyroscope the system of stochastic equations is nothing. Without a gyroscope, it would fly like plywood.
What and where do we have a gyroscope in the trade?
Ty, so if you find that very gyroscope, then the "stochastic difura system of the LA" would no longer make sense.
So I've done some reading, some thinking. There is an idea with hitting the right amplitude of the slips.
We take 2 last fractals as a base of one wave between crossings and first adjust them by offset and by parameter n bars so that they were as close as possible to fractal values by time and price using error parameter. When a new fractal appears, let's repeat the fitting.
What do you think?
I thought so - we have a system of stochastic diffusers LA, we see the practical result - the LA sits tightly in the air. Hail to the world's best scientists and designers.
However, if you look closely - all the glory is held by gyroscopes, and without the world's best gyroscope the system of stochastic equations is nothing. Without a gyroscope, it would fly like plywood.
What and where do we have a gyroscope in the trade?
It's good that we switched to LA (aircraft), it's closer and clearer to me :-). I'll try to draw an analogy with currency determination.
Gyroscopes, yes good, but they are not ideal. Because of the loss of frequency over time, they start to lie.
In order to find out where the aircraft is, additional calculation systems are used: glonass, radio altimeter, barometer, DSS (Doppler speed and drift angle meter), and so on. And they are bundled together, taking into account the errors of each of the measurement systems.
Now back to earth :-)
Where is the truth ?
Here is the figure of "true" and complexed EURUSD value (though, without taking into account measurement errors) indicator attached.
To which curve shall we minimize the function ?
I propose to the blue = complex. But.... No tick history, therefore
I'm afraid that not all possible errors have been taken into account in this indicator for real trading.
I.e. I need an indicator, that at any given time displays a complex rate of currency, and does not redraw (if the history is not changed).
Can someone help tweak the code? Thanks in advance.
Z.I. Before smoothing, you should always decide what you're smoothing and what you're smoothing=exactly.
I propose to blue = complex. But.... There is no tick story, so.