Our Masha! - page 9

 
Prival писал(а) >>

Just do it, program it like Vinin did. You're right not to take your word for it. Do it and you'll see. Maybe another illusion will disappear.

I don't get it.

I just sat in the MT terminal on the 1-minute chart with the МА scheme attached (the one in the file posted by me) and I haven't seen a single re-draw for 8 minutes! Sergey, is this not practical proof? What else do you need? Why would I need to program like Vinin - to see the peri-drawing? Well, let Victor sort it out if there are possible problems. In short, I don't understand you completely, especially about the illusion...

 
Neutron >> :
...

Let us formulate the basic requirements that such a smooth curve must satisfy:

1. proximity to the original BP. This is understandable - we should not draw the MA on the moon.

2. Smoothness. It must not produce "false signals".

3. The Equity curve, which will be made up of chopped from the initial BP (arrow to arrow), should be increasing.

If this is all, we can begin to construct a functional, which minimization will allow to get a recursive digital low pass filter that is optimal in terms of speed of growth of balance on the account, for TS working on its signals.

Suggestions/additions are accepted!

P.S. The idea belongs to me and Korey. Here are the outlines.


Seryoga, the best professionals are working on your Technical Assignment! There is already the first prototype of your "Masha":



Here is more details: http://www.magic-shop.ru/?action=product_view&id=1358


Great quality result!!!

 
grasn писал(а) >>

Seryoga, the best professionals are working on your Technical Assignment! There is already a first prototype of your "Masha":

Here are the details: http://www.magic-shop.ru/?action=product_view&id=1358

Great quality result!!!

And well done... what a billion dollars: \|/

 
nen >> :
And they're doing a good job.

>> let's see...

 
Who fucked off?
 
Korey >> :
>> who fucked off?

>> why did you fuck off?

 
really undercooked, ...these pallets are made of unplanked wood))
 
Korey >>:
действительно недоклаЛ, ...эти поддоны из неструганной древесины))

Thinking surely on a global scale, like our beloved mathematicians Petka and Vasily Ivanovich, the uncut pallets in this neat pile are perhaps the most valuable thing. On them, at least, the next stack of uncoloured paper - i.e. the next billion printed.

:о)

 

Here is another, as it seems to me, interesting variant of Super-smooth MA:

The functional can be constructed based on the requirement of closeness of the MA to the quotient and smoothness of its second derivative, this automatically implies also smoothness of the first derivative (upper equation). Then, the recurrence expression for this LPF looks quite simple (lower equality). It can be seen in Fig. that the MA is very smooth (w=0.1) and almost does not lag (does not redraw). Admittedly, I didn't expect such beauty and ease from our MA!

Files:
 

great filter! now compensate for the phase shift, overlap and subtract each other...

Reason: