Our Masha! - page 6
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OK, alpha or betta,-)
It has the name alpha-betta filter, because there are two parameters. In your terms, alpha is for "smoothness", betta for "lag".
But there's also a consideration for noise.
It doesn't look smooth.
No problem!
Just add to our functional the term responsible for smoothness of the second derivative of our Masha,
S=w1*(X-Y)^2+w2*(Y[i]-Y[i-1])^2+ w3*{(Y[i]-Y[i-1])-( Y[i-1]-Y[i-2] )}^2 -w4*{(Y[i]-Y[i-1])*(X[i]-X[i-1])}^2-->min
Take the derivative from it, equate it to zero and you get a recurrent expression for a super-duper profitable and smooth mesh, all at the same time!
Oh, great!
It doesn't matter that it's not exactly smooth, the main thing is that it worked, and that's what trading at extremes should give the maximum rate of profit growth (with all the caveats mentioned above). Vinin, I would like to send the MTS-file as well to test the MAKS.
It's overdrawing. Yes?
The MTS-cou is not so fast. I'm not capable of it yet (temporarily).
To verify the dependence on the calculated history depth I've added a limitation on the number of bars to be calculated. I did not notice any difference in rendering. The coefficient should not be larger (than 0.25).
Neutron, where you going?
Uh-oh! I'm going for a beer.
Screw this market. It'll take you a while to earn a beer.
I'm kind of embarrassed, but I have to report that on EURUSD M1 the Ideal_MA 0.02 is exactly the same as the MA 50 Smoothed Close.
Yes, the difference between SMMA(N) and an ideal 1/N ratio waving is almost identical. The difference is almost invisible (although there is one).
Oh, great!
It doesn't matter that it's not exactly smooth, the main thing is that it worked, and that's what trading at extremes should give the maximum rate of profit growth (with all the caveats mentioned above). Vinin, why don't you provide us with the MTS for testing the MAKS?
By the way, note that extrema occur exactly at intersections of the kotir with the MA. The requirement of this intersection from books on technical analysis comes to mind... It's all interesting.
Ok, alpha or betta.)
He's redrawing. Yes?Recalculation of the latest data is always present, because the MAHA always implies displaying total values, one can only assume the present values, but in the complex of data this assumption may constitute a correct direction...
The whole trick is that any super-duper swing can be matched closely with an SMA or EMA counterpart, just with a smaller period. For example, Jurik with a period of 10 and a phase of +100 almost replicates EMA4 or SMA5. Yes, Jurik is smoother - but that smoothness will not give a dramatically higher profit. In order to make a really different MA, you need to make a MA that goes ahead of the market - that is, predicts it. Then yes, we will not find an analog to it among existing MAs. All known to us МАшекшек go behind the market as consider the data from the past (history), and not from the future and varying the period of the MAH, you can always plus or minus fit one to another - the difference will not be substantial (the effect on the profit - minimal) ..... But the MAH that will go before the market and predict - how to make it? .....))))