Dynamic periods for indicators - page 2
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And the simple approach I described can be applied to anything with sampling length. If you need something more complicated, there is a special control indicator - MsterSlave (see in the base).
The period, generally speaking, is a discrete value. This is not very convenient, and for the dynamic adaptation (imho) is not suitable at all.
From this point of view, it is better to select the indicators that allow making the adaptation continuous.
For instance, SMA is not suitable for that purpose, while EMA is.
Период, вообще говоря, дискретная величина. Это не очень удобно, а для динамической адаптации (имхо) вообще не подходит.
С этой точки зрения лучше выбирать такие индикаторы, которые позволяют сделать адаптацию непрерывной.
Например, SMA для этого не подходит, а ЕМА подходит вполне.
What do you call 'continuous adaptation'?
Perhaps what you mean by continuous is that only the pre-value is involved in the EMA. But this is a private case.
Here are, for example, two MAs: the red one is the SMA and the blue one is the EMA. The principle of adaptation is the same and is described above. The periods (or the reduced period for the EMA) vary from 3 to 111 (lower sub-window). Naturally with SMA the whole sample is recalculated, with EMA only the weighting factor of the new k-value and the feedback (1-k) for the previous EMA bar is recalculated from the other coefficient. Of course, I am aware of the fact that if you use iMA for EMA, it will be recalculated over the entire history if you change the period dynamically. To avoid this, a built-in calculation is used.
Yes... it's not all that useful for fundamental reasons anyway. Better than nothing though...
Моя последняя разработка )))
well, there's another thread for such posts ;)
Here I would not like to brag about the results, but to discuss possible ways of achieving them
well, there's another thread for such posts ;)
here we want to discuss possible ways of getting results, not to brag about them.
I will add. with "predictions" - here - https://www.mql5.com/ru/forum/120287
Два классических пороговых ЗЗ. Синий - с жестким порогом в 10 пп., фиолетовый - с динамическим порогом
Well, that's just a great illustration! the absolutely obvious (to the human eye and mind) pokes of blue zZ are removed by "automatic" application of dynamics. i.e. the idea is right :)
ну для таких постов есть другая ветка ;)
здесь бы хотелось не похватстаться результатами, а обсудить возможные пути их получения
It's just that the indicator isn't ready yet. ))) Only two lines have been implemented and 8 are expected. ))) Talk to you later. )))
Well, what a great illustration! the completely obvious (to the human eye and mind) pokes of the blue zZ are removed by the "automatic" application of the dynamics. so, the idea is correct :)
For the aesthete trader blue ZZ is better, but more money? I have an idea for a long time: when a new bar arrives, optimise the TS and then solve the position issue. I have had this idea for a long time: with the arrival of a new bar we optimize TS, and then solve the issue with the position. We should do the same at every bar (or n-bars). Will it be an adaptive TS? I would like to see the opinion.
Для эстетствующего трейдера синий ЗЗ лучше, а денег больше стало?. Адаптировать нужно ТС а не параметры настройки индикаторов. У меня давно такая идея: с приходом нового бара оптимизируем ТС, а затем решаем вопрос с позицией. И так на каждом баре (или n-барах). Будет ли это адаптивной ТС? Хотелось бы увидеть мнение.))) That's what we're talking about.
Another thing is that indicators are developed for a very specific purpose - to display the desired state of the market, which is further used in the TS. In this case, the goal was to find an adequate channel for a breakout TS.
I have created so many indicators of that type in so many years that I can't even remember them. I can tell you one thing - there is no "grail" here. Better, yes, but not fundamental. Within the framework of general hopelessness.)) Anyway, it's been two years since I practically did it. So... Transferred some of my old ones to MT from Metas and Omegas.
In short, as was put by the topicstarter sub, and tried to answer. Although with ZZ gone a little sideways - there is no din.period (there is a threshold). And auto-optimization of EAs is, you know, quite a different topic.
If you answer the question, and if it even makes sense, then, I repeat, - yes, but we should not count on a dramatic improvement. IMHO, within the time-frame price series paradigm it is unrealistic.