Either I was blind or it was like that before - moving averages - page 6

 
Zhunko:
But there is inertia.

There is inertia without regard to the indicator =), whether it's a mashka 'goat', a 'flea' or this.
 
ZZZEROXXX:

But you wouldn't deny that the result depends on the periods of the incoming taps and on the starting point, would you?

I would not deny the dependence on the periods of the taps. But only the dependence of the appearance of indicator lines, not the result of their addition. The addition result is always an exact copy of the price chart (at close prices). The filters' task is to decompose the price into components, which are predicted with a sufficiently high probability. In other words, it is to separate its own predictable price fluctuations from unpredictable external influences on it.

I hope you understand that I'm working with more serious indicators myself. It was just a demonstration of what can be done with two dummies. But that doesn't mean that this is the way to do it. You don't have to use obsolete MAs when there are good filters available. You don't have to use only 2 filters, use 100. You just need to correctly make a meaningful combination of them.

E.g.

Or this one

You can use any of them if you like.

"The market will change" - you will just look at other lines

 
AlexeyFX:

I hope you realise, too, that I work with more serious indicators myself. It was just a demonstration of what can be done with two wipers. But that does not mean that this is the way to do it. You don't have to use obsolete MAs when there are good filters available. You don't have to use only 2 filters, use 100. You just need to assemble the right combination of them.

"Market will change" - just look at other lines

Of course I understand, I guess there are just more "fuzzy" lines and you choose the most "profitable" of them, or not even fuzzy at all, but some kind of Fourier. The pictures are beautiful, nothing to say. About the combination I need to think how to assemble it from 100 lines. Thanks for the enlightenment. The question of choice of parameters remains.
 

Well, I also have a market generator - it's great - it shows future prices by volume )

 
Mixon777:

Well, I also have a market generator - it's great - it shows future prices by volume )

... and we dream of grass, grass by the house. Green, green grass...
 
tara:
... and we dream of grass, grass by the house. Green, green grass...
Yep, identical grass in both of the topicstarter's threads, but with different interpretations.
 
Mixon777:

Well, I also have a market generator - it's great - it shows future prices by volume )


I remember, more than half a year ago at Alpari the volumes were equal to the number of ticks - at night on M5 for one bar they had 1-2 ticks, now they have 30-70 ticks. There are a million variants why it was like that and why it has become like that! The essence of my post - forget about volumes in Forex (nobody knows them, at most on one trading floor, CME is an example), and the volumes in MT - self-deception and not more, especially if you consider that the history is periodically auto-pumped ;)
 
IgorM:

I remember that just over half a year ago at Alpari the volumes were equal to the number of ticks - at night on M5 one bar had 1-2 ticks, now it's 30-70 ticks. There are a million variants why it was like that and why it has become like that! The essence of my post - forget about volumes in Forex (nobody knows them, at most on one trading floor, CME is an example), and the volumes in MT - self-deception and not more, especially if you consider that the history is periodically auto-pumped ;)

A very wise conclusion and an accurate observation.

Although many people are chiselled that there is a connection and almost 1, so feel free to use...

;)

 
ZZZEROXXX:
There is still the question of the choice of parameters.


There should not be such an issue. If there is one, it means there is a misunderstanding. Then the next question may be an Expert Advisor (the only advantage - does not sleep, otherwise it is worse than the live trader), and then the optimization of its parameters (matching the history), and then the "market change" (which inevitably occurs sooner or later). Everything ends up with a full-blown walrus stake or losing most of the deposit and long meaningless arguments about money management such as "always trade with the smallest possible lot with any amount of money in your account", about psychology, volatility and unpredictability of the market.

There is another option. Take a lot of filters (at least wizards) with different parameters. I have buttons with numbers from 2 to 256 - these are filters, which can be roughly considered analogous to wipes from 3 to 257. I can add a couple more up to 1024, but this only fits in the monitor when the graph is maximally compressed in time. Instead of degrees of two, you could take a Fibonacci series or something else. Once you understand how the filter works, one look is enough to know what to look at and what can be removed from the screen. "The market will change - other filters will work. The changes can be seen in real time, not after a drain.

 
AlexeyFX:


Once you understand how the filter works, one look is enough to know what to look at and what can be removed from the screen.

In the top post on this page, at the very top figure, there are a bunch of lines, how do you determine which ones to work by? HPF, BPF, MF are also filters? HPF is the high frequency one I guess, but the other two?
Reason: