Which mash-ups are the best to cross? - page 4
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Right, of course: who's better - blondes or brunettes?
))) That's it!
Married alternately and with varying success (ending in the same way - defeat) to both.
Conclusion: You should not rely on something permanent (hair colour, for example), but on impulse motivation. Practical existentialism, in a word. Sartre rests.
===
And MA-i... It's like with a gap. Which one market condition, whose tail you take in filtering, is relevant to the next? Where is that rectangular window size, well where? )))
Pointless bazaar, sorry about that...
I.e. it's pointless in a sabre-crossing way.
MA_Method= 0: SMA - Simple Moving Average
// MA_Method= 1: EMA - Exponential Moving Average
// MA_Method= 2: Wilder - Wilder Exponential Moving Average
// MA_Method= 3: LWMA - Linear Weighted Moving Average
// MA_Method= 4: SineWMA - Sine Weighted Moving Average
// MA_Method= 5: TriMA - Triangular Moving Average
// MA_Method= 6: LSMA - Least Square Moving Average (or EPMA, Linear Regression Line)
// MA_Method= 7: SMMA - Smoothed Moving Average
// MA_Method= 8: HMA - Hull Moving Average by Alan Hull
// MA_Method= 9: ZeroLagEMA - Zero-Lag Exponential Moving Average
// MA_Method=10: DEMA - Double Exponential Moving Average by Patrick Mulloy
// MA_Method=11: T3 - T3 by T.Tillson
// MA_Method=12: ITrend - Instantaneous Trendline by J.Ehlers
// MA_Method=13: Median - Moving Median
// MA_Method=14: GeoMean - Geometric Mean
// MA_Method=15: REMA - Regularized EMA by Chris Satchwell
// MA_Method=16: ILRS - Integral of Linear Regression Slope
// MA_Method=17: IE/2 - Combination of LSMA and ILRS
does anyone have an EA on a cross with all of these?
MA_Method= 0: SMA - Simple Moving Average
// MA_Method= 1: EMA - Exponential Moving Average
// MA_Method= 2: Wilder - Wilder Exponential Moving Average
// MA_Method= 3: LWMA - Linear Weighted Moving Average
// MA_Method= 4: SineWMA - Sine Weighted Moving Average
// MA_Method= 5: TriMA - Triangular Moving Average
// MA_Method= 6: LSMA - Least Square Moving Average (or EPMA, Linear Regression Line)
// MA_Method= 7: SMMA - Smoothed Moving Average
// MA_Method= 8: HMA - Hull Moving Average by Alan Hull
// MA_Method= 9: ZeroLagEMA - Zero-Lag Exponential Moving Average
// MA_Method=10: DEMA - Double Exponential Moving Average by Patrick Mulloy
// MA_Method=11: T3 - T3 by T.Tillson
// MA_Method=12: ITrend - Instantaneous Trendline by J.Ehlers
// MA_Method=13: Median - Moving Median
// MA_Method=14: GeoMean - Geometric Mean
// MA_Method=15: REMA - Regularized EMA by Chris Satchwell
// MA_Method=16: ILRS - Integral of Linear Regression Slope
// MA_Method=17: IE/2 - Combination of LSMA and ILRS
does anyone have an EA on a cross with all of these?
Enough with the crossing of mash-ups, and crossing anything, Peter said it in the post above (I wondered what he had said for a long time).
It's like a gap. What is one market condition
http://www.priceactionfx.ru/2010/12/blog-post_15.html
Why do I write about gaps so often? Why do I think gaps are such an important part of Extended Learning Track (XLT)? Simply because gaps are the most obvious way to identify a rookie speculator in the market. Remember, if you can't identify a rookie, consistently losing trader in the market, it's probably you. It's just like when playing poker. If you sit down at a table and can't quickly figure out who is going to leave money on the table that night, it's probably you.
As for Monday night gaps, even at Forex, are very effective. I checked it, the only problem is that brokers who are open on GEP widen the spread, and not every Monday is a tangible price jump - sometimes you spend a couple of weeks "working at the computer till night", but there is no effect (((
http://www.kroufr.ru/forum/index.php/topic,8267.0.html, but the MA MA slope angle is important, in fact MAs are used for drawing trend lines
The contradiction would have occurred if there had not been a lag!
In that case, any extrapolation of a smooth MA one step ahead will allow predicting the future, including for random VR, and the latter is impossible due to violation of the law of causality. Thus, lagging in any MA is inevitable (unless, of course, we believe in the absence of Magic).Sergey, this is from a lack of understanding of what a filter is.
I use the periodicity and inertia properties of the spectrum. I obtain quite good BP forecasting. Enough for trading.
Let alone reducing non-stationarity to quasi-stationarity. It's a very sweet subject... :-))
http://www.priceactionfx.ru/2010/12/blog-post_15.html
the angle of the MA is important, in fact MAs are used to draw trend lines
See.
Let the prediction accuracy one step ahead q=0.1, then, for i=2 Q=0.1*0.1=q^2....
That's not how you really do it.
... And are they happy with Stochastic....
... And whether Stochastic is happy with them....