1st and 2nd derivatives of the MACD - page 44
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Redrawing
We didn't know! Really? What's new?
OK, let it be overdrawn, no big deal. If we impose some requirements on it, it may become quite innocent. Suppose the derivative on the zero bar changes minimally, everything else to the left (history) may burn, do not care about it. Even let the filter value on the zero bar jump as much as it wants. The main thing is the fucking derivative; it's not even the derivative, just its sign!
AlexeyFX, is that what you're getting at?
That's what I tried to do. Changed different filter parameters, got a better fit to the sample. But I didn't see any advantages over the TA analogue - purely at the level of retouching. Both TA and filters don't work at all. Hodrick-Prescott filter has weak relation to quoting. I wrote an article about it
I read the article diagonally. What can I say... The conclusion is particularly pleasing. There is another proof of non-stationarity of financial data. Wasn't there enough previous proof? It would be better if somebody proves that non-stationarity can somehow interfere with successful trading: I don't really believe it. And of course the filters don't work again. What do you mean? Don't they filter? It seems that they do... You probably don't know where to attach them, well, that's another question. The fact that the standard approach to building trading systems based on indicators does not really work does not need any proof in my opinion.
I read the article diagonally. What can I say... The conclusion is particularly pleasing. There is another proof of non-stationarity of financial data. Wasn't there enough previous proof? It would be better if somebody proves that non-stationarity can somehow interfere with successful trading: I don't really believe it. And of course the filters don't work again. What do you mean? Don't they filter? It seems that they do... You probably don't know where to attach them, well, that's another question. The fact that the standard approach to building trading systems based on indicators does not really work does not need any proof in my opinion.
Euro today
it looks like you have a typical case of artificial spikes to knock out a certain group of lucky traders on the stop.
In a couple of days/weeks the studs will be removed.
OK, let it be redrawn, no big deal. If you impose some requirements on it, it can become quite innocent. Well, let's say, let the derivative on the zero bar change minimally, and let everything else to the left (history) burn, don't care about it. Even let the filter value on the zero bar jump as much as it wants. The main thing is the fucking derivative; it's not even the derivative, but only its sign!
AlexeyFX, is this what you're getting at?
Maybe there's something in it too, I don't know... I don't dabble in derivatives.
And again about the redraw.
Up to the 1st red line(100 bars) no one will notice it. Up to the 2nd line(150 bars), in case of future strong fluctuations, if one strains one's eyes very hard, one may notice a slight overcorrection. Minimal re-drawing can be seen up to the 3rd line. But you cannot shift it further, at the last bars the filter will fly like a broom...
...or can it? Or even necessary?
All right, that's enough for now, we'll tell you the whole grail.
There's a Hedrick-Prescott filter and it doesn't work because it doesn't solve any problems
A filter is a tool just like regression, neural networks, etc. Just because they don't work for some people doesn't mean they aren't needed.
AlexeyFX: Все, хватит пока
Well, that's about as much as I imagined. Don't care about the past, it's the present that counts!
I have long suspected that redrawing is not as bad as it sounds.
Well, that's about as much as I imagined. I don't care about the past, it's the present that counts!
I've long suspected that redrawing is not as bad as you make it out to be.Well, that's about as much as I imagined. I don't care about the past, I care about the present!
I've long suspected that redrawing is far from the scary devil it's made out to be.
Finally. If you add to this that we're interested in the next bar outside the sample and not a bar at all, but only a sign, then don't care about the turbulent life before that at all.
Long live a bright future, long live communism.
I've written about it a few times about redrawing and have been mercilessly branded by TA connoisseurs, but here it's just a balm for the soul, I can't stop myself ........