Optimal moving average - page 10
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Answer yourself a couple of riddles:
1. Do you have an algorithm for profitable trading based on these "Optimal MAs"?
2. And if you do, what is the mathematical problem of implementing them?
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Honestly? You don't seem to quite get where the point is.
The optimum MA is an elastic concept - in fact, a person needs MA that will be well-smoothed and at the same time fully repeat the course of the trend component - then take for yourself TMA with a period of 200 and enjoy both smoothness and repetition of trendiness - which in fact has a small drawback - the presence of re-shifting, which for you may be insignificant...
What is a trend component for you and how do you separate it from the non-trend component?
What is the trend component for you and how do you separate it from the non-trend component?
And no matter how you slice it, Mashka is the ratio of price to cut-off time).
You can't get anything new out of it.
Psi
And to combine combinations of Mashkas is a huge field.
And no matter how you slice it, Mashka is the ratio of price to cut-off time).
You can't get anything new out of it.
Psi
And to combine combinations of Mashkas is a huge field.
Once again, what prevents in attempts to compare these 2 disconnected notions. it is probably just necessary to define the notion of a trend, and to emphasize the alignment of sampling frequency.
О!
There is nothing to stop it, but first you need to understand if you are ready to create a method (Grail) from scratch, or if you prefer to make an automaton that works like a real person and can replace it.
Now, about the trend. As I see it, a trend is a tendency that the market does not want to break through a certain support/resistance line. The line doesn't have to be straight, but its current (active) part (working trend) is straight, otherwise the delay in its recognition will not let you trade. In accordance with Sperandeo's suggestion, one of all possible variants of the trend line should be chosen, the extremum of price on the active part of which is more significant than the extremum of the previous ("base") part.
I almost forgot - the example for "here and now":
everyone usually looks for both smooth and repeatable - but there is no such thing - the smaller the period the more oscillations the less smoothness, the larger the period the bigger the lag the better the smoothness the less pulsations - that is the whole point of finding the best option - questions to the optimiser - but even he will not answer for uniqueness - only in a limited area you can get an answer, for the rest constant recalculations...
it is possible to dynamically recalculate the period. For example, from ox:
you can dynamically recalculate the period. For example, from the ox:
Of what? And how does that help the trade? It's just that I've done a similar thing... But I couldn't find an adequate approach to trading. One day it's better to trade like this, the next day it's better to trade like this...
I take it that Vols are volumes? Then it's different. I was looking for the optimal period through deviation. And on each bar, if necessary, I change the period of MA (as you do, also change the period, if necessary, on each bar).