Ward 6 - page 16

 
DmitriyN:
...probably can't do without averaging, or am I misunderstanding something?
Any attempt to average something from the past will inevitably, even if unknowingly, lead to the algorithm being based on OTHER SMAs. I can give you a nice idea from my early days where I didn't immediately see that it was based on a stupid SMA.
 

First of all. We built a filter - let's apply this algorithm to two pairs and see the cross. And it may turn out that "does not lag" (by eye) in pairs themselves, does not lag in relation (!!!), and lags in product. If you can make it so that it does not lag (by eye) both in the relation and in the product - as in the picture - this is a step forward. Although on the picture there are lagging filters :-)

 

So there you go. I wanted to show one of the old ideas. Where it is not immediately obvious that everything is based on SMA. Which is inevitable if you average data from the past in any way, even in a very twisted way.

So: let us introduce two curves. EURUSD and GBPUSD. I will further call them conditionally ED and PD. Can someone draw some additional curves, EDq (it will be drawn in the ED chart) and PDq (we will draw it in the PD chart), such that the difference of EDq and PDq should be leading the difference of ED and PD by some predetermined number of bars (let it be a bar), and the sums coincide: EDq+PDq = ED+PD. Can anyone? :-)

 
P.S. Am I the only one who can't get to the "profile"? Clicking on this link always ends in an error. Can't even put in an avatar.
 
Dr.Drain:
P.S. Am I the only one who can't get to the "profile"? Clicking on this link always ends in an error. Can't even put in an avatar.

https://www.mql5.com/ru/users/dr.drain/
 
Dr.Drain:

For nonlinear filters, unlike linear filters, there is no strictly proven prohibition in principle on the existence of a "non-delayed smoothing filter".

You may be extremely surprised, but there is no such proof for linear filters either.

(Actually, it all depends on the filtering signal - and in both cases).

 
alsu:

You may be extremely surprised, but there is no such proof for linear filters either.

(Actually, it all depends on the filtering signal - and in both cases)

Moreover, for certain signal characteristics it is quite possible to construct a counter-example - a non-lagging, and even a leading linear filter.
 
C-4:
Reading this thread more and more, I am more and more convinced of the contradictory personality of the topic-starter. On the one hand the pictures from MathCAD and clever arguments about probability show impressive baggage of knowledge

Well, one should remember not unknown hero of our forum, who can write formulas and clever article and set impressive aims)))) For example his own electric power station

 


Yeah. And there I select "edit" and it takes me to https://www.mql4.com/ru/users/edit/Dr.Drain to nowhere.

 
alsu:

You may be extremely surprised, but there is no such proof for linear filters either.

(Actually, it all depends on the filtering signal - and in both cases)


For linear ones, there is. Strictly. Long before you. There's even a theorem. What's a "filtering signal"? 0_о
Reason: