Ward 6 - page 40

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DmitriyN:
Folks, let's get down to business, and... Let's make an indication.
What kind of tracker, a tracker for what? I told you, repeat trades from the demo, heh-heh.
 
The parameters "number of bars by which to smooth the expanded array" and "exponent of first difference array" respectively N and m, i.e. the picture above corresponds to parameters (20000, 2). There you draw two curves shifted by shift bar. Put the shifft zero and that's it.
 

Although probably still (2, 200000), I now in matcad is referring to 20000 when rounded to 0.0001 of the first difference array. And the index on mt from Alpari will probably take 0.00001. So I'm not going to lie what I have in my matcad, maybe the algorithm is slightly different in implementation, not in essence. Here is the specific put out inductor, N=200000, m=2, shift=0 on alpari gives such a great result:

thanks to substantially (and very strongly) non-linear time scaling, and correspondingly fast response to fast movements, and slow response to slow movements.

P.S. This is actually important to understand: MAIS_MA reacts to the speed of price changes, not to the magnitude of changes. Sometimes this is good, sometimes it is bad.

 
Dr.Drain:

Here's the particular turkey posted, N=200000, m=2, shift=0 on alpari gives such a great result:

What's so great about it? Point out where to get in and where to get out.
 
HideYourRichess:
What's great about it?
The possibility to set it so that it can simulate any MA previously encountered on the forum, but it can also show a much smaller lag (compared with any MA from the forum) on fast movements with generally greater smoothing if we consider smoothing as a ratio of the sum of first differences of the curve output of the filter to the sum of first differences of the original price chart.
 
In essence, you can use MAIS_MA as a light filtering of incoming prices, iron out just a little bit, and feed it instead of price input to any other indices, oscillators and the like. And their noisiness will be reduced by a multiple of acquiring a lag of literally 1 bar.
 
HideYourRichess:
What's so great about it? Point out where to get in and where to get out.
An indicator is not a TS. Where to enter is up to you and only you :-)))
 

For example, here is the M5 chart, parameters 10000, 2. Smoothed a little, fast movements without visible lag (within less than a bar), slow movements with a visible lag but not dangerous because slowly the price will not go far, and on the input of any other indicators instead of the price. Very useful.

 
How to apply it to trading? Where is the bactest and forward test? Or are we discussing the right way of price smoothing? And the title is impressive:

A super stable trading system.

No system, no trade, no stability yet. Only condensers :)

 
gpwr:
No system, no trade, no stability as yet.
Well, well. It's this way:
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