From theory to practice - page 191

 
Alexander_K2:

Wise!

Get to the point, boys!!! Smelling the easy profits, I'm in a rush. The gold's close and I can see the glint in my senile eyes! No one and nothing can stop me.

Unfortunately, many people think that they are about to catch the bird of happiness by the tail. Only this feeling can last for years for most people, but the goal is never reached. It is this feeling that keeps people engaged in Forex, though to no avail for most of them. Forex becomes a kind of drug for them, without which their existence is impossible.

 
Alexander_K2:

Gentlemen! I don't have time to swear now and teach people who are far from physics how to be little kids.

Take this and sign it!


I've got my hands, feet and teeth on the Grail and I'm tearing it from underneath the orthodox earth.

Give me a hand!

Explain to me the physical meaning of EMA scales.

EMA uses crawler averaging, we average the current value with the previous average, the longer the period the greater the weight of the previous average and the smaller the weight of the current value.

EMA = (CLOSE (i) * P) + (EMA (i - 1) * (1 - P))

where P = 2.0/(m_MAPeriod+1.0);

2 is used so that at period 1, EMA equals price.

https://www.metatrader5.com/ru/terminal/help/indicators/trend_indicators/ma

Moving Average - Трендовые индикаторы - MetaTrader 5
Moving Average - Трендовые индикаторы - MetaTrader 5
  • www.metatrader5.com
Технический индикатор Скользящее Среднее (Moving Average, MA) показывает среднее значение цены инструмента за некоторый период времени. При расчете Moving Average производится математическое усреднение цены инструмента за данный период. По мере изменения цены ее среднее значение либо растет, либо падает. Существует несколько типов скользящих...
 
Nikolay Demko:

EMA uses crawler averaging, we average the current value with the previous average, the longer the period the greater the weight of the previous average and the smaller the weight of the current value.

There is a parameter alpha in the formula (you have P). From what considerations should it be selected? Why do you have this formula P =2.0/(m_MAPeriod+1.0)?

 
Alexander_K2 Get it and sign it!

So here is the same over sitting - the drawdown in the trade is equal to the profit taken))) and the larger profit is also missed))

And the EMA has a simple meaning - older values have less influence on the result. The coefficient is simply the degree of smoothing.

 
Alexander_K2:

Explain to me the physical meaning of the scales in ema.

Does ema have many scales in vissim? In mt5 there is only 1 weight.

 
Alexander_K2:

There is a parameter alpha in the formula (you have P). What is the reason for choosing it? Why do you use the formula P =2.0/(m_MAPeriod+1.0)?

The parameter is calculated so that at period 1 EMA gives the price, and the oldest weight should tend to zero.

In fact, it is exactly what the crawler calculates. We can replace the algorithm with exponentially decreasing weight size.

But this is not rational in terms of the number of calculations. If two algorithms do the same thing, but one works using fewer operations, then it is preferable.

So you can believe the name, Exponential MA weighs the data in a period exponentially.

 
Dr. Trader:

Does ema have many weights in vissim? In mt5 there is only 1 weight.

There is no such concept there at all. There are classic ones - median, arithmetic average and weighted average.

That is why I am dealing with EMA, I will program it myself and try it out.

 
Alexander_K2:

Take that and sign it!

Nieubidil.

 
Nikolay Demko:

You could replace the algorithm with a blunt weighting with descending exponential weights.


I.e., just take WMA, exponential weights and get EMA? According to the formulas, these are different things.

 
Nikolay Demko:

I didn't.

No, I did, and that's that.

The grail, the dog, is heavy - it won't come out...

Reason: