From theory to practice - page 515

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Smokchi Struck:

the point is not the erlang flows. the point is to find an indicator that will go to the centre of the channel.
here, develop an indicator that will go like this red line.

It peeks into the future, that red line.
 
Yuriy Asaulenko:
What's wrong with the redraw? Well, you can't do anything on history - you can't see it, that's all. But real trading does not happen on history, it happens here and now.
I do not understand how you cannot see it on the history? What did San Sanych do to take away trends on the history? Then he did the stationarity tests. It is a question of making a decision, to be or not to be that is the question .
 
Novaja:
I don't understand, how can you not see on the story? What did San Sanych do to take away the trends on history? Then he did tests for stationarity. It is a question of making a decision, to be or not to be that is the question .
You will not see anything on the history with indicators that are overshooting. All indicators are focused only on the last point of BP.
 
Yuriy Asaulenko:
You will not see anything on the history with the overcorrection of the indicators with your eyes. All indicators only focus on the last point of BP.
I see what you mean, I meant if you take a segment and try to analyse it. Then what good is a re-rating? If only to find the patterns of the re-drawing itself.
 

There's one in the code base already.

;)

https://www.mql5.com/ru/code/15865

Индикатор тренда на основе Сингулярного Спектрального Анализа
Индикатор тренда на основе Сингулярного Спектрального Анализа
  • www.mql5.com
Выделение тренда и фильтрация шумов с помощью метода Сингулярного Спектрального Анализа. Управление параметрами индикатора позволяет управлять гладкостью выделяемого тренда и порогом фильтрации шума. Оптимальная декомпозиция данных на трендовую, низкочастотные и высокочастотные аддитивные составляющие с последующей реконструкцией сигнала...
 
Novaja:
I see what you mean, I meant if you take a section and try to analyse it.
So what's your problem with redrawing?
 

I must say that the computational ability of the computer should also be considered part of the strategy. Otherwise, you can't even do the math.

Already 16 minutes on opening prices one day.

 
Yuriy Asaulenko:
So why are you unhappy with the redraw?
Because the price has no noise.
 
Novaja:
Because the price has no noise.
What does noise have to do with it?
And what is your definition of noise? Which there isn't)
 
Novaja:
Because the price has no noise.

The redrawing indicator is not responsible for its numbers. :))

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