From theory to practice - page 527
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Here's on the same data - cubic interpolation, channel width 0.9 but with a slightly different estimate.
The trick is that the trajectory can suddenly change and then all approximations go to hell.
But can't the channel trajectory change quickly when using a wristwheel? The point is to find an indicator that works better than a wristwheel.
I did quite a bit of searching. (Here, my charts are the result of that search).
I came to the conclusion that all indicators gravitate either towards the same simple MA MA or towards the PriceChannel. And all the derivatives, all the signals are not very different. It is possible to create a lot of indicators that would be five to ten percent different. But there is no sense in small differences. I have not managed to invent something that would radically and stably be different from both. In the "short distances" - it happens (especially if there is news on small timeframes). But if I conduct an analysis over months - the difference is lost. Therefore, I have stopped only on these two indicators. And closed the question for myself.
I did quite a bit of searching. (Here, my charts are the result of that search).
I came to the conclusion that all indicators gravitate either towards the same simple MA or towards the priceChannel. And all derivatives, all signals are not very different. It is possible to cram a lot of indicators that would be five to ten percent different. But there is no sense in small differences. I have not managed to invent something that would radically and stably be different from both. In the "short distances" - it happens (especially if there is news on small timeframes). But if I conduct an analysis over months - the difference is lost. Therefore, I have stopped only on these two indicators. And closed the question for myself.
So these are the two main basic methods:
1. The MA is actually the average price line to which it periodically returns.
2. The price channel is a measure of price movements, the boundaries of its spread.
Everything else is derivative, so it is.
I don't quite get it, why don't you like the ANC method and polynomials? The channel is easy to build...
Here's another graph for you. Parabolic interpolation, channel width is 0.9 of maximum envelope
Something tells me that Smokchi wants to get this effect without redrawing, because if we take only the last point each time, and discard "redrawing", then our channel will loop like crazy and there won't be such a beautiful picture. It's like for example, uh..., no picture on the chart at hand, it would be clear at once, we take LR on mashki (Vinin had formula 3*LWMA-2*SMA in kodobase) I drew). The green dots are tics. MA, if you do it as LR, has rectangular window, then it will be redrawn too (so that the mashka can draw if you want)), SMA itself does not redraw and LRMA also does not redraw, but it is no longer a beautiful picture. By the way, it is very easy to calculate LR angle from here, via tg.
P.S. On forum even through dummies considered polynomial of degree 2, quadratic LR and someone else tried to raise his hand at polynomial of degree 3.
Smokchi, if you want to go this way, you should do as Nikolay Semko did, without re-drawing. After all, only by turning off redrawing will we be able to assess quality. At least I think so, and the Hilbert-Huang decomposition method, kindly discounted by Bass and implemented by Victor, is not without so-called "edge effects".
Another point, I have the "pendulum in my head" Vladimir just talking about this too, is that to evaluate, the curve itself to the end point at that moment? Because if we are aiming at the end point itself, it may not be the middle of the price channel at that particular moment.
Smokchi, if you want to go this way, you should do as Nikolay Semko did, without re-drawing. After all, only by switching off re-drawing can we assess the quality.
Can't the channel trajectory change quickly when using the wand? The point is to find an indicator that works better than the wand.
and can't the channel trajectory change quickly when using the wand? the point is to find an indicator that works better than the wand.
To find such an indicator, that would work better than the mashka, it would be at leasta "grail", you have to know the "heart rate" of the price, how it beats, with what frequency, if there is no arrhythmia, etc., and after finding it the straight road to making forecasts.
What you are trying to do is the category of "trend following systems" to be in tune with the market, it's a question of the quality of the adjustment algorithm itself, to be centred on the market, Yusuf probably also looked in this direction when creating his formula 18, Yusuf, if you read it, share your experience in creating such a paradigm to grasp the immensity, is it possible?
Only a more complex MA is better than a MA).
Yuri as always))