What is the meaning of the term non-lagging (in relation to the indicator)? - page 5

 
Yuriy Asaulenko:

You trained MoD on my data, and it seemed to work quite well. And there were no predictors, only a normalized price series.

It is important what to teach, and predictors will think up by themselves. ) If it is possible in principle. And if not, no predictors will help.

Suppose I have a normalized series

How can I learn to trade by it?

 
Aleksey Vyazmikin:

I've definitely worked with data, but I don't have a deep understanding of how to get it right and make a strategy out of it.

Come up with some strategy, and teach the MoD how to work with it. If it doesn't learn, it means that the strategy doesn't work. If there is something, the MoD will find it by itself. You can refine the techniques from there.

 
Yuriy Asaulenko:

Come up with a strategy and teach the MoD how to work with it. If it doesn't, the strategy won't work. If there is something, the MoD will find it. You can improve the techniques from there.

The strategy is there, and it seems to work, but it's not enough :)

 
Renat Akhtyamov:

Let's say I have a rationed series

How do you teach me how to trade on it?

Renat, this has all been written about a month ago. See my blog.

 
Aleksey Vyazmikin:

The strategy is there, and it seems to be working, but it's not enough :)

Imho, MO is not a panacea. I combine MO with conventional methods. The principle is simple - if something can be done easily with indicators, don't leave it to MoD.

 
Yuriy Asaulenko:

Imho, ME is not a panacea. I combine MO with conventional methods. The principle is simple - if something can be easily done with indicators, don't entrust it to MO.

Well, I'm good at drawing balance on indicators - but outside of training (fitting) - a flat starts, or even a sluggish drain - it's depressing.

 
Aleksey Vyazmikin:

Well, I'm good at drawing balance on indicators - but outside of learning (fitting) - a flat starts, or even a sluggish plum - depressing.

Hence, the strategy is not working. It is not algorithmic.
My indicators don't hit the MO, they only define-limit the MO zones (learning).
 
secret:

The SMA shows the average for a time series interval. Therefore, in terms of time, this average relates to the middle of the interval. That is, it is half a period late.

But it is unclear how to trade, that is why its value is placed in the current bar, supposedly "without a lag")

This is not only true for the SMA. Any calculation in the BP window (if there is no time weighting) is lagged by half the window.

Why would it "relate to the middle" ? The average is one for the whole interval, for all moments it is the same. If we have series: 1,2,3 - then the average is 2, not "for the middle", but for all three elements.

 
khorosh:

So that there is no ambiguity about which lag we are talking about.


Colour change - the sell signal appeared 5 bars late relative to the bar where the zigzag extremum was.

There is no "lag" there, the colour change happened exactly when it was supposed to happen. And the fact that we would like to open at the very peak - well, we want a lot of things... Say, to know the future... To "enter without delay"...

 
Georgiy Merts:

There is no "lag" there, the colour change happened exactly when it was supposed to. And the fact that we would like to open at the very peak - well, we want a lot of things... Say, to know the future... To "enter without a lag"...

It's your right to interpret lag as you like. However, counting the lag relative to the peak allows you to compare different indicators and choose the one that gives signals with less lag.

Reason: