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What is the meaning of the term non-lagging (in relation to the indicator)? - page 8

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Yuriy Asaulenko:

I make classic recursive filters - all kinds of Butterworths, Chebyshevs, ... and their modifications. There coefficients are calculated by known methods, I can't say that they are very simple.

Your filters are a completely different field and their design is not based on AFC-frequency response. This I can't imagine.

And anyway, I've gone off on Python.

We're talking about the same thing.

https://dxdy.ru/post486424.html#p486424

https://dxdy.ru/post486655.html#p486655

Only I have no generalisation, the simplest variants. Essentially "counting sticks" topics.

In the first posthttps://dxdy.ru/post482603.html#p482603 of that thread, if cosine tends to one then the equation degenerates into a straight line equationY0-2*Y1+Y2=0 andhere.

Рекуррентная формула для синуса : Дискуссионные темы (М) - Страница 3
  • dxdy.ru
Д.т.: (где, естественно, и вычисляются раз и навсегда, а дальше уже только арифметика). Только видите ли в чём дело: если речь о спектральном анализе, то программировать в синусах и косинусах просто неудобно -- гораздо естественнее реализовать всё это в комплексной арифметике. Уже смотрел. Да, растет не сама погрешность, а множитель. И...
Aleksey Panfilov:

We are talking about the same thing.

I can give you a book on filter design. The book is paper, so just the title.

Yuriy Asaulenko:

I can give you a book on filter design. The book is paper, so just the title.

Yes, I would appreciate it.

P/S. Got it thanks.

Yuriy Asaulenko:

I can give you a book on filter design. The book is paper, so just the title.

Are there any pictures, any results of filtering a quote from noise?
An indicator, by definition, cannot be "lagged" ) any data to be calculated is taken from past values, not future values.
Rafael Arutinyan:
An indicator, by definition, cannot be "non-lagging") any data for the calculation is taken from past values, not from future values.

Waiting for Asayulenko's demonstration on how to make a lag-free indicator based on past prices only:)

Renat Akhtyamov:
I've done it that way. It's better, no doubt. But it still lags.

No, it can't be. SMA shifted back half a period does not lag.

And if I roll it with Gauss, it will be even smoother)))). Perfect signals on the breaks.
Женя:

No, it can't be. An SMA shifted back half a period does not lag.

And if you roll it with a gauss, it's even smoother)))) Perfect signals on the breaks.
Show me a screenshot to be sure
Женя:

Waiting for Asayulenko's demonstration on how to make a lag-free indicator at past prices only:)

With your boorish attitude, there is no point in demonstrating anything to you. I do not need it.

Anecdote:

- I can count fast.

- Yes? What is 347382 multiplied by 58684?

- 2547.

- But that's wrong!

- I didn't say it was right.

---

It's the same with "non-lagging" indicators.

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