Discussion of article "Adaptive indicators"
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New article Adaptive indicators has been published:
In this article, I will consider several possible approaches to creating adaptive indicators. Adaptive indicators are distinguished by the presence of feedback between the values of the input and output signals. This feedback allows the indicator to independently adjust to the optimal processing of financial time series values.
This simplification did not help us to make the indicator stable (price[1] ratio is equal to 1). However, this failure may serve as the basis for another indicator.
First, set the iPeriod indicator period. Then find the SL values for all N with the values from 1 to iPeriod. The next step is to calculate the average of the sum of all SL values. As a result, we will have an indicator showing a stable price value. This indicator can be described as follows: a naive forecast (past=future) plus a slightly weakened linear trend.
Now we have an indicator. However, adaptation has not been achieved. Another try and another fiasco. Let's take a short break, and then try to create an adaptive indicator after all. Otherwise, I will have to change the title of the article.
Author: Aleksej Poljakov