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Indicators: AFIRMA

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Automated-Trading
Admin
99087
Automated-Trading 2011.12.06 13:40 

AFIRMA:

AFIRMA (Autoregressive Finite Impulse Response MA) based on the digital filter accurately shows the price movement, though with a time lag. Moving Average based on the smooth function fitting (a polynom or sin/cos like in Fourier transform) has no lag but often shows the price movement not so well.

The proposed moving average smooths out the price movement using the digital filter for all candlesticks, except the latest ones, the number of which is equal to the filter time lag. These candlesticks are smoothed by cubic spline fitting using least square method. The condition of combined moving average and its first derivative continuity is set at two moving averages crossing. As a result, we have the smooth moving average that accurately tracks the prices without a time lag.

Author: Nikolay Kositsin

AFIRMA

graziani
1953
graziani 2013.07.09 15:28  

interesting, but it repaints actually, so why does it claim that there is no time lag?

crashes also for some parameter combination.....

Alain Verleyen
Moderator
30707
Alain Verleyen 2013.07.09 15:54  
graziani:

interesting, but it repaints actually, so why does it claim that there is no time lag?

crashes also for some parameter combination.....

Did you checked the original in mql4 ? It can be a default of the indicator or a programming bug.
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