Machine learning in trading: theory, models, practice and algo-trading - page 2159

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- What kind of education do you have?

- Three college degrees... not started!

 
Maxim Dmitrievsky:

stargazer, I don't care what your high or low is. You're as useless here as you were a year ago

and uninteresting with your pseudo-conspiratorial rhetoric. If you had something to write, you would write normally. No one will solve your crossword puzzles.

do not take up space on the screen

I've already posted the code, screenshots of trading with a horse spread and commission and the indicator.

What kind of crossword puzzles?

Take the Grail bye.

;)

 
Renat Akhtyamov:

I already posted the code.

What kind of crossword puzzles are there?

;)

Well done for posting it, now don't say too much. Or write a substantiation of why this filter is better than the mashka, with proofs.
 
Maxim Dmitrievsky:
You posted it and well done, now don't say too much. Or write a substantiation of why this filter is better than a mashka, with proofs.

OK

Ma is an averaging device.

the greater its period, the greater the lag, which is equal (according to Kotelnikov's theorem) to half a period

in my code the period is equal to one tick of any timeframe, that is the lag is 1/2 tick

if the MA-lock has a period equal to two, this is a minimum, because if the period is equal to one, we will get the price from the chart

that is the MA-lag will be lagging by one tick as a minimum

and by controlling the predictor you will get the necessary result of smoothing the price noise fluctuations,

and the MA-lag will have to increase the period for the same purpose, i.e. the lag

The advantage is obvious

Don't worry about it.

 
Renat Akhtyamov:

Good

ma is an averager

the greater its period, the greater the lag, which is equal (according to Kotelnikov's theorem) to a half of a period

in my code the period is equal to one tick of any timeframe, i.e. the lag is 1/2 of a tick

if the MA-lock has a period equal to two, this is a minimum, because if the period is equal to one, we will get the price from the chart

that is the MA-lag will be at least one tick behind

Who says that the lag is bad? If you subtract the price from the MA, there is no lag.

 
Maxim Dmitrievsky:

Who says that lagging is a bad thing? If you subtract the price from the MA, there is no lag.

If you don't see the difference - it's up to you

 
Renat Akhtyamov:

If you don't see the difference, that's up to you.

What does this long-period filter look like? There are a lot of similar filters, it's a bullshit question.

No one here is rooting for mascots, just like for filters
  
   dMAX[indBars+1]=iClose(Symbol(),Period(),indBars+1);
   Alfa=0.6;
   Beta=1.00-Alfa;
   for(i=indBars; i>=0; i--)dMAX[i]=dMAX[i+1]*Alfa+iClose(Symbol(),Period(),i)*Beta;


Isn't that the same thing?

   Alfa=0.6;
   Beta=1.00-Alfa;
   for(i=indBars; i>=0; i--)dMAX[i]=iClose(Symbol(),Period(),i + 1)*Alfa+iClose(Symbol(),Period(),i)*Beta;
 
Evgeniy Chumakov:


Isn't it the same like this?

Yes, it is the same, but the farthest from the current (leftmost) value of the filter is not defined

there will be a huge number equal to EMPTY_VALUE

and you might not see the zero bar, it may happen that way, not for certain, and it depends on how many bars are taken for processing

Therefore, to be on the safe side, it's better to set the value

 
Maxim Dmitrievsky:

What does this long period filter look like? There are a lot of filters like this, it's a bullshit question.

No one here is rooting for maschines, or for filters

Just compare them.

No one is saying you're wrong.

Change the input data in your system and see the results.

By the way, I'm interested in it too.

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