The perfect filter - page 3

[Sceptic Philozoff]

Wangelys: Okay, I'm so calm, no emotion (I mean absolutely calm)

Mathemat: Keep your emotions to yourself.

Take some time off, for a week. For being rude.

[J.B]

I apologise profusely, can we remove the clip from the second page, it is irrelevant and in my opinion boorish in content.

[Sceptic Philozoff]

There is no clip. It must have been deleted by now.

[Михаил]

Heiken Ashi

[Андрей]

J.B:
I apologise profusely, can you remove the clip from the second page, it's irrelevant and in my opinion boorish in content.

Sorry, stupid joke)))) That's my humour. I wanted to distract the gentlemen from the chorus.

[Вангелис]

First

Mathemat:

we're not girls here.

Then

Mathemat:

Get some rest, for a week. For being rude.

That's a double standard... If you find it necessary to punish me for my rudeness (which you have even provoked) then have the courage to admit your inappropriate behaviour in this thread and apologise to me.

[Andrey Egorov]

Yedelkin:

The best way to find the "perfect filter" is to come up with one yourself. Because no one but you will be able to think through all the parameters of the filter you need, the rules of its operation, the evaluation of the results, etc., taking into account your goals.

If you are offered options to choose from, then you will have to adapt to someone else's rules.

Agreed

[Женя]

A similar theme in meaning.

Everyone agrees that the measure of perfection is ZZ. There's nothing else meaningful in the 39 pages.

[Андрей]

EvMir:

A similar theme in meaning.

Everyone agrees that the measure of perfection is ZZ. There's nothing else meaningful in the 39 pages.

A fun thread.....:) Especially when the "tree" was paranoid about sabjmaker's spying activities:):):) I laughed heartily, thank you.

Also, I really liked the idea of a set of "orthonormalised" filters. I've thought about it several times too, as it turns out everything was already invented long ago.

We should have a separate thread about it. About independent data and "main" filters.

[J.B]

EvMir:

A similar theme in meaning.

Everyone agrees that the measure of perfection is ZZ. There's nothing else in the 39 pages that makes sense.

Thanks, I read it, it's very interesting. The author has searched for exactly what I'm looking for, i.e. to find the way to test indicators against "ideal", unfortunately, the solution has not been found yet and I haven't seen it in the above MQL4 forum topic.

My intuition prompts me to generate entry and exit points with the indicator and compare them with ideal ones generated by ZigZag. The main question is the comparison criterion. How to compare two time series in this context?

Minimize the sum of the element differences? x1-y1 +...+xn-yn But entry/exit points of different strategies may have different density and besides we should take into account accuracy of bar hitting, for that initial BPs shall be compared by fuzzy algorithms, for that from technical point of view initial BPs shall be filtered by Gauss, blur borders and calculate difference of elements >0 only or some threshold.

And still I came to a conclusion, that a pureZigZag does not show ideal inputs/outputs, it is necessary to take a ZigZag from a double SMA of a small period shifted by half a period backwards. The thing is that pure ZigZag catches completely unreal places, which can not be calculatedin any way, statistical fluctuations, spikes and the like, it makes no sense to look up to such points because they are meaningless.