Dr.Fx corner - page 4

 

USDCAD in a remarkable downward trend. Selling more, in addition to the trade already in place.

 
Prival-2:

The properties of a digital filter are not determined by the opening/closing of the transaction. DF has other well-known characteristics, you have to start with them, these are AFR, IFR, etc. + Filters can be optimal (theoretically the best, let's say better, cannot be), which is often not achievable in practice, and there is a consistent ... And before using TF in practice it is necessary to define at least what AFC and FXF of used filter is matched with...

In hope that it can turn out good (informative branch) I attach to the message lectures on TF. I hope they will be useful for somebody.

For our purposes of trading we need minimal delay and minimal spikes in the pulse. Things that are mutually exclusive))
 

On the USDJPY, the sell decision was correct, now it is clearer: you can refill the sell trade.

 
Alexey Volchanskiy:
For our trading purposes, what matters is minimum delay and minimum spikes when an impulse is applied. Things mutually exclusive )).
Things that do not depend on each other at all. Not at all.
 
Dr.Fx:

USDCAD in a remarkable downward trend. Selling more, in addition to the trade already in place.

Aren't you worried that the last bounce was off the support line or are you on a demo and don't care-the main thing is to check the filter.
 

To show you this (which doesn't depend at all) and to answer your question about support, here is a series of my filters for the USDCAD, at the moment:


Do you see the local low on the right side of the price? Do you see minima at filters W1 - W5? Do you see that the positions of the lows on the filters along the time axis do not depend on the degree of smoothing and coincide with the price minimum? That - keeping the positions of local extrema along the time axis regardless of the degree of smoothing - is the most important property of a lag-free filter. Try to show me such a picture on an SMA or "it doesn't get any better" Kalman...

 
Dr.Fx:

To show you this (which doesn't depend at all) and to answer your question about support, I will give you a series of my filters for USDCAD, at the moment:

Do you see the local low on the right side of the price? Do you see minima at filters W1 - W5? Do you see that the positions of the lows on the filters along the time axis do not depend on the degree of smoothing and coincide with the price minimum? This - preservation of the positions of local extrema along the time axis - is the most important property of a non-lagging filter.

I see that minima have not yet formed on the top 2 curves.
 
khorosh:
I see that on the top 2 curves the minima have not yet formed.
I can see that they have formed, but due to the amount of smoothing they have become hardly noticeable (W4) and almost invisible (W5) to the eye. It is in the series of curves with different smoothing that you can see the nature of what used to be in the pictures. So don't worry, the USDCAD is definitely down.
 
Dr.Fx:
I see that they have formed, but due to the value of smoothing they have become hardly visible (W4) and almost invisible (W5) to the eye. It is in the series of curves with different smoothing that you can see the nature of what used to be in the pictures. So don't worry, the USDCAD is definitely down.

If the direction of the curve has not changed, then the minimum has not formed. I'm not going to deny possible outstanding properties of your filter.

Don't you consider the time between the local maximum of price in the middle of the latest chart and the inflection point (top) of your filter's curve to be a lag?

 
khorosh:

Don't you consider the time between the local price maximum in the middle of the timeline of the last chart and the inflection point (top) of your filter curve to be a lag?

It is a good question. But this effect is apparent. The local extrema are preserved both there and there. However, looking at the price, you consider the high to the left to be more important. When in fact, the high to the right is more important. It marks a change in the trend. The high on the left is just a local extreme.