Impulse - page 31

 
Artyom Trishkin:

This turns out to be the overall speed. This is how we 'smooth out' the speed bump. You have to... you know... one at a time. After all, the ticks in the array shift. So one by one new difference should be added to the average speed of the previous period.

That's probably how...

I don't get it.
 
Karputov Vladimir:
I don't get it.

I'll try a tableau:

tick 10
tick 9
tick 8
tick 7
tick 6
tick 5
tick 4
tick 3 tick 2
tick 1 tick 0
Future tick
X10
X9
X8
X7
X6
X5
X4
X3
X2
X1X0
XN0
X9X8
X7X6X5
X4X3
X2
X1
X0XN0
XN1

x0, x1, x2 define the current state (pink), the rest define the past state (saloon). The data in the array is constantly shifting, and the newly arrived xn0 takes the place of the zero tick. So now the current state will be counted from x1, x0, xn0, and the tick x2 from the last time is shifted to the cells defining the previous state, making a small correction for that state. If we count everything together, then all first three ticks will be corrected, which seems rather crude to me.

 
Artyom Trishkin:

I'll try a tableau:

tick 10
tick 9
tick 8
tick 7
tick 6
tick 5
tick 4
tick 3 tick 2
tick 1 tick 0
Future tick
X10
X9
X8
X7
X6
X5
X4
X3
X2
X1X0
XN0
X9X8
X7X6X5
X4X3
X2
X1
X0XN0
XN1

x0, x1, x2 define the current state (pink), the rest define the past state (light green). The data in the array is constantly shifting, and the newly arrived xn0 takes the place of the zero tick. So now the current state will be counted from x1, x0, xn0, and the tick x2 from the last time is shifted to the cells defining the previous state, making a small correction for that state. If we count everything together, then all first three ticks will be corrected, which seems rather crude to me.

It's very, very solid.

Just a thought - does it look like a MA?

 
new-rena:

It's very, very solid.

I was thinking - does it look like a mA thing to you?

It does, but it's not what it looks like at all.

And please, don't be sarcastic - it doesn't look good on normal people... Or do we take Yura3512 as an example?

 
Artyom Trishkin:

It looks like it, but it's not how it counts at all.

And please don't be sarcastic - it doesn't make a normal person look good... Or do we take Yura3512 as an example?

How does it not count? The sum of the prices divided by their number. And then the next tick.

In this example the MA period is 11...

 
Try adding a time window (range of times when you can work)
 
new-rena:

How does it not count like that? The sum of the prices divided by their number. And then the next tick.

In this example, the MA period is 11...

Not prices exactly.
 
Artyom Trishkin:
Not the prices exactly.
... but the rate at which they change within the author's interval...
 
new-rena:

How does it not count like that? The sum of the prices divided by their number. And then the next tick.

In this example, the MA period is 11...

So I thought: maybe your desire to simplify everything, to reduce it to MA's, and to make a quick profit, leads to hasty conclusions - "it won't work". I told you - first count the difference between neighboring ticks. We fill the array with price differences, not prices. But we're looking in passing for MA. Correct yourself.
 
Алексей Тарабанов:
... but the rates of change within the author's interval...
That's a bit of a mouthful, I couldn't digest it... ;)