The battle: an efficient market and a TS with a positive maturity expectation. Who will win? - page 12

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meta-trader2007 писал (а):
Will someone code an adaptive indicator?
Easy, and there are publicly available examples. The only thing you have to decide is what the indicator should be adaptive to.
 
What are you looking for, meta-trader2007? Code Base already has a bunch of adaptive inducators. Maybe you can find what you need there...
 
Prival:
meta-trader2007 wrote (a):
Will someone code an adaptive indicator?
Easy, and there are publicly available examples. The only thing you need to decide what the indicator should be adaptive for.


Clearly, it should adapt to off-balance volatility.

Where are these examples? Can you provide me with a link, please?

Can you copy an indictment like this?

Parameters in the settings window:

bollinger period

bollinger band skew

adaptation factor

factor_proportionality

-------------------------------------------------

Principle: CMA period depends on the distance between bollinger bands -

AMF period=(Bollinger spacing/proportionality factor)*coefficient_of_adaptation;

if the calculated period is less than 2, then the period = 2;

 

meta-trader2007

I want to push you to the point that 12 pages of this vecti, still doesn't answer the philosophical question. There is only one universal language and it is the language of mathematics. And when you try to explain something to this machine to a computer. It doesn't understand such notions (efficient, inefficient, trend, flat,out-of-bar volatility, etc.).

Try to put all the concepts you are talking about into a formula first.

If the mathematical definition (*outside the barvolatility) is the formula you quoted above, then here is the prototype

"Kaufman's adaptive moving average AMA", I can't put the link in for some reason, I think you'll find it by searching.

Only you again have to understand for yourself and then explain to the computer

bent bollinger band - (deviation from lower right corner of the monitor or something else :))?

adaptation_coefficient - what is it, what should be adapted to ?

proportionality_coefficient - is it between a person's weight and the size of clothes they are wearing or something else :)

 
Prival:

meta-trader2007

I want to push you to the point that 12 pages of this vecti, still doesn't answer the philosophical question. There is only one universal language and it is the language of mathematics. And when you try to explain something to this machine to a computer. It doesn't understand such notions (efficient, inefficient, trend, flat,out-of-bar volatility, etc.).

Try to put all the concepts you are talking about into a formula first.

If the mathematical definition (*outside the barvolatility) is the formula you quoted above, then here is the prototype

"Kaufman's adaptive moving average AMA", I can't put the link in for some reason, I think you'll find it in your search engine.

Only you again have to understand for yourself and then explain to the computer

bent bollinger band - (deviation from lower right corner of the monitor or something else :))?

adaptation_coefficient - what is it, what should be adapted to ?

proportionality factor is between a person's weight and his/her clothes size or something else :)

If you read the thread carefully you would know what off-bar volatility is.

Let's see Kaufmann.

And about indicator variables - look at the FORMULA, it has answers to all these questions.

Take market analysis more seriously or go to kindergarten.

 

meta-trader2007

"Take your market analysis methods more seriously or go to kindergarten." I have nothing but a smile on my face.

if(vnebarovaja_volatilnost>0) Print("Prival иди в детский сад");
if(vnebarovaja_volatilnost<0) Print("Я иду в детский сад");
if(vnebarovaja_volatilnost==0) Print("Может мне хотят помоч ?");
Write how to calculate the variable vnebarovaja_volatilnost
 

Prival, stop being so clever.

There are many methods of calculating extra-bar volatility.

 
Mathemat:
What are you looking for, meta-trader2007? Code Base already has a bunch of adaptive inducators. Maybe you can find what you need there...

And where is that pile? I only found one after reviewing a third of the entire database.
 
Search for "adaptive muving", "adaptive MA", "FRAMA", "Kaufman", etc.
 

meta-trader2007

Just don't be angry, I have also stepped on this rake more than once, until I realized what I was wrong all the time, and how I was fooled by many books and theories. They were leading me sideways all the time.

For example, take this topic (sorry, but it's clearer what I'm talking about), the only thing I'll take is that this thread was created not by you, but for example by Larry Williams, it's easier to see everything from the outside. I will further state the matter with reference to LU.

1. LU on page 1 you introduce the concepts of "market efficiency", " a strong degree of efficiency", "no market efficiency". Could you clarify what is meant by these concepts and how to calculate them.

2. up to page 11, you introduce a few more concepts, trend, flat, market phase.

3. Approximate answer is found on page 11, so how to calculate it.

LU Sorry, I have to quote you "Example of a simple off-bar adaptive indicator: the CMA averaging period, which depends on the distance between Bollinger Bands. At the time when the movement is weak the distance is small and the averaging period is short. And vice versa, when the distance is long the averaging period is long. I propose to create such an indicator and see its effectiveness on the history.

I.e. it all comes to constructing МА which period varies, in Kaufman's case it depends on the dispersion, in your suggestion it depends on the distance between the bounds.

How to calculate the MA and that there are many methods of its calculation, I know that you can use OCHL or various combinations of them as input data, it is also clear.

Are you suggesting to use something else as an input for the MA? Suppose the "out-of-bar volatility", what is it?

What is the efficiency of the indicator ? Maybe the efficiency is better characterized by the TS and the mathematical expectation of profit? If so, again many questions about the TS with or without trawl, market entry rules, is the lot constant or somehow changes?

And so in many questions. Let's take the notorious trend. Here is the definition

The trend is a function of the form y(x)=ax+b. The equation of the line on the plane. What then is the trend is always the coefficient of a determines the angle of slope. Gentlemen, where is the flat?

what is the mat definition of flat ?

mat definition of phase ? etc.

It's just that when we operate with notions that don't have strictly mathematical description it's not clear what to put in the structure

if{}

If we don't understand it, how to explain it all to this dumb machine, the computer can only add 0 to 1.

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