Non-lagging or low-lagging indicators
Please tell me which indicators do not lag or lag just a little and where to download them. I would be very grateful.
The only indicator I know of that has little lag is price. All other indicators are "derivatives" and will therefore lag more.
Lukyanov:
Please tell me which indicators do not lag or lag just a little and where to download them. I would be very grateful.
Please tell me which indicators do not lag or lag just a little and where to download them. I would be very grateful.
If you find them, post them here. I am also interested.
"All other indicators are 'derived' from it, and therefore will lag more."
And of these "more", which ones lag less?
And of these "more", which ones lag less?
Read Joe DiNapoli's book "Trading with DiNapoli levels".
In it you will find one of the answers to your question.
JMA, FATLs/SATLs, nonLagMA, Adaptive Kaufman, Adaptive Tushar Chandi.
The subject is misspelled. It should have been something like this - "Looking for a time machine. Lagging indicators not an option!" ;o)
All indicators are lagged by definition because it is a conversion. Only properly done TCs and Neural Networks do not lag....
Why so gloomy, LeoV. Differentiating ones - like Momentum or better ROC - are even ahead, but they're too stubby. All integrating ones like all sorts of mash-ups (and adaptive ones too) are lagging.
Virtually lag-free "muvings" are pseudo-masks based on FFT (Code Base has them), but they have other problems (redrawing). There are also, they say, wavelet pseudo masks, but the problem is the same.
It is possible to make the lag of a wavelet less if we introduce negative coefficients into it. But it will also become more prickly.
The main thing here is to decide, what do you need these very little lagged indicators for, Lukyanov. How are you going to use them? If in the same way as you use ordinary machines (by crossings), it's doubtful that anything good will come out.
Virtually lag-free "muvings" are pseudo-masks based on FFT (Code Base has them), but they have other problems (redrawing). There are also, they say, wavelet pseudo masks, but the problem is the same.
It is possible to make the lag of a wavelet less if we introduce negative coefficients into it. But it will also become more prickly.
The main thing here is to decide, what do you need these very little lagged indicators for, Lukyanov. How are you going to use them? If in the same way as you use ordinary machines (by crossings), it's doubtful that anything good will come out.
Mathemat:
Why so gloomy, LeoV. Differentiating ones - like Momentum or better ROC - are even ahead, but they're too stubby. All integrating ones like all sorts of mash-ups (and adaptive ones too) are lagging.
Virtually lag-free "muvings" are pseudo-mash based on FFT (Code Base has them), but they have other problems (redrawing). There are also, they say, wavelet pseudo masks, but the problem is the same.
It is possible to make the lag of a wavelet diminish if we introduce negative coefficients into it. But it will also become more prickly.
The main thing here is to decide, what do you need these very little lagged indicators for, Lukyanov. How are you going to use them? If in the same way as for ordinary machines (by crossings), it is doubtful that anything useful will come out.
So nothing but trouble..... And as far as I understand, we're talking about those indulators that can work with a simple scheme. And we're talking about "non-lagging" indices. But all the indices are lagging, anyway...... The ones that "overdraw" there's no point talking about them at all..... It's for the wolves....
Why so gloomy, LeoV. Differentiating ones - like Momentum or better ROC - are even ahead, but they're too stubby. All integrating ones like all sorts of mash-ups (and adaptive ones too) are lagging.
Virtually lag-free "muvings" are pseudo-mash based on FFT (Code Base has them), but they have other problems (redrawing). There are also, they say, wavelet pseudo masks, but the problem is the same.
It is possible to make the lag of a wavelet diminish if we introduce negative coefficients into it. But it will also become more prickly.
The main thing here is to decide, what do you need these very little lagged indicators for, Lukyanov. How are you going to use them? If in the same way as for ordinary machines (by crossings), it is doubtful that anything useful will come out.
There are non-lagging indicators and there are even leading indicators. But they often predict with unacceptable noise :)
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