Author's dialogue. Alexander Smirnov. - page 9
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Custom Rate of Change (ROC) indicator
We continue our search for classic methods which are fully consistent with Smirnoff.
Red is Smirnoff, the dotted line is standard MA 1 HCLL/4, i.e. in fact Smirnoff has reinvented the HCLL/4 price
Blue is Smirnoff.
The blue one is almost identical to Smirnoff's - classic summing-difference filter with SMMA5 coefficients, Close, diff = 1, diff multiplier = 0.8
That is, in fact, Smirnov has re-invented the summation-difference filter.
There is a 50-year statute of limitations for inventions. In other words, after 50 years you can "invent" again, provided that the old patent was not used everywhere)))
That is, in fact, Smirnov has reinvented the summing-difference filter
LRMA = 3*LWMA - 2*MA
Formally it is also a mouving (sum of filter k-types equals 1), but with some negative coefficients. The delay is very small, but this "muving" is much more sensitive than usual.
One more thing: Mr. Smirnov stated that zigan's product is not like his CCC. It remains to wait until the correct CCC code is posted by the author himself on Easy Language.
By the way, a linear regression indicator (no channels; just a prediction of the next point along a straight line drawn through some number of previous ones by MNC) is simply a linear combination of two dashes with the same periods:
LRMA = 3*LWMA - 2*MA
Technically it's also a muwing (sum of filter ks equals 1), but with some negative coefficients. The delay is very small, but this "mouwing" is much more sensitive than usual.
One more thing: Mr. Smirnov stated that zigan's product is not like his CCC. Now we have to wait until proper CCC code is uploaded to Easy Language by the author himself.
to Mathemat.
Thanks a lot, I've copied it, but haven't tested it yet, I had a premonition it would be worthless.
I work with LRMA by adjusting a,b coefficients from 1,2-0,2 to 4.0-3.0.
By the way, there is a post by SK above - a link to ROC, here I think, is it appropriate or inappropriate to publicly analyze what SK got)))
Yit all that is published on the site is company property and the company is doing well (really well).
Yes, I tried it - interesting MA.... thanks...
I'll post this result to the Code Base, so that there are no illusions concerning principal difference between linear regression and mash-ups. I just need to find or remember the proof...
I'll post this result to the Code Base, so that there are no illusions concerning principal difference between linear regression and mash-ups. I just need to find or remember the proof...
The proof would be interesting. And it seems to me there are differences (although I now have strong doubts, since you say so). Do I take the linear regression for 100 bars and the MA for 100 bars and they are the same in every bullet?
Well not just MA, but a linear combination of two known MAs. Bullet to bullet. I checked this when I was dealing with Trading Solutions 2.5 years ago. Linear regression is a standard indicator. Ahh, I made up a lot of "muwings" at that time...
P.S. By the way, polynomial regressions - quadratic, cubic, etc. - are also linear combinations of wizards. Except that the wizards there are not only LWMA and SMA, but also with other weight functions (polynomial).
Alexander, can you attach your version of TS 2000i indicator here? There are experts here who can translate it into MQL4.