Author's dialogue. Alexander Smirnov. - page 13

 
Yurixx:
Mathemat:
Yurixx, thank you very much for the unexpected support and valuable clarification. Yes, of course, when I started looking through my notes, I was convinced that it was exactly like that. Had forgotten though - it's been over 2.5 years... Something else remains - about higher order regressions; it's all similar.

No, thank you. I, in my naivety, still believed that I had invented something original and of higher quality than traditional mash-ups. But it turns out to be just a linear combination of them. You learn for a long time, as the great Lenin bequeathed. :-)))
No! Thank you both for enlightening me. I didn't know about linear regression and mash-ups. I gave it a quick try.
Files:
llr_m.mq4  3 kb
 
Mathemat:
Yurixx wrote (a): Only LRMA is not the prediction of the next point, but the LR value at the last (Nth) point, where N is the period of all three mashes.
Yurixx, thank you very much for the unexpected support and valuable clarification. Yes, of course, when I started looking through my notes, I became convinced that this is exactly the case. Had forgotten though - it's been over 2.5 years... There's something else left - about higher order regressions; it's all similar.

Do I have any chance of waiting for the notes to be published in this lifetime ? :-)
 
Prival:
Any chance of me waiting for the notes to be published in this lifetime ? :-)

Does it mean that reinforced concrete, bullet-proof, rocket-proof, laser- and fast neutron reflecting atheism has cracked and you, Sergei, admit the existence of some other life besides this one ? That is the question ! :-)
 
While I was sitting and waiting for Alexander Smirnov to answer all the questions that the studio is quite rightly (IMHO) asking him, I came to a very useful conclusion in practical terms
on the use of linear regression. Made a script to test the idea of speed.
Since wipes are calculated using terminal functions, calculation of the linear regression using the wipes method is 5 times faster than the standard method:

2008.02.02 20:09:30 TEST_SPEED_LR&LR_M GBPUSD,H4: LinRegresSlope: 50594, LinRegresSlope_M: 9516

Good luck to all.
Files:
 

:- ))) What if there isn't that other life ?, then all I'll never see the notes and I won't know, understand, explore. Too bad. And if there is, I will probably ask "bad" questions there too, and search, search, but something else. I have to live now, here on the third planet from the sun. So for now, agnostic. Let me try, measure, bite, probe ... :-) . I will be on the side that is right and brings new knowledge. In the meantime I am closer to Kant's philosophy, although I confess I have read very little in this field, and often slept on lectures in philosophy, Marxism-Leninism. So I'm an anthracite compared to you philosophers, but you should always have doubts.

Like here in this example, I want to try, better to see, investigate overlaying 2 turkeys and see if it's almost the same thing.


First VBAG has placed 1 indicator, then replaced it with another one (I've seen everything :-) ) and placed the third one as Expert Advisor. And I still can't see the moving picture that would convince me that the mathematician is right. The hard-headed military man is so "stupid" :-) on blind faith you can't take it :-)


2008.02.02 21:31:03 2008.02.01 00:00 TEST_SPEED_LRkLR_M EURUSD,H4: LinRegresSlope: 18500, LinRegresSlope_M: 3953

 
Prival:

VBAG first posted 1 indicator, then replaced it with another one (I saw it all :-) ), and posted the third one, but already an expert. And I still can't see the moving picture that would convince me that the mathematician is right. The hard-headed military man is so "dumb" :-) you can't take blind faith :-)


2008.02.02 21:31:03 2008.02.01 00:00 TEST_SPEED_LRkLR_M EURUSD,H4: LinRegresSlope: 18500, LinRegresSlope_M: 3953

Cleaned up the rubbish and replaced it. What, in fact, did you manage to see everything? And then I posted a script (not an expert) which demonstrates mathematical accuracy and speed.
For visual reassurance especially for you.


P.S. Tried other methods of programming linear regression calculation - still waving at least 4 times faster.
Files:
linearreg.mq4  3 kb
 
VBAG:
While I was sitting and waiting for Alexander Smirnov to answer all the questions that the studio is quite rightly (IMHO) asking him, I came to a very useful conclusion in practical terms
on the use of linear regression. Made a script to test the idea of speed.
As wipes are calculated using terminal functions, it turned out that calculation of the linear regression using wipes is 5 times faster than using the conventional method:


It only proves that you're not using a performance-optimized algorithm of linear regression calculation. And by the way, I can assure you: you can hand-write an MA indicator that will calculate it faster than the built-in wizards.
 
Prival:

But VBAG first posted 1 indicator, then replaced it with another one (I saw it all :-) ), and posted the third one, but already an expert. And I still cannot see the moving picture, which will convince me that the mathematician is right. The hard-headed military man is so "dumb" :-) on the blind faith does not take :-)


I don't know, Sergey, why you need moving pictures, but I can make you an indicator with 2 lines. One LRMA, the other 3*LWMA-2*MA. They will overlap completely, i.e. one of them will not be visible because of the other. You turn off the colour of the other one, you see the first one. You turn the colour on - you only see the other one.

I'd send you a proof of equivalence too, it's short - only a dozen lines. But it relies on formulas that are derived analytically to implement linear regression. Well, not to count everything in numbers, and if possible to use finite formulas - the less cycles, the faster it is counted. But it is already rather long calculations, I do not want to mess around in Word.

 
VBAG:
For visual reassurance especially for you.


Thank you. It's a visual match. Just curious. I'm used to solving this in matrix form. I've never thought of doing it any other way. I'll have to take a pen and paper and double-check.

What, in fact, did everyone manage to see?

Saw the post and the indicator appear. Just wanted to download it. It disappeared and reappeared 1 minute later. Saw that you tried and wrote, wanted to help others. Thank you.

 
Yurixx:
This just shows that you are not using a performance-optimised linear regression calculation algorithm. And by the way, I can assure you: you can hand-write an MA indicator that will calculate it faster than the built-in wizards.
Well yes, mathematics often plays tricks. I won't be surprised, much less argue without knowing. If you have more rational algorithms for calculation of mash-ups or regression, it would be very interesting to have a look!