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Quadratic Regression MA = 3 * SMA + QWMA * ( 10 - 15/( N + 2 ) ) - LWMA * ( 12 - 15/( N + 2 ) )
QWMA( i; N ) = 6/( N*(N+1)(2*N+1) ) * sum( Close[i] * (N-i)^2; i = 0...N-1 ) (a wizard with quadratic weights).
I got other formulas.
where
Given similar ones (the answer is the same) + reduced the number of operations, here is the final expression
the difference I meant in QWMA calculation I have i^2, you have (N-i)^2. Double-check that.
If you know the current value of coefficients A and B in a linear regression, can you calculate the RMS
here are the formulas
coefficient A
coefficient B
I have i^2, you have (N-i)^2. Double-check this.
P.S. I have redirected QWMA to LWMA. I continue to confuse in terms :)
Gentlemen ichmo error - 0 bar is always zero, and N is extreme in the sample, regardless of where to count from right or left (this is an array), although I understand what you mean, and I think you know what I mean. correct i^2. It would not be correct to use the coefficient (N-1)^2 (instead of 1^2) on the 1st bar, is this a mistake or am I deriving something wrong.
I'll send you the RMS later and double-check it, the result is disappointing, but it's what I was saying RMS(Y) is directly proportional to RMS(X) and if we don't pay attention to random value of X axis we step on it, at least for more than one time (at least for me). Everything is interconnected :-(.
Mathematician, let's make something clear with notation, you know English, I'm much worse. That's why I suggest to double-check cubic approximation and make it coherent, since everybody understands SMA, but it's necessary to determine how to calculate QWMA. Here is a new branch. Because Smirnov is not topical now, again we are already in the thicket :-)
I understand that the formula for RMS^2 has a division by N-2, i.e. trying to get an unbiased estimate ?
P.S. It has nothing to do with the zero bar. I just assume that for the first bar X=0. If I were calculating the zero bar, I would take X=0 for the zero bar. If I were starting LR from the 10th bar, I would assign X=0 to the 10th bar.
I will also say this: If the RMS is the standard deviation from the Ah+B line, then divide by N. If the RMS is the root-mean-square error of the regression, then divide by N-2. However, for price charts, I think it's an insignificant subtlety.
This is probably the most accurate way. That is not in relation to the number of regression points, but in relation to the number of degrees of freedom.
Is there any way of contacting the author, Alexander Smirnov? My Facebook handle is 311652834
Is there any way of contacting the author, Alexander Smirnov?