Author's dialogue. Alexander Smirnov. - page 11
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You may not have noticed my 1st post in this thread. I would like to suggest you again to post at least some pictures. Where Djuric and your filter are filtered together, and test signals are applied (preferably several pictures which show all properties). Then at least you will have a visual evaluation. As a scientist you should know methods of quantitative evaluation, maybe I missed something but I did not see them in "VS" №01(75) 2006. Comparison of Djuric (and not without him) with your algorithm.
Looks like the circus has long gone, only clowns are left. Who came up with the title of the article? The editor, of course, without your knowledge?
Red is JMA from CodeBase with period 4 'JMA'.
Blue is Smirnov's algorithm with m=4
Red is JMA from CodeBase with period 4 'JMA'.
Blue is Smirnov's algorithm with m=4.
Analysis of the formulas of the scheme shows that the result (Q8) is a linear combination of four closing prices with fixed coefficients, which depend on alpha (whose sum equals 1, of course) in a rather complicated way. Of course, there is no overriding here.
But there is no mysticism either, for everything is linear. Linear filters with fixed k-values and window width can by no means be adaptive and are not like Djurica. Either the author is deliberately not telling you something.
Alexander, can you attach your version of TS 2000i indicator here? There are experts here who can translate it into MQL4.
OK, Alexander, could you at least make a good picture (screenshot) of your indicator - preferably with increased distance between bars? Fig. 1 of your article shows your curve that is almost invisible due to low-quality graphics:
The problem with the alpha of the exponential averaging.
The program that is given in the article is one alpha for all cycles,
and the chewed algorithm has different alpha for inner and outer loops
Therefore, SmirnoffMA.exp reproduces Fig. 1. and Fig. 2. from the article exclusively with the outer par. (It does not work correctly with other m.)
FIGURE 1.(article)
FIGURE 2 (article)
We are confronted by the following academic forces:
a future assistant professor, a graduate student, students (coursework).
The author's way of presenting mathematical material is styled "for speculators" or for currency speculators,
which is even worse.
That is, the material for our discussion is incorrect, and very far from the accepted scientific principles.
Perhaps it is better to solve problems about Djurica than to compete with students in their thinking?
The author's material is designed as a term paper, but what can I take from us?
Why are we chewing on a term paper?
One day we'll see the following line in the graduate student's dissertation:
allegedly the results of the study were tested at the International Economic Forum. )))
You may not have noticed my 1st post in this thread. I would like to suggest that you again at least post pictures. Where Jurik filters together with your filter, and test signals are applied (preferably several pictures which show all properties). Then at least you will have a visual evaluation. As a scientist you should know methods of quantitative evaluation, maybe I missed something but I did not see them in "VS" №01(75) 2006. Comparison of Djuric (and not without him) with your algorithm.
Alexander, you can't do this. You came to the forum with questions. Let me remind you of them.
Your answers to these questions are important to me:
1. Whose algorithm is better: mine or Djurica's? How much better?
2. Do you have Djurica's algorithm?
3. How do they differ?
You were given a link to Juric's algorithm. There is a man who bought this algorithm for money and is willing to help you answer the questions you asked. But we are not magicians, we cannot compare the unknown, because we do not have your algorithm (indicator). And the answers to the questions of how and what you think are ignored by you.
To help YOU, we need to define the criterion of how to determine who is better. Suppose one indicator smoothes better, the second one lags less. Which indicator is better? We can argue about it till the second coming if we don't decide on the indicators and criterion. And the article contains not 2 indicators, but at least 4 (and some of them are not clear, especially how to calculate them).
At least do the following (since you keep your know-how and do not give it to anyone). Take a simple MA, and compare your indicator with it. Calculate and show in numbers how much better your indicator is than a simple MA (show what you claim in the article in words - in formulas and numbers).
Example layout
Post here the array of figures by which you are comparing + figure. And the forum will help you - post the same calculations on the same array of figures and compare your results with your calculations and your favourite indicators (I think Dzhurik will show up too).
And your attacks on the members of this forum are ridiculous. You provide references and read them and say that we are "talking trash" here. All right, let them be, but you are a man and you keep your word. You said your indicator is better. Prove it in numbers and formulas (the article contains only words). You have to take responsibility for your "talk" :-). Give a comparison with the MA. See above for a design example.
Z.U. I hope this is a specific question or something needs to be clarified in the question ?