Author's dialogue. Alexander Smirnov. - page 6

 

Well here is a comparison of JMA (red) and SmirnoffMA (blue). On the screenshot both MAs have period of 12. JMA is faster and smoother. And at periods of 10 and 14 SmirnoffMA disappears at all - it must be some kind of a glitch. I don't see that SmirnoffMA is better yet....

 
Well yes, LeoV, you and I have similar results. As for disappearing, the article says that the period should be a multiple of 4.
 
I agree with Mathemat and Leo.


P.S. To Leo. Try File/Save as Picture/Active Graph(as is)
 
Mathemat:
Well yes, LeoV, you and I have similar results. And about the disappearance in the article it says that the period should be a multiple of 4.

If this is his real algorithm - to be honest - not so much...... (((((
 

By the way, the redrawing is really not visible. But this may be due to some tricky properties of the IndicatorCounted() function that should be removed from the code to make the experiment clean.

P.S. So, I did it this way. As soon as the number of uncounted ones becomes less than a period, I forcibly set the number of counted ones equal to twice the period (24 in this case). I still don't see any re-drawing.

If I keep counting all the time on all the history, it really loads up the processor. By the way, Djuric wins here too, despite the complex algorithm.

Files:
 
Why compare? We should not compare, but use. As one of the options: consider the Djuric MA as a fast MA, Smirnov MA as a slow MA. The signal is their intersection. The rest is like in the textbook.
 
What would we do without you, Kharin... Now I'd like to hear the branch author's opinion on the implemented algorithm - and go to battle with two "muwings".
 
2 Mathemat, I don't understand your irony.
It's just that if you don't describe the use of these muwings, you can't compare them. You can't say: "This mouving is cooler", because that would be an empty chatter, but you can say: "In this algorithm using this mouving is more justified than using another one, because..."
And the fact that JMA is faster and smoother, less CPU load is a tenth matter, IMHO
 
Kharin:
Why compare? You don't need to compare, you need to use. As one of the options: consider the Djuric MA a fast MA, Smirnov's MA a slow MA. The signal is their crossover. Then it's like in the textbook.


I've heard it somewhere before...

'JMA'.

 

Kharin, I'm surprised to participate in the discussion of this indicator myself: so far I haven't been seriously interested in any muwings and their analogues (not counting experiments with neural networks).

Just at the moment we investigate the muwings quality by four quite reasonable criteria (small lag, small overlap and underlap, maximum smoothness - except for gaps). These criteria give an almost unambiguous improvement in the filter regardless of how it is used. And secondly, the use of muwings is not limited to the simplest intersection systems.

But the author of this thread has disappeared somewhere. You'd better say something. Like, "it's implemented incorrectly, it's smoother in my Omega". Or something else. Algorithm is not so simple and very "heavy" (degree of nesting loops equals three).