Building a trading system using digital low-pass filters - page 21

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NorthernWind:
On Alpari or Viac, a thread with a title something like "filtering bourgeois bazaars" is probably about that.
http://forum.viac.ru/viewtopic.php?t=1034
 
NorthernWind:

I don't think that man (one of very few, by the way) who was able to adapt solution of stochastic process decomposition problem to the market is not aware of LRMA. :)

It is difficult to say. One is not directly related to the other. Unfortunately, the level of detail of the text in the link does not allow one to judge whether it uses linear combinations of the averages mentioned and how close its volatility is to the RMS for LRMA.
 
mql4-coding писал (а):
Here's tweaking the filters and taking only longs (towards the spread):

On this scheme, which opens only in one direction and earns a lot of dough, built as that system, brutforce called, to show the impact of programming errors in the tester. :) A paradoxical system, but unrealistic nonetheless.
 
lna01:
NorthernWind:

I don't think that man (one of very few, by the way) who was able to adapt solution of stochastic process decomposition problem to the market is not aware of LRMA. :)

It's hard to say. One is not directly related to the other. Unfortunately, the level of detail in the linked text does not allow one to judge whether it uses linear combinations of the averages mentioned and how close its volatility is to the RMS for LRMA.


Somewhere on the net I saw a more detailed description of his approaches. Not exactly thorough, but still. But I am not interested in details, but I am interested in, let's say, general approaches. And what they are based on, and whether it is the average or something else, is not that important. In addition, the value of knowing the subtleties of building LRMAs from averages is very tentative, in terms of understanding processes.

 
NorthernWind:
mql4-coding wrote (a):

Here's tweaking the filters and taking only longs (towards the spread):



On this scheme, which opens only one way and earns a lot of dough, I built a system, brutforce called, to show the impact of programming errors in the tester. :) A paradoxical system, but unrealistic nonetheless.

No it works for both easily :-) I would just trade towards the spread because the bets are hanging for a long time
 
Well then, Godspeed! My job is to warn you that when it's one way only, caution must be udetermined.
 
NorthernWind:
Well then, Godspeed! My point is to warn you that when it's one way only, caution must be udeserted.

I posted a test in both directions in the thread above. But in general I'm a proponent (if trades are open even for a month) then you can also get a spread.
 
mql4-coding писал (а):
NorthernWind:
Well then - Godspeed! My point is to warn you that when it's one way only, caution must be udesetter.

I posted a test both ways in the thread above. But in general I'm a proponent (if trades are open for a month as well) then you can also get a spread.


:) in some places, a joke about a scramble on the results of startegies from a tester invariably brings unbridled joy to those around you.

 
NorthernWind:


Somewhere on the web I saw a more detailed description of his approaches. Not exactly thorough, but still. But I am not interested in the details, but I am interested in, shall we say, general methodological approaches. And what they are based on, and whether it is the average or something else, is not that important. In addition, the value of knowing the subtleties of building LRMAs from averages is very tentative, in terms of understanding processes.



And this, in fact, explain to the dim-witted what Gorchakov is talking about. I read something, read something, but I didn't get the idea or the depth of it :)
 
I can't figure it out, but somehow managed to read his *.ppt file, his report. How did that happen? There's nothing so detailed there, but it's still very interesting this kind of mystique...
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