Hodrick-Prescott filter - page 2

New comment
 
Korey писал(а) >>
HP cloze, HPCOZN M1,
red =1600
blue =100
yellow = EMA 14, cloze.

I don't see any lag in the HP filter. How can that be?

 

redraws, not too much but enough so that there is no shift

 

vertex formation HP=1600


 
Korey писал(а) >>

vertex formation HP=1600

It's coming along nicely. Please post the code.

 

to gpwr

This is a translation of a ready-made excel function, the link is in the file

Files:
hp.mq4  4 kb
 
and redraws beautifully too )
 
the main advantage is that it is smoother, smoother than EMA/SMMA
 
Korey писал(а) >>

to gpwr

This is a translation of a ready Excel function, the link is in the file.

Thanks for the code. Very interesting stuff. I didn't know about the existence of such a filter.

 

I didn't know either, thanks to the topic starter Constantin ,

...
(the HP codebase will have a small tweak in the code while the moderator checks)

 
Korey, explain to me clearly, what is the practical sense to deal with a redrawing muving, even if it is not very redrawing? You can strictly show that if you build a TS based on a moving muving, it will trade no worse or better, but strictly the same as the non-crossing and as a consequence, the lagging muving, it is the consequence of the general law (inability to look into the future). Then why bother to flirt in any way with these beautiful curves, which somehow mislead us. For what purpose?
123456789...11
New comment