Filter without delay - page 9
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The question was about the logic of understanding the physical nature of the filter. And in particular, that there is always phase distortion. :)
In a word - attempts to do something with filters in the usual sense of the word (I mean filters) and all mathematics, which was worked out for it. For financial speculation utopia. :) Not dangerous, but utopia.
I tried to explain it here and elsewhere. Alas.
As for wavelets, they are a thing for another purpose. You simply don't need to use it here. It's not impossible or impossible - we just don't need it. And that is how it is done. They are for others.
Not that TC algorithms, but ideas - a lot. We have a specific topic, and we chew on it. I am happy for you that your TS does not need filters. A huge number of songs have been written by the principle: what I see, what I sing. It is called shadow analysis.
I missed your explanation of vaylets - if you can give me a link.
Profit factor = max profit / max loss. Recovery factor = max drawdown / max profit. These are different values and characterize the TS very differently
Let me correct it a little:
FF = Profit (Total) / Loss (Total)
FF = Profit (Total) / Max drawdown
I'll correct it a bit:
PF = Profit (Total) / Loss (Total)
FF = Profit (Total) / Max Drawdown
Agreed.
Наклон определял Ганн. Необходимо определиться с ТС в общих чертах. Пересечение двух машек - вход-выход в пзицию. Уже торговая система. Но плоха тем, что сильно запаздывает. Фильтр может не запаздывать, но все равно не удается построить ТС. Тогда, что еще? В отличие от машек у фильтров есть фаза. Это новоя допонительная информация к машкам. Но основная проблема машек, что мы считаем, что они начались до царя Панька и никогда не окончаться. В действительности, те машки, которые мы построили на истории уже кончились и если програнь оптимизатор, то действуют другие параметры машек, но когда по ним начнем торговать, то они тоже, быть может, закончаться, а может нет. ЦОС гораздо более развитая теория, чем машки. Может с помощью ЦОС можно полуить параметры котира, которые дадут прогноз жизни машки (хотя бы машки, а не целевой цены). Это будет прогноз смены тренда.
Yeah... What a load of crap. Do you have any idea what a Mashki is? And what their intersection means.
Anyway... There's no sex in the USSR.
Чуть поправлю:
ПФ = Прибыль (Общая) / Убыток (Общий)
ФВ = Прибыль (Общая) / Макс просадка
FS = (Profit (Total) - Loss (Total)) / Max drawdown
Isn't that right?
Read your definition seems to be correct. But then I can't see the point in it.
Да, матлаб шикарный инструмент для анализа.
Ну так давайте накидаем идей, которые можно быстро на матлабе проверить.
I absolutely agree. There is just one problem. Before using Matlab, it's a good idea to read and understand the books referenced in the Matlab function description.
Otherwise, you can generate a couple of Nobel Prize applications in about 5 minutes.
I wonder what the Papuans would do with a modern jet fighter if they could get their hands on one?
Although... Cook they managed to eat it anyway.
Totally agree. There's just one problem. Before using Matlab, it is useful to read and understand the books referenced in the Matlab function descriptions.
Otherwise, you can generate a couple of Nobel Prize applications in about 5 minutes.
I wonder what the Papuans would do with a modern jet fighter if they could get their hands on one?
Although... They managed to eat Cook anyway.
Are you bored? It's very soothing to embroider cross stitch, especially for those who have repeatedly participated in similar posts and always try to bury them
Вам скучно? Хорошо успокаивает вышивание крестиком, очобенно для тех кто многократно участвовал в пододбных постах и всегда птался их закопать
He's not bored, just another barren chrono-killer. Worthless.He's not bored, just another fruitless chrono-killer. >> Waste of time.
He is the author of a similar thread - a complete zero, as he considers BP a stationary process.
He is the author of a similar thread - a complete zero, as he considers BP to be a stationary process.
Goodbye for today.