Out of sporting interest, I engaged in adaptive quote filtering - page 20
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https://ru.wikipedia.org/wiki/Sinc
https://ru.wikipedia.org/wiki/Sinc-фильтр
https://ru.wikipedia.org/wiki/Sinc
https://ru.wikipedia.org/wiki/Sinc-фильтр
To add some fuel, I sent a free indicator to the market for testing, which implements a variant of such unconventional "smoothing". If it is accepted and the subject (in the narrow sense) will not be stalled by that time, I will give you the link. The picture may look like this
it was interesting to see it on h1,d1
No problem, it doesn't care which bars it uses. By the way, it also has a parameter that determines the degree of ... "smoothing".
No problem, it doesn't care which bars it uses. By the way, it also has a parameter that determines the degree of ... "smoothing".
Will there be a decoding? Practical application? The indicator draws on a very distant past, how to play it?
No deciphering in the sense of publishing the source code is envisaged for the time being. The idea can be understood simply from the pictures: it was to have only one price on each bar (instead of 4), and the price should correspond to highs on the way up and lows on the way down. I think that those who really need it may easily construct a similar algorithm.
Like for any smoothing algorithm, it has a lag, but it is variable. Sometimes a new value can appear practically on the next bar, sometimes the lag will be quite considerable. One can roughly estimate from the pictures - "bridges" between hi-loi in space are just the lag. Of course, the lag also depends on the "smoothing" parameter.
Apply it theoretically just like any other smoothing result :), at least the same mashes. Although the primary motivation was to build exactly the unambiguous "price trajectory" for calculation of some measures such as fractals. But I should say right away that I haven't got down to attempts to use it, let's say, it's purely an academic stage for now :).
Well and for the same reason it would be more interesting to discuss the idea rather than the specific indicator.
P.S. I think we should specify about the lag. If there is value on bar - it appears immediately after termination of this bar, in this sense there is no lag at all. It means that the indicator may simply not show values on consecutive bars for some time.
No deciphering in the sense of publishing the source code is envisaged for the time being. The idea can be understood simply from the pictures: it was to have only one price on each bar (instead of 4), and the price should correspond to highs on the way up and lows on the way down. I think that those who really need it may easily construct a similar algorithm.
Like for any smoothing algorithm, it has a lag, but it is variable. Sometimes a new value can appear practically on the next bar, sometimes the lag will be quite considerable. One can roughly estimate from the pictures - "bridges" between hya-layers hovering in space is exactly the lag. Of course, the lag also depends on the "smoothing" parameter.
Apply it theoretically just like any other smoothing result :), at least the same mashes. Although the primary motivation was to build exactly the unambiguous "price trajectory" for calculation of some measures such as fractal. But I should say right away that I haven't got down to attempts to use it, let's say, it's purely an academic stage for now :).
And for the same reason it would be more interesting to discuss the idea rather than the indicator.
P.S. I think we should specify about the lag. If there is value on bar - it appears immediately after termination of this bar, in this sense there is no lag at all. It means that the indicator may simply not show values on consecutive bars for some time.
Probably as long as it's not clear where! Sorry about the line!