1st and 2nd derivatives of the MACD - page 45

 
gpwr:

A filter is a tool, just like regression, neural networks, etc. Just because they don't work for some people doesn't mean they aren't needed.

Didn't say you didn't need it. I said it was a solution to part of the problem. I'm trying to find out what part. And you can't just rely on filters.

By the way, how many bars do you need to calculate a filter?

 
AlexeyFX:


But you cannot move it further, on the last bars the filter will fly like a broom...

...or can I? Or even necessary?

Shift the filter into the future? This is really getting interesting now. So we calculate future filter values? But we have already made an assumption on future prices when constructing the filter - the horizontal straight line. We can use it to make trading decisions. But when making this prediction, C(0)=C(-1)=C(-2)=... there will be only one trading decision: do nothing. I have to read your posts to understand the direction of your thoughts. Maybe you can explain it to me?

 
To all those seeking peace in derivatives and filters, Happy New Year!!! ))))))))))
 
gpwr:

Shifting the filter to the future? This is really getting interesting now. So we calculate future filter values? But we have already made an assumption about future prices when we built the filter - the horizontal line. We can use it to make trading decisions. But when making this prediction, C(0)=C(-1)=C(-2)=... there will be only one trading decision: do nothing. I have to read your posts to understand the direction of your thoughts. Would you care to explain?


Right. There's no need to shift to the future. You need to make a filter with an odd number of terms N and shift by (N-1)/2. You will get a filter with zero phase shift, i.e. a perfectly matched filter. Besides an ideal price match, there is another reason for doing it this way - I won't say about it yet. And with such filters divide the whole spectrum into parts.

You'll get something like this:

Green sine on the input. It's clear to me that I should trade downwards. And I have a straight line at 0.0 in the future.

But that's not all. It is the second part of the grail, I have already written about the first one. It is necessary to make the third part. I'm sure it may be used for forecasting future prices. Just don't try to predict filters in the future, all the necessary information is already in this picture.

 

Standing on the asphalt with our skis on.

either the skis aren't going, or we are.........

We shocked people with beautiful pictures. Earlier they thought that these skis were weird. Now they are even more confused - no skis, no brains. )))))))))

finish the job))))))) (just kidding, it's New Year's Eve)

that would apply to our balls, that would be nice.)

It is time-consuming, cumbersome and long, but understandable, and then you can optimize it and make it shorter.

By the way, I tried to think a year ago about the analysis (when combining filters) of the delay line and the filter characteristics, but my understanding is so flat, I saw it as a selection of parameters, for example, imagine cars with different (possible) radii, ie first car can make a minimum circle (as far as the wheel allows) 20 meters, the other 10 meters, the third 5 meters, from this understanding came and until a certain event - does not start a senior. Decomposing everything into such events ..... in short, okay.

What do you want to say .... In short I have decided for myself so far, if you can not describe the process (some) mathematical methods (because of lack or lack of knowledge in these methods, or maybe there is no method in general in mathematics, which can accurately describe the process one would like), then you need to invent their own mathematics in describing the process. In the end the Junko methods or whatever (if this is true at all, of course, and not the notorious public relations of one and the same person, in what I personally began to doubt more and more recently)). - the light is not the end of the line, you can achieve the same effect using other methods and techniques of analysis (I am not talking about their razianalnost).

 
AlexeyFX:

Junko clones have gone in droves. Promoters.

One hundredth please a picture: cotier, your extraordinary sinusoids and arrow entry into position. At least prove your words for once, but words, pictures, words, pictures......

 
faa1947:

Junko clones have gone in droves. Promoters.

One hundredth please a picture: cotier, your extraordinary sinusoids and arrow entry into position. At least prove your words for once, otherwise words, pictures, pictures, pictures......



As many as you like.

There are a hundred entry and exit points both up and down. How do I know what you are going to do? Hold a trade for a week? An hour? Pips back and forth? It's all possible here.

Having a hard time figuring out 10 lines? Me too. There are buttons for that. You can always remove the excess.

The yellow lines are open and close up. The pink ones are opening and closing down. The rules are as simple as rupee-twenty pants. Blue line up - catch red line down and buy, blue line down - catch red line up and sell. We hold the deal until the blue line changes direction. Blue line is horizontal - we may pips back and forth along the red one's peaks. You can use the peaks of red for scaling in. Find yourself a dozen more entry points.

 

oh man, just turned around and the boy disappeared((((

what did he want to say, and to whom? i do not know. with such a speed of appearance and disappearance of images, even the sampling rate of vision is not enough))))))))

or has he listened to the words of a mathematician and decided to write in white text on a white background instead of me? i do not know either.

but whatever.

boy, come back, I'll give you a candy.

 
trol222:

What do you want to say .... In short I have decided for myself that if you cannot describe a process (some) mathematical methods (due to lack or lack of knowledge in these methods, or perhaps there is no method in mathematics, which can accurately describe the process that I would like), then you need to invent their own mathematics in describing the process. After all, the Junko methods, or whatever you have, are not the only way to achieve the same effect and using other methods and methods of analysis (I am not talking about their rationality).


That's a good point. And I do not have any complicated mathematics. No derivatives and integrals, divergences, stochastic fractals and other abstruse nonsense quite far from real life. There's an 18th degree root in one place, everything else is +,-,*,/. All the complicated stuff I've done somehow always turns out to be unnecessary. You have to understand the essence of what's going on in your mind and that's it.
 
AlexeyFX:

Now that's a valid point. And I don't have any complicated maths. No derivatives and integrals, divergences, stochastic fractals and other abstruse nonsense that is very far from real life. There's an 18th degree root in one place, everything else is +,-,*,/. All the complicated stuff I've done somehow always turns out to be unnecessary. You have to get the gist of what's going on in your mind and that's it.


But damn, they are alluring (pictures), my heart bleeds for them)))))))0. I don't know if they are honest, but they are beautiful, and the method should be no less beautiful.

when will I ever get to that point......