Ward 6 - page 49
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Exactly. A lag-free average is, by definition, impossible. How many times do I have to tell you. Read it again: "The past is in the past. It must be forgotten". Not averaging. A non-lagged filter (the algorithm must be non-linear) is possible. Only linear filters are strictly prohibited here. SMA is a bandpass filter. About "with a factor of 1/Period" - ha ha ha. You clearly don't understand what you're writing at all.
SMA is a FIR filter with coefficients of 1/Period. Here is a special link for you, because you are ashamed of your ignorance:
https://ru.wikipedia.org/wiki/%D0%A4%D0%B8%D0%BB%D1%8C%D1%82%D1%80_%D1%81_%D0%BA%D0%BE%D0%BD%D0%B5%D1%87%D0%BD%D0%BE%D0%B9_%D0%B8%D0%BC%D0%BF%D1%83%D0%BB%D1%8C%D1%81%D0%BD%D0%BE%D0%B9_%D1%85%D0%B0%D1%80%D0%B0%D0%BA%D1%82%D0%B5%D1%80%D0%B8%D1%81%D1%82%D0%B8%D0%BA%D0%BE%D0%B9
And who said "non-lagging average"?! (rhetorical question)
Dr Drane, does your filter work with past prices?
SMA is a FIR filter with 1/Period coefficients.
I didn't initially understand what you wrote. If you are referring to the averaging period, no one is arguing that the coefficients are inverse of the period. I apologise for the hasty "ha-ha-ha" due to stereotypical thinking (earlier in that post of yours all statements could only be laughed at, so I laughed at the last phrase too).
Dr Drane, does your filter work with past prices?
Yes. But 'working with them' does not mean 'averaging them'. To take them into account, let's say.
Hmm, how do you know what I meant by "averaging" other than to imply some set of actions...
Suppose you appreciate the approach to averaging used in the JMA?
Let us say, how do you rate the approach to averaging used in the JMA?
Yurick's result to which they are referring is achieved ... because his algorithm is non-linear in its input. He uses a "pre-prediction-final averaging" scheme, i.e. some assumptions about the type of signal. That's obvious. There must be "secret knowledge" about the signal, a priori. This is the essence of the full analogy of non-classical spectral analysis and its ability to crack the "uncertainty ratio". The design of a non-linear filter should not start with averaging back and forth, but with what properties of the input signal we can reasonably assume.
Take Metatrader, save the statement (shown courtesy of DmitriyN), save the last column to a text file. File st.txt is in the appendix. Then look at the image (no one besides me is able to perform a competent analysis of the STATEMENT). As can be seen from the image, there will probably be a series of losing trades soon. They were very profitable lately. But it does not change the essence of the matter. The slope is bright upwards.
Conclusion. The system demonstrates super stability and probability of TP exceeding one and a half times the probability of SL,
So, when do you want to go for real? Demos and matcad are nonsense, you can't draw such conclusions from them. When will we finally see confirmation?
"... when daddy gets a job, makes some money and buys a pack of cards... ...and win a house in a card game, and then we'll be all right!!!" ©
What's my point? There's a lot of dreamers like that in here already. And they blend in, strangely enough, just like the shy ones. So why are we wasting our breath?
If there are real results, there will be investments, and the rest is all talk, and whether the picture has a basement or not.