MACHINE period with minus value - page 17

 
MikeM:

I have read the whole thread.

I still don't understand what TC wants (I think he doesn't understand it himself), but I think today's post by gpwr is the most adequate answer



poorly read
 
Can you draw yourself what you want to get?
 
Avals:



Here you go)))


CopsAvals, but the tip of your wrist with a shift (for example 20 bars) entirely jumps (redraws), and the condition was that this tip behaves as the tip of the wrist before the tip (in this case is 20 bars) (if such a possibility)

( P/S I don't know if..... will work, but you have to try and see.....)

P/S Avals, is it up to you to remove the limitations of the negative period in the dipstick?

I'd like to see both options, which one is closer to what I'd like... ( not because I supposedly do not know what I want) thanks again for your support ;)

 
gpwr:

This is not the first time it has been suggested to extrapolate MAs and reconstruct future bars using extrapolated MA values. I have been doing it myself for a long time and persistently. It does not work. If you run such a predictor through history, the accuracy of the predictions will be 50% regardless of the extrapolation method (polynomial of degree 2 or 3, trigonometric series, etc.). If we calculate the average deviation of the extrapolated MA values from their real values on historical data for various extrapolation methods, the smallest error will be for the extrapolation method based on calculation of future MA values in the usual way (SMA, EMA, LWMA), but taking the missing future price values equal to the last known price. That is, the best predictions into the future are all predicted prices equal to the last known price. The same result can be found in many scientific articles. This is my New Year's present to you. You can believe and save yourself years of fruitless search in a dead-end nba, or throw away the gift in a garbage bin and go it yourself. It's up to you.

Look, such a New Year's Eve-filled, mystique-filled topic and you're in here ....

PS. I'll cut in too.

You haven't read all the books. The sequel is called ARCH with variations. Extrapolating smoothing is a trivial task, but assessing the possibility of such extrapolation ....

 

Have read the threads cursorily, the idea may have been voiced.

SMA(5) by close

SMA(-5) by close = 2*close[0]-sma[5]

etc.

sma[-1] = 2*close[1]-sma[5]'

sma[-2] = 2*close[2]-sma[5]''

 
TVA_11:

Have read the threads cursorily, the idea may have been voiced.

SMA(5) by close

SMA(-5) by close = 2*close[0]-sma[5]

etc.

sma[-1] = 2*close[1]-sma[5]'

sma[-2] = 2*close[2]-sma[5]''



Sorry, where should this be inserted or replaced with what, or what would be the full code of this indicator, on this thought?

P/S Is this about applying a shift or mirroring a positive period?

 
TVA_11:

Have read the threads cursorily, the idea may have been voiced.

SMA(5) by close

SMA(-5) by close = 2*close[0]-sma[5]

etc.

sma[-1] = 2*close[1]-sma[5]'

sma[-2] = 2*close[2]-sma[5]''


In simple terms, it means the following: we take the difference between the price and the MA and postpone it on the other side of the price.

OK, but the question is whether it makes any practical sense, because once again, it makes absolutely no difference where we drew the same MA if the calculation algorithm hasn't changed. You can draw it on Mars.

 
TVA_11:

Have read the threads cursorily, the idea may have been voiced.

SMA(5) by close

SMA(-5) by close = 2*close[0]-sma[5]

etc.

sma[-1] = 2*close[1]-sma[5]'

sma[-2] = 2*close[2]-sma[5]''


In simple terms, it means the following: we take the difference between the price and the MA and postpone it on the other side of the price.

Ok, but the question is whether it makes any practical sense, because once again, it makes absolutely no difference where we drew the same MA if the calculation algorithm hasn't changed. You can draw it on Mars.

 
alsu:

In simple terms, it means the following: we take the difference between the price and the MA and postpone it on the other side of the price.

OK, but the question is whether there is any practical use, because, once again, it makes absolutely no difference where we drew the same MA if the calculation algorithm has not changed. You can draw it even on Mars.


Please state this in full code.... to see this idea of the code visually on the chart... (if possible), on the example of howAvals does it, a screenshot is not necessary.
 
Sergei, draw what you want. And a lot of questions will go away. Someone will stop coming to the topic. And someone will give an answer to your question (if possible).