Absolute courses - page 94

 
sv.:

Essentially trading to return to the average.
I wonder what would be the triggering frequency of TP and SL depending on the deviation.
Intuitively, there should be an offset.

Opening towards the movement, depending on the deviation from the average (MA10)

with time filtering:

Maybe it makes sense to break away in the direction of the move.
Inertia of strong currencies.

 
sv.:

Opening towards the movement, depending on the deviation from the average (MA10)

The idea of many trades with TP=SL, using the SMA as a reference point, is meaningless. For the SMA - lags. And it is lagging considerably. But if it were not lagging (i.e. if it were not SMA, but non lagging non redrawing filter) - then fine. In this sense, the very possibility of making profit in TS with TP=SL and overriding probability of TP is equivalent to the task of creating a lag-free non redrawing filter - an impossible task, according to the overwhelming majority of filtering theory experts. But they are mistaken.
 

Here's another funny picture.

 
Dr.F.:
The idea of many trades with TP=SL using the SMA as a benchmark is pointless. For the SMA is lagging. And it is lagging considerably. But if it were not lagging (i.e. if it were not SMA, but non lagging non redrawing filter) - then fine. In this sense, the very possibility of making profit in TS with TP=SL and overriding probability of TP is equivalent to the task of creating a lag-free non redrawing filter - an impossible task, according to the overwhelming majority of filtering theory experts. But they are mistaken.


There is an assumption that the motion of the currency is inertial. Inertia is given by an impulse throw, in this case a deviation from the average.
The MA is only used as a reference point.

Lag = price averaged over 10 bars.
Impulse = deviation from this average price

 

Use JMA to avoid lagging, that's all there is to it.

Only the problem is not the lag, as some people think, but the nature of the market itself.

 
I won't gloat.
 
Has anyone heard of MEMA? I even had an article about it somewhere.
 
Stells:
Has anyone heard of MEMA? I even had an article about it somewhere.

The indicator is in CodeBase
 
Vinin:

Indicator in CodeBase

can i have the link?

article in archive

Files:
mema.zip  280 kb
 
Stells:
Can I have a link?

I hope that's what you're talking about. I even found my indicator on my computer
Files:
mema_3.zip  279 kb