From theory to practice - page 190
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is it redrawing?
A correct indicator should not redraw by 1 point
This is a very controversial statement. So the ZigZag, for example, is one of the "wrong" ones?
The absolute advantage of the non-drawing ones is better and faster visualization on history. But they are noticeably laggier than redrawable ones.
This is a very controversial statement. So ZigZag, for example, is one of the "wrong" ones?
The undoubted advantage of non redrawing ones is better and faster visualisation on the history. But they are noticeably more delayed than redrawable ones.
Nuuuu....
Zig Zag is a total ambiguity - a line into the abyss.
Can you provide a link to some thread explaining exactly the physical meaning of weights in EMA (or any other moving average, except WMA, where I calculate weights from incremental distribution)? Something, after reading your posts, my doubts about the correctness of my calculations of the average...
PS. I can understand and accept a time stamp of a quote as a weight or number of a quote in the FIFO buffer, but just don't want to set weights as recommended in different articles...
HELP!!!
There's something wrong with polynomials.
And there's something wrong in my head.
Don't tell Yurik.
He's not Yura, he's Vanya the Fool.)
There's a fool in all of us.
But he's either too big or too small.
He'll always be a fool
Who doesn't know the fool.
There's a fool in all of us.
But whether he's big or small
♪ A fool will always be a fool ♪
Who doesn't know the fool
Wise!
Get to the point, boys! I got a whiff of easy profits and I'm in the mood. The gold is near and I can see the glint in my senile eyes! No one and nothing can stop me now.
No reference is needed here, simple logic will suffice. The assignment of weights must have some purpose. For example, if the objective is to reduce the impact of outliers, then prices with larger outliers are assigned smaller weights.
And if incremental probabilities are taken as weights, what purpose does that serve? None, it's just a fiction whose purpose you haven't stated anywhere. You are averaging prices, "big + small = average". And the price and its increment are in no way related. Simply put:
1) if the price is in the middle of the channel, its increment can be both large and small, with some probabilities
2) if the price is "big" (at the upper end of the channel), then its increment can be either small or large, with the same probabilities
3) and if the price is "small" (is at the bottom of the channel), it is the same.
There is no relationship between the relative magnitude of the price and its increment. Therefore the weights from the probabilities of increments make almost no difference compared to the SMA as well.
Work with SMA and don't sweat it) It's not the weights that are the main problem, it's not the average. The problem (in my opinion) is that the market sometimes has trends and your model doesn't have anything to account for them yet.
.... And the point (in my opinion) is that there are sometimes trends in the market and your model does not yet contain anything to account for them.
There is no point in communicating with this man. It has been written to him about trends many times and moreover it has been stated that if the trend correction is sideways, and not by rollback, the losses are guaranteed. But it's like a pea against a wall.
No reference is needed here, simple logic will suffice. The assignment of weights must have some purpose. For example, if the objective is to reduce the impact of outliers, then prices with larger outliers are assigned smaller weights.
And if incremental probabilities are taken as weights, what purpose does that serve? None, it's just a fiction whose purpose you haven't stated anywhere. You are averaging prices, "big + small = average". And the price and its increment have nothing to do with it. Simply put:
1) if the price is in the middle of the channel, its increment can be both large and small, with some probabilities
2) if the price is "big" (at the upper end of the channel), then its increment can be either small or large, with the same probabilities
3) and if the price is "small" (is at the bottom of the channel), it is the same.
There is no relationship between the relative magnitude of the price and its increment. Therefore the weights from the probabilities of increments make almost no difference compared to the SMA as well.
Work with the SMA and don't sweat it) It's not the weights that are the main problem, and not the average. The problem (in my opinion) is that the market sometimes has trends and your model has nothing to account for them yet.
What difference does it make to average the price or average the increments. Price is an integral of the increments or vice versa increments are a differential of price. Transformations are both reversible and comutative.
Such weights in WMA make sense: the most typical increments will have a large weight, rare ones will have a small weight. That is, WMA calculates a typical increment and the price can be obtained from the increment.
You can, but that's not what Alexander does) he averages the prices, and takes the increments as weights. Two completely different series.
There is no point in communicating with this man. I have written to him many times about trends, moreover, I have pointed out that if the trend correction is a sideways one, rather than a pullback, then a loss is guaranteed. But it hit the wall like a pea against a wall.
Gentlemen! I don't have time to swear now and teach people who are far from physics, like little children.
Take this and sign it!
I have grasped the Grail with my hands, feet and teeth, and I am tearing it from under the orthodox earth.
Give me a hand!
Explain to me the physical meaning of the scales in the EMA.