From theory to practice - page 517

 
Yuriy Asaulenko:

This is a special case and absolutely nothing follows from it.

As for the redrawing indicators, it is only visually that they are redrawn. In fact, there is no redrawing.

At each step we have a matrix that fully describes the system state at the current time. Visualise this matrix and you will not see any redrawing). No matter how you wander through history, the state at any current moment will remain the same.

OK, I know the state of the system at this particular moment, what guarantee is there that the system will be stable?

Victor in kodobase has an example of filter with backtracking based on EMA,
https://www.mql5.com/ru/code/192

What he writes about it:
The smoothing result will be the same as for the zero-delay filter (symmetrical impulse response) except for the edges of the sequence where the edge effect, or as it is called here, overshoot will appear. MA, i.e. filter with finite impulse response, was used above as an example. When using filters with infinite impulse response (e.g. EMA) the edge effects will theoretically extend over the whole length of the sequence.

 
Novaja:
the polynomial also redraws

it does not redraw if we take only its last point.
The "redrawing" means that the curve of the indicator changes with each new bar.

 
Novaja:
OK, I know the state of the system at this particular moment, what guarantee is there that the system will be stable?

None. And whatever you apply, whether it is redrawable or non-drawable.

It depends entirely on the specific application.

 
Smokchi Struck:

does not redraw if you only take its last point.
"redraws" means that the appearance of the indicator curve changes with the arrival of each new bar.

OK, we take the last point, i.e. we know the state of the system at this point, how long will the system state be stable in the future to be able to predict?
 
Novaja:
OK, taking the last point, i.e. we know the state of the system at this point, how long will the state of the system be stable in the future to be able to predict?

For this you need statistics). A statistical relationship between a state and the duration of its existence or the further behaviour of the system).

 
Yuriy Asaulenko:

None. And whatever you apply, whether it is redrawable or non-drawable.

It depends entirely on the application in question.

Thank you for your reply, I have made my conclusions.
 
Novaja:
OK, we take the last point, i.e. we know the state of the system at this point, how long will the state of the system be stable in the future to be able to predict?
If we accept the theory that price always moves in a channel, then this point will be in the centre of the price channel, as I have shown in this picture.
https://www.mql5.com/ru/forum/221552/page514#comment_8552777
 
Smokchi Struck:
If we accept the theory that price always moves in a channel, then this point will be in the centre of the price channel. as I have shown in this picture
https://www.mql5.com/ru/forum/221552/page514#comment_8552777

What does it look like in real data?

 
Олег avtomat:

What does it look like in real data?

x@@@@@vo! )))

figure out how to improve it.
 
Novaja:
OK, we take the last point, i.e. we know the state of the system at this point, how long will the state of the system be stable in the future to be able to predict?

no more than 10 minutes or until a new sufficiently risky transaction in the market

If there is no last point, recalculate