From theory to practice - page 503

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Олег avtomat:

1) It is not MA.

2) It is not a PID controller.

3) The system functions on any TF.

4) For efficient operation, the state of the older/current/smaller TF has to be taken into account.

I will read your thread more carefully. I have nothing to do anyway :))) I am looking for new ideas...

 

And this would be even easier and clearer ;)))

EURUSD_H__20180831

.

 
Alexander_K:

I'll read your thread more carefully. Nothing to do anyway :))) Looking for new ideas...

unless there's nothing to do... maybe you'll find something...

 

The 4th derivative can also be inserted to make it clearer:

EURUSD_H_b_20180831

.

just kidding ;)
 
Олег avtomat:


As promised, I'm making the picture clearer.

That's the way to make it clearer. What do you think?

The 1st, 2nd, 3rd derivatives are shown - v,w,r - speed, acceleration, jerk.

You can sign them in detail and make the lines in different colours. What do you think?


zy

Why did you delete your posts?

I was writing to keep the topic out of the way for the top starter. My opinion about speed of acceleration and jerk it as I wrote, you can not look into the future, take HP filter, it redraws, there is a parameter lambda, it can be adjusted, you get something like a polynomial in n - oy degree, making this parameter more sensitive, you can see how the tail itself begins to write figures up and down, all faster, reduce the parameter, to LR ( lines.If you decrease the parameter up to LR (regression line), it starts shaping slower (you can cut slower), i.e. you still have indeterminacy ahead of you.
 
Олег avtomat:

1) It is not MA.

2) It is not a PID controller.

3) The system functions on any TF.

4) For efficient operation, the state of the higher/current/lower TF must be taken into account.

Do you think the three screen principle will help? We have different speeds everywhere, maybe it's trying to catch some sort of unison in the movement at some point, I don't know, once you catch it, other times you don't.
 
Alexander_K:

I'll read your thread more carefully. Nothing to do anyway :))) Looking for new ideas...

It's like taking the increments (velocity), then taking the increments from the increments( acceleration), and repeating it again, then it will already be a jerk, and then watching to make sure everything looks in the same direction, open up. That's the idea. There may be nuances, but it's something approximate. I once tried to adjust the coefficient of determination is correlation squared, the outgoing train. That may not have worked out for me.
 
Novaja:
Do you think the three screen principle will help? We have different speeds everywhere, maybe it's trying to catch some sort of unison in the movement at some point, I don't know, once you catch it, other times you don't.

no

it's an attempt to fight the noise

which is typical of systems that use line-crossing to produce a buy or sell signal

ps:

and in fact there is no noise!

but the market is extremely happy when they trade at the average price ;)

the higher the order of the derivative, the steeper the averaging
 
Renat Akhtyamov:

no

it's an attempt to fight the noise

which is typical of systems that use line-crossing to produce a buy or sell signal

ps:

and in fact there is no noise!

but the market is extremely happy when trading at an average price ;)

the higher the order of the derivative, the steeper the averaging
Not the word steeper, it's throwing up))
Seriously though, averaging filters as a way to deal with noise, but specifically in this strategy, there should be either part or all of the movement in unison.
P.S.No noise +1 ))
 
Novaja:
Not the word cooler, it rips))
Seriously though, averaging filters as a way to deal with noise, but specifically in this strategy, there should be either part or all of the movement in unison.
P.S.No noise +1 ))

like this (look closely, the signal change caaaac in the middle) :


1...496497498499500501502503504505506507508509510...1981
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