What is the meaning of the term non-lagging (in relation to the indicator)? - page 2

 
khorosh:

For the zigzag to be fully visible, the "graph on top" option must be unchecked.

This is not the case, because at this point in time the command to display the line has not yet appeared and could not appear - there was no necessary condition!!!

Further development of the situation - continuation and growth of the downtrend downwards, can be compared:


But this is no longer a lag (display of the trend line), but simply a continuation (of the indicator's work) and a subsequent U-turn (of the trend).

 
khorosh:

The divergence is delayed. In order to identify it, the last extremum must form. And that is already a lag.

Secondly: when a divergence has been formed, the movement it predicts may be too small.

And I explained that with the right approach...
As for the lag, the divergence is not as laggy as the divergence.
Although of course everything is relative.

 
Andrey Gladyshev:

I was just explaining that with the right approach...
And as for the lag, divergence is not as laggy as the waving.
Although of course everything is relative.

Can you show me a screenshot please?

i am not sure what you mean.

 
Georgiy Merts:

And this is a vague term altogether.

How can an indicator be "lagging"? It is exactly like that when it is counted. The SMA, it cannot physically "lag", it shows the moving average on the bar it is calculated on, where is the "lag"?


No. For the SMA half a period ago, that average was what it showed on the current bar. For example, for the SMA(10), what it shows now was valid 5 bars ago. But the valid average of the current bar for the last 10 bars it will show only after 5 bars.The non-lagging one will show the true average for the current bar, and not in 5 bars but here and now. There was a branch on this site where mathematicians invented the non-lagging one. Try to search for it, it will help you to understand the problem. I do not have the link at hand.

I personally never average anything on market charts, I use pure price. Of course, it does not make the future less foggy, but I am never late for anything.

 
not lagging ? it is then the period of the indicator equal to one
 
Wizard2018:

Nope. For the SMA half a period ago, the average was what it was showing on the current bar. For example, for the SMA(10), what it is showing now was correct 5 bars ago. .

Why would that be?

The SMA is the average of the last bars at THIS moment. And it has no "lag" whatsoever.

That's like saying "the harvest is lagging behind the sowing". Of course, how can the harvest be at the same time as the sowing, since it is the result of sowing and further growth, which takes time.

People want to exclude the time from the concept of "yield". In this case "there won't be a lag". Except that a harvest without time is impossible.

 
Georgiy Merts:

Why would that be?

The SMA is the average of the last bars at THIS moment. And it has no "lag" whatsoever.

That's like saying "the harvest is lagging behind the sowing". Of course, how can the harvest be at the same time as the sowing, because it is the result of sowing and further growth, which takes time.

People want to exclude time from the concept of "harvest". And in this case - "there will be no lag". Who argues - there won't be... But a harvest without time is impossible.

We're talking about a different lag. Rather, we are talking about lag in making decisions by looking at indicator readings.

 
Georgiy Merts:

Why would that be?

The SMA is the average of the last bars at THIS moment. And it has no "lag" whatsoever.

That's like saying "the harvest is lagging behind the sowing". Of course, how can the harvest be at the same time as the sowing, because it is the result of sowing and further growth, which takes time.

People want to exclude time from the concept of "harvest". And in this case - "there will be no lag". Who argues - there won't be... But a harvest without time is impossible.

There is a concept called group delay. For the SMA it is 0.5 period, or even 0.7 period, depending on the calculation methodology.
 
Georgiy Merts:

SMA - shows the average of the last bars at THIS moment. And it has no "lag".

The SMA shows the average for an interval of a time series. Therefore, in terms of time, this average refers to the middle of the interval. That is, it is half a period late.

But it is unclear how to trade, that is why its value is placed to the current bar, supposedly "without a lag")

This is not only true for the SMA. Any calculation in the BP window (if there is no time weighting) lags half the window.

 
secret:

This is not only true for SMA. Any calculation in the BP window lags half the window.

A properly made EMA has a group lag of about one third less than the SMA.
The standard EMA as an average is not done correctly. All you have to do to see this is to draw the graphs on the step.