What is the meaning of the term non-lagging (in relation to the indicator)? - page 6

 
khorosh:

You are free to interpret the lag as you wish. However, counting the lag relative to the peak allows you to compare different indicators and choose the one that gives signals with less lag.

Give me an example. You will see that your "lag" is the same everywhere and depends only on the indicator period. If you set it shorter, the "lag" will be smaller. And "false" signals will be bigger. Although, there is no real lag or lie in indicators. And stop "whining" - you are expressing your arrogance.

 
Georgiy Merts:

......... And stop "yelling" - it's an expression of your arrogance.

Nah, I certainly didn't see that one coming 8(.

Now being well-mannered is called arrogance...

I'm out of words. xxxxxxxxxxxxxxxxxxxxxxxx

 
khorosh:

You are free to interpret the lag as you wish. However, lag counting relative to the peak allows you to compare different indicators and choose the one that gives signals with less lag.

Alas, there are 100500 ways to cheat yourself in this business, but you can't go against the essence of the process, there is no quality prediction of the future - there is no quality smoothing.

 
Женя:

Alas, there are 100500 ways to cheat yourself in this business, but you can't go against the essence of the process, no quality prediction of the future, no quality smoothing.

Smoothing already introduces a lag
 
Renat Akhtyamov:
Smoothing already introduces a lag

Yes, if you use past data only. If you take equal points on both sides the SMA will not lag, it is the same as if you move it back half a period. This hints at the fact that in order to get a non-lagging indicator one should know the future candlesticks for a period ahead, you see?

If the data is predictable, for example on a sinusoid, one can improvise a smoothing without lagging very easily, but if it is hard to predict then nothing can be done.


 
Renat Akhtyamov:
Smoothing already introduces a lag

Not all of them.

 
Женя:

Yes, if you use past data only. If you take equal points on both sides the SMA will not lag, it is the same as if you move it back half a period. This hints at the fact that in order to get a non-lagging indicator one should know the future candlesticks for a period ahead, you see?

If the data is predictable, for example on a sine wave, you can improvise a smoothing without lagging very easily, but if it is hard to predict then nothing can be done.


I've done it that way. It's better, no doubt about it. But it still lags.
 
Yuriy Asaulenko:

Not all things.

If you smooth out 3 points, for example: 10, 1 и 2. We get something closer to 1 and 2.

Not too late relative to 10?

But if we were to say at 10 that there would be a 1 and then a 2, then here we have a tick in a tick.

 
Женя:

On predictable data, for example on a sine wave, you can improvise non-lagging smoothing very easily, but if it's hard to predict, there's nothing you can do about it.

Zhenya, what does this have to do with prognosis? Smoothing can be perfect and without lag. No one promised a forecast, it's a different song).

 
Женя:

....... you need to kind of know the future candles for the period ahead, you know?

........

So how do you know the future? By chiromancy?