In cases when the normalized deviation is high, the calculation period should be shortened (since in the periods of high volatility we want the adapting to be fast). And that brings us to the next step : let's make again one somple indicator : adaptive EMA that will use that normalized deviation form calculating period adapting. We have to "tell" it the fastest and the slowest calculating period we expect from it and the rest will be done depending on the state of the normalized deviation. So here is a deviation adaptive EMA (ema is good since it does not require integer periods and that makes it easier to do the calculation). Black is the regular 15 period EMA and red is 10,20 period adaptive EMA. As you can see, it is not a dramatic change, but in times when the price changes quickly it is faster than the regular, and then slows down when the price changes are slow.
So, improvement is probably in 0.5 to 1% range (if any, but it is not worse in any case) but if we would be able to do that kind of stuff on all, then we probably would be able to somewhere in the future make much better indicators
Now, this was just one example how it can be done. There are different approaches and all of them have their pros and cons. This one is just an example of a simple way of doing that.
Download from here:
http://www.forex-tsd.com/indicators-metatrader-4/2613-nonlagging-tools-33.htm...
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