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Ahh! *click*
yes, of course..
that'll teach me to answer mail before breakfast :)
Si
At 08:49 28/04/2004, you wrote:
>Simon,
>
>You might be reading it wrong. He does mean plot the indicator back a
>bar or two so there is no lag. Say it has two bars lag so you plot
>the indicator back two bars so it has Zero lag. Needless to say the
>final two bars on the chart will not have data but if you can solve
>that they you will be in the big money.
>
>Best regards,
> Jimmy Snowden
>mailto:jhsnowden@xxxxxxx
>
>
>Tuesday, April 27, 2004, 3:37:36 PM, you wrote:
>
>SD> At 05:59 28/04/2004, you wrote:
>>>At 01:29 AM 4/27/2004, DH wrote:
>>>
>>>>> I have a problem figuring out exactly how to measure the quality of
>>>>> fit for a low-lag smoothing filter applied to market data.
>>>>
>>>>Join the club. To measure 'quality' you need to know what values a
>>>>'perfect' indicator would output. But, if you know what 'perfect' is,
>>>>you could just write a 'perfect' indicator and trade it. Catch 22.
>>>>Chicken and egg. Good luck, I don't think you're going to find the
>>>>answers you are looking for here.
>>>
>>>I often define a lagged moving average as "perfect".
>>>
>>>So take some good smooth moving average such as the T3 average, plot it back in time an interval equal to it's lag. This is then a smoothed version of the signal with no lag.
>
>SD> surely you mean -forward- in time, equal to it's lag?
>
>SD> otherwise it'd be double lagged.. :)
>
>SD> Si
>
>
>
>Outgoing mail scanned by Norton
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