Zero Lag Filtering

Discussion in 'Technical Analysis' started by panzerman, Sep 13, 2016.

  1. Jeffro72

    Jeffro72

    Such as "proper" estimation. Without that, moving averages are much too slow to catch anything, but the largest moves.
     
    #21     May 9, 2018
  2. Sig

    Sig

    Or for those who are more visual learners:

    [​IMG]

    https://xkcd.com/1570/

    As an electrical engineer whose been interested in trading since high school I also went down the DSP in trading rabbit hole and came to a similar conclusion to @Simples. Which is not to say you shouldn't give it a go @panzerman, I'll be the first to admit I could have missed something. But I would caution that if you find something that any reasonably intelligent EE could figure out, one of us already has and has either arb'd the opportunity out of existence or lost a bunch of money determining that it had a flaw. If it requires huge computation power or complex algo's, one of the hundreds of EE PhDs that have been hired by the quant funds have done that. So my caution would be to trade small for a non-trivial amount of time (months at least) every time you're sure you've found the holy grail. It will allow you to keep playing and eventually you may even decide the playing is worth a lot more than the money!
     
    #22     May 10, 2018
    HobbyTrading and Simples like this.
  3. Jeffro72

    Jeffro72

    Same story here. Realized a successful trading system is more than just indicators. Though "better" indicators can improve success.
     
    #23     May 10, 2018