Comments on: Better Indicators with Windowing https://financial-hacker.com/better-indicators-with-windowing/ A new view on algorithmic trading Wed, 20 Oct 2021 08:52:21 +0000 hourly 1 By: Petra Volkova https://financial-hacker.com/better-indicators-with-windowing/#comment-75812 Wed, 20 Oct 2021 08:52:21 +0000 https://financial-hacker.com/?p=4183#comment-75812 Why should it “match the peaks and valleys” of the S&P? The indicators are applied on a derivative. This is not for matching peaks or valleys, or “moving average smoothing”.

]]> By: hakan https://financial-hacker.com/better-indicators-with-windowing/#comment-75800 Wed, 20 Oct 2021 05:14:39 +0000 https://financial-hacker.com/?p=4183#comment-75800 I tested the Ehlers windowing indicators and it was worst than coin toss system.Firstly FIR_SMA peaks and valleys do not match with the peaks and valleys of the S&P data.The S&P price data is steep.We need a volatile, cyclistic data to test this system.

My question is how good is Blackman ,Hann,Hamming ,Triangle windows compare the moving average smoothing (Alma,super smoothing ,jurik etc.) or adaptive smoothing like whf adapting etc ?

]]> By: Quantocracy's Daily Wrap for 08/16/2021 | Quantocracy https://financial-hacker.com/better-indicators-with-windowing/#comment-74024 Thu, 02 Sep 2021 05:45:46 +0000 https://financial-hacker.com/?p=4183#comment-74024 […] Better Indicators with Windowing [Financial Hacker] […]

]]> By: Deeksha Jain https://financial-hacker.com/better-indicators-with-windowing/#comment-73989 Wed, 01 Sep 2021 12:09:02 +0000 https://financial-hacker.com/?p=4183#comment-73989 Thanks for sharing Article. Please Click Trading website in India

]]> By: Jon Baldwin https://financial-hacker.com/better-indicators-with-windowing/#comment-73600 Mon, 16 Aug 2021 18:49:33 +0000 https://financial-hacker.com/?p=4183#comment-73600 You can read more about windowing functions here:

https://en.wikipedia.org/wiki/Window_function

I have a personal preference for a Blackman window.

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