What are you views on these startegies?
- Thread starter Waylen
- Start date
Lag in an EMA, which is a one-pole infinite impulse response (IIR) lowpass filter, is (N-1)/2.
So:
4 days lag
9.5 days lag
24.5 days lag
49.5 days lag
Try using these filters in forward-reverse mode. You'll have to look that one up. Perhaps try using these with a Kalman style gain factor to reduce lag.
So:
4 days lag
9.5 days lag
24.5 days lag
49.5 days lag
Try using these filters in forward-reverse mode. You'll have to look that one up. Perhaps try using these with a Kalman style gain factor to reduce lag.
Dude what is your strategy??? Listing 4 ema periods with a timeframe is not a strategy.
My strategy is to not use indicators with these amounts of lag. I am currently testing a zero lag (or near zero lag) strategy.
Actually I use them, but as a lagging indicator for when I want to confirm something HAS occurred and want to take action AFTER it happens. E.g. when it is clear I want to exit, and just like setting a timer that delays the exit just a bit.
But to be clear, I do not use cross overs. That compounds the lag, imo.
There is no one-size-fits-all thing.
After you remove those EMAs (and all other indicators), then you can make progress.
