smoothing indicators

• 05/07/2016 at 7:55 PM #6564
  papero76

  hi Nicolas how are you?

  i need help for smoothing indicators with signals jagged

  for example CCI

  how i can smooth the jagged without delay

  thank you in advace

  

  papero76

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  05/09/2016 at 12:31 PM #6610
  Nicolas

  Hello papero76,

  Because you have written your message in english, I moved your post into the english forum 🙂

  If you want to smooth a signal, lag will come with it. Smoothing a value over time means you want less movement of it, and to not react quickly to what happen.

  If your request is to reduce false signals of a specific indicator value, then smoothing it is a good option. Also you can also use mathematic signal filtering like Laguerre, etc.. Digital filter are more filtering than smoothing, so it is another option ..

   

  

  Nicolas

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  05/09/2016 at 7:13 PM #6633
  papero76

  hi thank you for your reply and my apologies for my wrong.

  can i have an example using CCI?

  thank you again

  

  papero76

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  05/09/2016 at 7:33 PM #6638
  Nicolas

  To smooth the CCI value, you just have to make a classical moving average instruction and use the CCI value instead of price:

  myCCI = CCI[14] smoothedCCI = average[10](myCCI) RETURN smoothedCCI

  1 2 3 4 5

  myCCI = CCI[14]   smoothedCCI = average[10](myCCI)   RETURN smoothedCCI

  You can use whatever moving average you’d like such as exponential one or even linear regression and change the smoothing period too.

   

  

  Nicolas

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  05/09/2016 at 7:38 PM #6642
  papero76

  wow  thank you for your fast reply

  in that way y obtain a delay

  something without delay?

  

  papero76

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  05/09/2016 at 8:02 PM #6645
  Nicolas

  I’m not a magician, as I have already told you, smoothing always include delay, sorry 🙂

   

  

  Nicolas

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  05/09/2016 at 11:21 PM #6655
  papero76

  ok thank you Nicolas

  

  papero76

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