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Which HP do you choose ?

Which HP do you choose ?
By jaguar1637 2281 days ago Comments (4)

Which HP do you choose ?

orange HP_ULLMAN2

Dark Green HP_NEW

Light green ULLMAN_HP

 

Comments

  • JohnLast 2281 days ago

    The dark green is really end-pointed? I mean non repainting.I think this hp has a lot of potential.

    We can replace the moving average with the imroved HP in every concivebale EA or expert system.

    I need to learn much more about this.

     

     

     

  • jaguar1637 2281 days ago

    End pointed, is in correspondance w/ the last values shown by the indicator

    Classical Hodrick Prescott indicator repaints more often than expected

  • JohnLast 2281 days ago

    I see the logic as it is with the SSA end - pointed. Once a value is calculated then it is not modified despite what the ulsterior calculation would be. Then we progress bar by bar. And artificially the indicator is not repainting. 

    Normally the HP and the SSA are repainting and their job is to do so because they are created in that way. They are not ment for trading they were created as analytical tools for analysis of long period time series for cycle and trend activity. For exampel if you use monthly data for the analysis of the 10 years economic cycle, or 15 years sun spots cycle you are not concerned with the end-point distortion but you want a line that will reveal the whole cycle as smoothly as possible.

    Exactly the opposite is true for EA application you trade the current moment. You can't take trades for past periods Right!.

    So the question for me is 

    A fast HP end-pointed and reliable is it able to outperform a moving average for a clearly specific task?

    And task by task not in general. We think we can get an edge.

  • CamaRon 2279 days ago

    WHat is the name of the green one? Not sure where to look for it.