论文标题
有限的操作员方法无需滞后的技术指标
A bounded operator approach to technical indicators without lag
论文作者
论文摘要
在用于算法交易的技术分析框架中，我们使用线性代数方法来将经典技术指标定义为空间的有限运算符$ l^\ infty（\ Mathbb {n}）$。这种更抽象的视图使我们能够以非常简单的方式定义这些工具的无lag版本。然后，我们将结果应用于基本的交易系统，以将古典老人的冲动系统与其无lag版本和所谓的Nyquist-Elder的冲动系统进行比较。
In the framework of technical analysis for algorithmic trading we use a linear algebra approach in order to define classical technical indicators as bounded operators of the space $l^\infty(\mathbb{N})$. This more abstract view enables us to define in a very simple way the no-lag versions of these tools. Then we apply our results to a basic trading system in order to compare the classical Elder's impulse system with its no-lag version and the so-called Nyquist-Elder's impulse system.
