1st and 2nd derivatives of the MACD - page 4
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It is very likely Goertzel or something not far from it. But it is of high quality.
The more so, the author posted on the forum the Goertzel algorithm and said it is better than fft for spectral analysis and is lighter for calculations.
AlexeyFX
I may not understand it, but you may find it interesting. https://www.mql5.com/ru/forum/108103/page20 at the bottom of the page.
I'm going to post another picture which shows that the filters are useful because they don't distort the phase (less than the wipers), am I right?
http://forum.alpari.ru/showthread.php?t=24519
Look to the right of the vertical line. One curve up, the other down. And so almost everywhere else. It doesn't make any difference whether you apply it to price or anything else. This effect will appear everywhere, you have to do something with the filters themselves, to remove phase distortions.
By the way, here's more of your direction. Here is whatIgorM wrote on 01.05.2010 22:33
but don't see any followers :) anyone understand this wiki article: https://ru.wikipedia.org/wiki/Четырёхполюсник
Has anyone ever repaired an old tube colour TV? If so, maybe he saw one part which was called a delay line and gave an integral value of the signal at the output, but the value was just a straight line and a jump at the end of a period - i.e. a pulse
If someone understands what I am trying to explain, he/she will probably understand what GBPUSD is and why there are always candlesticks on all currency quotes :)
SZZ: Life is beautiful and wonderful if you take it in different directions :)
Oh, and as BMG rightly pointed out 21.09.2007 21:12
Any indicator that analyses prices is doomed to lag...
It is like pulling a net out of the water by its hair...
To get ahead of an event (we are interested in the event - price change), you must use other information...
You can analyze volumes (changes in volumes should theoretically precede changes in price)
or look at other financial instruments or something else, but the event must be external to the
but the event must be external to the price we are interested in...
There is also such a thing https://www.mql5.com/ru/code
The ZeroLAG MA indicator is a zero-lag moving average. The indicator was first described in
Perhaps it is better to use it in a McDi
or JMA (I think there is even a ready-made makdi on it - JMACD)
http://forum.alpari.ru/thread27818.html
Is there any sense at all in the 2nd derivative of the MACD because the MACD itself is in essence a velocity meter, then the first derivative is an acceleration and the second is a what?
You can consider the 2nd derivative of the MACD as its acceleration. In order to calculate it, we need to iron the MACD. Then our trading system can be described as follows:
a1 - 1st derivative of MAPD
a2 is the 2nd derivative of MAPD
------------------
a1 a2
>0 >0 - open long
>0 <0 - close long
<0 <0 - open short
<0 >0 - close short
The art here is to smooth the MACD properly. Either choose smooth averages that are included in the MACD, or smooth the MACD itself. I prefer the first method. I will play with different averages and their parameters. I will report the result here. Although there is not much to hope for here. I have already tried to use the 1st and 2nd derivatives of the smoothed price in the same way and it did not lead to anything useful.
I'm going to post another picture which shows that the filters are useful because they don't distort the phase (less than the wipers), am I right?
https://www.mql5.com/go?link=http://forum.alpari.ru/showthread.php?t=24519
There are an infinite number of different filters, so there are just as many pictures if you want to find one. If the filter is applied to price, little can be judged from the picture.
That's roughly what 99% of traders in the world do. Let's take some indicator, let's pass the price through it, watch it, invent unreasonable entry and exit points. Let's adjust the parameters and use the tester. When we start losing profit, we again fine-tune it. For 5-10 times we will say that the market has changed and we will use another indicator. This can be done endlessly.
This all instead of setting something more simple (e.g., sine) and see what the indicator actually does with the input signal.
And it does something like this:
Here and further the green line is the input signal. These are filters, similar to MA. Absolutely all known LPFs behave similarly. You can tweak the parameters as much as you like, nothing will change in principle.
But these are MACD-like filters. It becomes clear why some people prefer to trade without indicators. It's better without indicators than with such indicators.
And this is what I think filters that are more useful than harmful should look like. They don't seem to be there, but they are there, just covered by the green line.
There are an infinite number of different filters, so there are just as many pictures if you want to find one. If the filter is applied to price, little can be judged from the picture.
I've been saying that for a long time.
You can consider the 2nd derivative of the MACD as its acceleration. In order to calculate it, we need to iron the MACD. Then our trading system can be described as follows:
a1 - 1st derivative of MAPD
a2 is the 2nd derivative of MAPD
------------------
a1 a2
>0 >0 - open long
>0 <0 - close long
<0 <0 - open short
<0 >0 - close short
The art here is to smooth the MACD properly. Either choose smooth averages that are included in the MACD, or smooth the MACD itself. I prefer the first method. I will play with different averages and their parameters. I will report the result here. Although there is not much to hope for here. I already tried to use the 1st and 2nd derivatives of the smoothed price in the same way and it did not lead to anything good.
You should preferably not iron anything at all at the calculation stage, then the final line can still be ironed in some way, I think.
The buy and sell conditions are irrelevant at this stage.
What is the formula for calculating speed and acceleration of macdi, for me the speed of the point is distance/time, acceleration is speed/time. In this form, but for McDi, we mined the price line to the McDi line (path - price, now the path - McDi) or not so ? it turns out something like when building a McDi, we are looking for speed of small machine relative to large machine, here in McDi we are looking for speed fast McDi relative to slow McDi, and acceleration will give extrapolation McDi, I understand correctly?
I don't want to iron anything at all at the calculation stage, then the final line can still be ironed somehow, I think.
Buy and sell conditions have nothing to do with it at this stage, they are not needed at the moment.
What is the formula for calculating the speed and acceleration of the macdi, for me the speed of the point is distance/time, acceleration is speed/time. In this form, but for McDi, we mined the price line to the McDi line (path - price, now the path - McDi) or not so ? it turns out something like when you build McDi, we are looking for speed of a small car relative to a large car, then in McDi we are looking for speed fast McDi relative to slow McDi, and acceleration will give extrapolation of McDi, right?
The physical meaning of the 2nd derivative of the MACD is hard to find. MACD is calculated by subtracting the long waveform from the short waveform. Since the mask is a low-pass filter, with this extraction we get an intermediate-pass filter. So we are looking at 2nd derivative of bandpass filter. Or we are looking at the acceleration of a fast sweep relative to a slow sweep. And still I am tortured by a question: what for all this is necessary?