1st and 2nd derivatives of the MACD - page 22
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It's kindergarten... :-(
So go play in your kindergarten, but he'll come and make a nasty noise.
I don't know about any such thing, you keep assuming something known only to you.
Give me specific examples of when moderators have deleted substantive (i.e. technical) posts.
I am not aware of any such thing. Give me concrete examples of when moderators have deleted meaningful (i.e. technical) posts.
I don't want to discuss it any more here (especially with you), again, it's all about - give me examples, how can I give them if they've already been deleted. The question in the post was about something else. well forget it, it's no use....
People consistently confuse the phase delay of the filter with the apparent delay on the graph. The second is not a delay at all. It's just a low-pass filter throwing out the high-frequency components, which to the eye looks like a delay.
The phase delay is irrelevant for trading. Especially if spectrum analysis is used. Opposite boundaries of the same selective filter for spectral decomposition will compensate for this distortion. The distortion will only remain outside the band under study. This is no longer important at all for trading.
I would like to understand the essence of discussions here. As I understood the thread started with a question about the meaning of the second derivative of MAKD. Then it moved to a discussion that in MAKD we need smooth filters without delay. And now we are discussing the meaning of filter delay and its significance for trading. Right?
I have such a question. Why is the delay on the chart not the LF filter delay? If you decompose a quote into spectral components, then each component will be delayed by the filter by the amount of phase delay for that frequency, which will be observed on the graph as a mask delay. What is wrong with this? Non-delayed filters without delays do not exist. If minimizing phase distortion is important, you should choose a filter with constant group delay, i.e. a Bessel filter. But it does not have zero phase delay either, except for the zero spectral component.
By the way, this discussion on filter delays gave me an interesting idea :)
And what is it?
I have this question. Why is the delay on the graph not the delay of the LF filter? If you decompose the quotation into spectral components, then each component will be delayed by the filter by the amount of phase delay for that frequency, which will be observed on the graph as a masking delay. What is wrong with this? Non-delayed filters without delays do not exist. If minimizing phase distortion is important, you should choose a filter with constant group delay, i.e. a Bessel filter. But it does not have zero phase delay either, except for the zero spectral component.
It takes a holy trinity to measure delay: object, subject and measuring instrument :-)
You don't have to measure it, look up the delay in the literature and compare it to our events. It will turn out to be negligible.
Which one?
I'll describe the idea later. First we need to test it. I got the idea from Zhunko and AlexeyFX's posts.
How do you calculate a delay-free, zero phase shift filter for all spectral components? The idea is simple. We take FFT quotes. We zalue the Fourier coefficients above a certain frequency. Then we reverse Fourier transform and get our filtered quote. But it does not look good, especially at the beginning and at the end. Which is understandable due to periodicity of Fourier components. If you want to play with this filter, the code is attached.