1st and 2nd derivatives of the MACD - page 52

 
trollolo:


We can probably apply the phase method to already constructed indices (the indices are constructed in the old way),

you can go to each pair separately and only then go to the indices,

and it is possible to take the phase method into account immediately when constructing the indices.


And there is at least 1 other option: you can not apply the phase method at all.

To make a sensible choice, you will have to determine the pros and cons of each of the 4 options.

So far, I'm leaning towards the 4th one, because I don't really understand what the phase method is.

 
AlexeyFX:


And there is at least 1 other option: you can not use the phase method at all.

To make a sensible choice, you will have to determine the pros and cons of each of the 4 options.

I'm leaning towards the 4th for now, because I don't really understand the phase method.


start - https://forum.mql4.com/ru/16966

continued-https://forum.mql4.com/ru/12030/page15#118195

summary- https://forum.mql4.com/ru/20676/page2

 
trollolo:


I do not know how to explain my understanding, think of my imagination, I can visualize in my mind. I understand at some level, how the process should go and how it actually happens and what kind of errors may occur, but mathematically to express it is not easy, and I'm not a genius, I'm just tired. But unfortunately it is not like that, besides it's mathematically hard to express, I have to code it and debug it to make it work without errors, for me it's just a pain. In fact, it's not like a simple code for an indicator, it requires a program complex, with the ability to add and remove tools .... and many other things..... it will take me 10 years.

I don't know what to do, but I'm sorry to have to dig, I've given away a lot. I may not be able to finish it myself, but my thoughts may help someone.

I am just about to learn, but I am going to learn cishar, but a hundred years will pass until I learn it and become fluent in it).

Nothing.... That's fine. You wanted it in a couple of seconds? I have a lot of genius in my head too. Can't express either. I had to learn how to program. I've been writing my complex almost around the clock for seven years. It's not finished yet, though I'm already using the results. So you were right about time. Don't be lazy. Study. In 25 years you will earn a good pension.
 
Zhunko:
Nothing.... That's fine. You wanted it in a couple of seconds? I have a lot of genius in my head too. I can't express either. I had to learn how to program. I've been writing my complex almost around the clock for seven years. It's not finished yet, though I'm already using the results. So you were right about time. Don't be lazy. Study. In 25 years you will earn a good pension.
You probably started out with fans and Mcdee fans, then you came across the phase method - some peculiarities of phase change. Then you switched to better filters than mash-ups, and then someone figured out how to take coefficients from them when constructing an index. I don't know why you think it's unique - just because it's not on the Internet, but that doesn't mean that someone else is not doing it and there are no similar products. your product is great, not in terms of ideas but in terms of beauty of code. but your pathos spoils all the advantages and changes the attitude towards the man at the root.
 
AlexeyFX:


And there is at least 1 other option: you may not use the phase method at all.

To make a sensible choice, you will have to determine the pros and cons of each of the 4 options.

I'm still leaning towards the 4th one, because I don't really understand what the phase method is.


I wish you would have looked into multi-currency tick analysis, it can predict your irregular component and allow you to make a no-breakdown entry.
 
trollolo:
1- Well since the nature is phase distortion, where does it come from? probably in the design of the filter itself .
2- I guess you can crush the distortion with a derivative between two frequencies, you can't crush it to zero, but you can separate the rest. it is also possible to output the step deviations as noise, like in digitization.


1 They are taken from the condition of physical feasibility of the filter. There is no physically realisable LPF without a phase shift.

2. It is doubtful that it will work. Even if it works, it won't be easy. I am distrustful of tricky solutions, you usually have to redo them and regret the wasted time.

So I use filters with which I don't have these problems.

trollolo:
When you were spinning the macdi, did you have something like this (in the file a sheet with clocks), for example, so overlaid on top of each other?
I don't know what exactly is meant and which of the pile of pictures to look at... In general, I'm against working with real quotes straight away. Give something simpler to input (sine, sum of two sines with far frequencies, with close frequencies, then 3 sines, etc.) and all the problems will be immediately visible.
 
How do you insert pictures now, while I was at the link the interface for messages has changed)
 

Generally in such cases you are referred to the FAQ (we have it on the front page of the forum), but I can also tell you this: press Ctrl+Alt+I in the reply window - or on the picture icon in the message panel:


 
Mathemat:

Generally in such cases you are referred to the FAQ (we have it on the front page of the forum), but I can also tell you this: press Ctrl+Alt+I or on the picture icon in the message bar:



There would be more of this panel.Valerka not quite stupid. at the top of only 2 buttons-insert (apparently for the text) and to cancel, and the bottom is just to attach a file.Write then instead of this panel that should (Ctrl + Alt + I) hands do everything, because with telepathy while tight.

 
trollolo:

There is an effect of different amplitude volatility between two neighbouring frequencies, which affects the correct display of the phase change.

I'll have to try changing the macdi to something else, but for now I'll try the cosine of the sloping line angle.


This can be explained both by the properties of the filters themselves and by the peculiarities of the spectrum of real quotes, which is far from being uniform. That is why I wrote that we should use some test signals instead of real quotes. That's why I wrote that I should use some test signals instead of real quotes.

When working with derivatives, consider an interesting fact: the lower the frequency of the signal, the stronger its derivative amplitude drops.

In 1 window the sum of 2 sines with an amplitude of 1.0 and half-periods of 24 and 6 bars (green) and its decomposition by filters. The output amplitudes of the filters are the same.

The 2nd window shows the 1st derivative of this signal and its decomposition. The amplitudes are very different.

trollolo:

I wish you would have looked into multicurrency tick analysis, it can predict your irregular component and give you a chance to make a non-salary entry.

No way... There may be something there, but I don't believe it will be worth the effort. I've got better things to do in the meantime.