1st and 2nd derivatives of the MACD - page 54
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You can't please everyone with avatars.
For example: at 10.00am the beans were 20 RUR/kg,
at 11:00 it's 21 R\kg,
at 12:00 it was 24 rubles per kilo,
at 13:00 - 20 roubles per kilo,
at 2:00 p.m. 19 rubles per kilo.
Every hour we buy 1 kg of beans. As a result, by 2pm we have a basket with 5kg of beans worth 104RUB.
This means that each kg of beans in this basket costs on average 104/5= 20.8 RUB.
This is the value of the MA with a period of 5 hours - 20.8 RUB/kg. Whatever the price of the instrument at a given time, you can always have a different price - the MA price.
It's essentially the same as a macdi, only instead of mash-ups, linear regression is used
No, that's not it,
In essence we can divide the price like this- LPF-bandwidth (mcdi)-FHF. in essence you get some sort of high frequency separation without considering the phase change at the lower frequencies.
Inca cards on the last page.
You can't please everyone with avatars.
For example: at 10.00am the beans were 20 RUR/kg,
at 11:00 it's 21 R\kg,
at 12:00 it's 24 rubles per kilo,
at 13:00 - 20 roubles per kilo,
at 2:00 p.m. 19 rubles per kilo.
Every hour we buy 1 kg of beans. As a result, by 2pm we have a basket with 5kg of beans worth 104RUB.
This means that each kg of beans in this basket costs on average 104/5= 20.8 RUB.
This is the value of the MA with a period of 5 hours - 20.8 RUB/kg. Whatever the price of the instrument at a given time, you can always have a different price - the MA price.
was it a rhetorical impulse, or
Another question: if the price was a MA with, say, a period of 30, would it be easier to create a trading system on it or more complicated?
Another question: if the price was a MA, say - with a period of 30, would it be easier to create a trading system on it or more complicated?
First of all it is nonsense to create a TS with one MA, it doesn't matter what period it has - 30, 20 or 1000. We don't know the dynamic characteristics of price behavior - how it can bounce around this MA, how fast, how often, etc. So I try to extract these characteristics from MA fans, but we need to cut off unnecessary features beforehand, in particular the non-uniform influence of amplitude characteristics at different frequencies.
Why?
No, I'm not talking about building a system on a single MA. Imagine that the price is already a MA. The broker gives it to you in the form of this very MA, i.e. highly smoothed. Then it would be easier to create a profitable TS or not?
But what does this have to do with it?
in essence no - not easier. but what does that have to do with it?
That's a classy question. Sure, it's easier. But it's going to be just as bad.
The problem is that you can build a losing axis as well, but it will not come close to a profitable one.