1st and 2nd derivatives of the MACD - page 54

 
Freud:

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.

 
excelf:
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.

 
DmitriyN:

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
 
Freud:

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?


 
DmitriyN:

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?

 
Freud:
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?
 
DmitriyN:
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?
 
Freud:
in essence no - not easier. but what does that have to do with it?
So it turns out that the MA doesn't make it any easier to create a profitable TS at all?
 
DmitriyN: 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?
That is a great question. Of course, it would be easier. But it would be just as easy to lose.
 
Mathemat:
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.