1st and 2nd derivatives of the MACD - page 40
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Beautiful. And nice to differentiate.
Still: what are they for, such smooth and differentiable irons? Do they really do any good - or is it just self-defeating (especially if the game is played on something extremely similar to Random Walk)?
Beautiful. And nice to differentiate.
Still: what are they for, such smooth and differentiable irons? Do they really do any good - or is it just self-defeating (especially if the game is played on something extremely similar to Random Walk)?
I have the same question. So, let's differentiate our smooth wagon twice, find speed and acceleration. And then what? Trade on them? I already tried it a few years ago. It did not work. I don't see the point in a smooth MACD either. Maybe someone can explain why we need all this. Where the origins of the exploration of these derivatives come from. Someone snatched up the Surgeon and his championship advisor. I believe he works for MACD. Does anyone have a link where it can be downloaded?
I have the same question. So we differentiate our smooth machine twice, find velocity and acceleration. And then what? Trade on them? I already tried it a few years ago. It did not work. I don't see the point in a smooth MACD either. Maybe someone can explain why we need all this. Where the origins of the exploration of these derivatives come from. Someone snatched up the Surgeon and his championship advisor. I believe he works for MACD. Does anyone have a link where it can be downloaded?
I'm looking for a link to the Surgeon too. He said in the interview that he only put his EA out there because the EA is crap). And the mcd is good stuff. It and its derivatives have it all - speed, acceleration, amplitude, cycling.
I have the same question. So we differentiate our smooth machine twice, find velocity and acceleration. And then what? Trade on it? I already tried it a few years ago. It did not work. I don't see the point in a smooth MACD either. Maybe someone can explain why we need all this. Where the origins of the exploration of these derivatives come from. Someone snatched up the Surgeon and his championship advisor. I believe he works for MACD. Does anyone have a link where it can be downloaded?
I'm looking for a link to the surgeon too. He said in an interview that he only put out his EA because the EA is crap). And the mcd is good stuff. It and its derivatives have it all - speed, acceleration, amplitude, cycling.
On the fifth lies
https://www.mql5.com/ru/code/611
On the fifth lies
https://www.mql5.com/ru/code/611
I have been trying to explain the essence of econometric models here for a long time. I'll have to do it mathematically in this post after all. Burg is an autoregressive (AR) model:
x[n] = a[1]*x[n-1] + a[2]*x[n-2] + ... + a[P]*x[n-P]
Apply the Z-transformation and obtain the characteristic equation of this model
z^P = a[1]*z^(P-1) + a[2]*z^(P-2) + ... + a[P].
Solve this equation and find its complex roots Z[1] ... Z[P]. Each complex root is
Z[k] = Exp(q[k] + j*w[k]) = |Z[k]|*Exp(j*w[k])
where k = 1...P and j is an imaginary unit. If all |Z[k]|<1, then our AR model is stable. We rewrite our AR model as the sum of the roots of the characteristic equation:
x[n] = h[1]*Z[1]^n + h[2]*Z[2]^n + ... + h[P]*Z[P]^n
or
x[n] = h[1]*Exp(q[1]*n+j*w[1]*n) + h[2]*Exp(q[2]*n+j*w[2]*n) + ...
So the AR model, whether Burg, Yule-Walker, or Prony, tries to fit the damped oscillations into our series, where w[k] is the frequency of the oscillation. What you have shown in the graphs is not the spectrum of the quote, but the spectrum of the Burg model. And the positions of so-called "price resonances" reflect the position of the roots of this model on the frequency response. A change in prices leads to a change in the coefficients of the Burg model and a drift of our roots and "resonances".
All this econometrics boils down to regression. Talking about the physical meaning of the oscillating solutions of the AR model is as successful as talking about the physical meaning of the coefficients of a polynomial regression or the formula (18) of the Yusuf model. Take a regression function we like and talk about it for 300+ pages as an achievement of humanity.
I liked the post immensely as it demonstrates some very important things.
1. AR is not econometrics, but a very small part of econometrics, one of the models and the simplest.
2. It is not applied by itself, but together with AF, which also in most cases does not give the desired results.
3. I would rather refer estimation methods or various tests to the essence of econometrics. The calculations you have given are the unit root test. When calculating ARMA models, the result of this test is always given automatically. A basic test by which to judge the acceptability of the ARMA model used.
4. Your calculation is also remarkable in that it demonstrates the place of filters in econometrics - smoothing (as there is no signal on foreground). But this is very little, since smoothing is part of the tools one has to use to solve the problem of non-stationarity and the more general problem of model stability on a non-stationary quotient.
5. econometrics is the science of systematic measurement of economic data. It is systemic, when not a separate piece or method is taken out, but the whole range of problems existing in the field of measurement is solved as a whole. Econometrics cannot come into any contradiction with filters. There is a place for them, but filters solve only part of the problem, and not the most important one
I have the same question. So let's differentiate our smooth machine twice, find velocity and acceleration. And then what? Should we use them for trading? I tried it several years ago. It did not work. I don't see the point in a smooth MACD either. Maybe someone can explain why we need all this. Where the origins of the exploration of these derivatives come from. Someone snatched up the Surgeon and his championship advisor. I believe he works for MACD. Does anyone have a link where it can be downloaded?
The Surgeon Adviser is a great example of how legends are created from scratch. He works for the MACD. It remains to be seen whether he won thanks to IACD or in spite of it, or whether IACD has nothing to do with it at all. A year later no one will remember that the Expert Advisor with the minimum trade size and maximum lot has won, but MACD will not be forgotten.
If you don't know why you need a good filter, it's logical to assume that you don't need it. But then why would you need a bad filter? And why of good and bad do you choose the bad one? The question is not for you specifically, but for all those who don't know what filters are for. And to everyone who uses MACD.
If you don't know why you need a good filter, it is logical to assume that you don't need one. But then why would you need a bad filter? And why would you choose between good and bad filter?
What is a good filter and what is a bad filter?
A good filter has some meaningful characteristics that can be used for something. A bad filter has no such characteristics. Somewhere above I posted the characteristics of a MACD and a normal filter.