MACD-on-price

3天前

MACD indicator applied to the price chart - basic settings (12,26,2) and the only change is the averages used - fast and slow V-ALMA averages (volume-weighted ALMA average) and the applied weighting point of the bar value (occ3) which I consider the best reflection of the bar value in a unit of time - all price rate variations are between the OPEN and CLOSE values ​​anyway. The OCC3 value strongly averages the input data values, but using the V-ALMA average significantly reduces the above disadvantage. The advantage of ALMA is the possibility of any modification of the curve characteristics using parameters (offset, sigma - Gaussian distribution) - which helps to select the optimal length and speed of response and smoothing, and adding volume significantly increases responsiveness - this is how V-ALMA is created, i.e. the volume-weighted ALMA average. Thanks to this, the calculated MACD maintains similar features to VWMA but with an arbitrarily changed MA average characteristic. The SIGNAL signal line is an ordinary ALMA without volume - it is slightly less responsive as an indicator but in backtests it behaved slightly better than V-ALMA - hence its use. It is recommended to use the indicator on Heikin Ashi candles, but also on ordinary candles or even any time interval, the indicated inputs and outputs are correct.

3天前

版本注释

Dodano linie trendu - MA 100 (ALMA - src, 100, 0.8, 3) i linię danych wejściowych OCC3