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Hello,
I need help with my MACD indicator values, something is off when it comes to longer periods. My (12, 26, 9) MACD values seem to be almost identical to the values I get on Thinkorswim, but when I try going out to even (50, 100, 20) MACD values become fairly different. It doesn't make much sense and I'm hoping someone knows the solution. Thanks!
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Vladimir
Jacob Barbee,
The algorithm subscribed to Minute data
self.forex = self.AddForex(self.pair, Resolution.Minute, Market.Oanda).Symbol
The WarmUp period set to 50
self.SetWarmUp(50) on line 56Â
To calculate
self.macdonehourtrend = self.MACD(self.forex, 200, 400, 80, MovingAverageType.Exponential, Resolution.Hour)
We need 480 hourly bars.
As the MovingAverageType.Exponential, which is infinite response filter, we need 5 times more dataÂ
then for SMA to allow EMA to mature.
So the correct WarmUp period should beÂ
self.SetWarmUp(5*480*60, Resolution.Minute)
Try these changes to compare them with Thinkorswim.
Jacob Barbee
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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