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I'm trying to figure out how to get MACD working on a much shorter time scale, idealy using tick data inside a single day. I'm confused what the "signel period" parameter does on self.MACD(). Can someone explain what that parameter does?
This is how we use it now:
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self.MACD(s, 12, 26, 5, MovingAverageType.Exponential, Resolution.Tick)
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Jared Broad
The Resolution field will round up to what you've specified. I'm not sure it'll do much specifically in that case -- since its not consolidating; tick passes the data through to the indicator classes. You can probably just drop the resolution in this case -- just make sure you ask for tick data in the initialize function.
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.
Drew Baker
Thanks Jared!
So if I am understanding this correctly, this will do a MACD for BitCoin, with the short EMA being calculated over the last 12 ticks, the long EMA being calculated over the last 26 ticks, with no rounding?
self.MACD('BTCUSD', 12, 26, 0, MovingAverageType.Exponential, Resolution.Tick)Still not sure I fully understand what the "signel period" parameter does, but maybe I don't need to with tick data?
Jared Broad
Impossible to say without an algorithm attached - if you want tick macd you need tick data.
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.
Drew Baker
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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