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RafaelZioni
2 ตุลา 2019 เวลา 6 นาฬิกา 18 นาที

MACD VPT lag issue  

Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

คำอธิบาย

Most indicator use close as their primary source which is good but side effect of it is the lag in 1-2 candles
I created in the past the VPT indicator which is a volume indicator similar to OBV and I tranform it to be ised as a source insted of close . the reason for it since it a volume based indicator it faster and can help in the lag issue
So this script is just example how i change the source from close and put inside the VPT which make the MACD more responsive and faster
one problem of this indicator is that sometime it overshhot so with you can smooth it with len to desire result
So if you have lag indicator in one or two candels you can use this trick to try to solve it

เอกสารเผยแพร่

minor fix
ความคิดเห็น
Tarle19
@RafaelZioni
Hi Rafael,
It looks amazing! But I found one strange thing, it has quite big delay on small TF 3m for example (see attached screenshot). Could you please explain why this happens?
Tarle19
Ok, I think it was problems on TV site because now it looks like this on the same time frame
RafaelZioni
@Tarle19, its a volume indic\tor so can be the graph did not catch the volume well in that short period , on xbt it fine , on eth I saw the same short glich as you seen
Tarle19
@RafaelZioni, Thanks bro for the fast reply!))
syrinxflunki
Genius !
Pratik_4Clover
Great idea and thanks for information :)
dsaidasi
hi rafael
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