PhiMACD

22 בנוב׳ 2014

Here is a modified moving average which uses phi as the scaling interval between moving average periods. Each MACD line is derived by determining EMAs for 8 period frames, each of which is related to the other proportionally by phi, and calculating each line by comparing it against its immediate predecessor. Actual period values are 9 15 24 39 63 102 165 and 267