Network MACD
Version: v.1.0.0.0
Description
The NetworkMACD is a custom indicator for NinjaTrader that enhances the traditional MACD by combining multiple MACD averages with user-defined weights, effectively creating a simple neural network model. This indicator calculates the standard MACD values (using Fast, Slow, and Smooth periods) and then applies four separate weight parameters (P1, P2, P3, P4) to the MACD averages at different historical offsets (current bar, 7 bars ago, 14 bars ago, and 21 bars ago). The weighted sum is plotted as the "Network" value. This approach allows users to experiment with different weightings and time perspectives, potentially capturing more complex market dynamics than the standard MACD.
Key Features
- Standard MACD calculation with customizable Fast, Slow, and Smooth periods.
- Four user-defined weight parameters to adjust the influence of MACD averages at different time offsets.
- Plots the resulting weighted sum as a bar-style "Network" value.
- Designed for advanced analysis and experimentation with neural network-style weighting in technical indicators.
Properties
- Fast [default: 12, range: 1–∞] — Fast period for MACD calculation.
- Slow [default: 26, range: 1–∞] — Slow period for MACD calculation.
- Smooth [default: 9, range: 1–∞] — Smoothing period for MACD calculation.
- P1 [default: 1, range: -∞–∞] — First weight parameter for network calculation.
- P2 [default: 1, range: -∞–∞] — Second weight parameter for network calculation.
- P3 [default: 1, range: -∞–∞] — Third weight parameter for network calculation.
- P4 [default: 1, range: -∞–∞] — Fourth weight parameter for network calculation.