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原始素材 #36
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来源类型量化博客聚合
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MACD：该指标只是乘客【驳论】
简版结论 我们在跑第一项测试之前就先写下了四条预测。随后我们进行了360次测量，调优了320个变体，并让三套完整系统经历了跨周期（regime）交叉验证。四条预测全部成立。这个交易界最著名的动量指标内里究竟藏着什么，与使用者的想象并不相符。
受审的论断 MACD存在于每个平台、每门课程、每一个……
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MACD: The Indicator Is a Passenger [The Refutation]
The short version We wrote down four predictions before running a single test. Then we ran 360 measurements, tuned 320 variants, and put three complete systems through regime cross-validation. All four predictions held. What is actually inside the most famous momentum indicator in trading is not what its users think. The claim on trial MACD is on every platform, in every course, behind every
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已转化为模式：MACD动量指标有效性驳论测试