Extra indicators
McGinley Dynamic
A self-adjusting moving average that speeds up when the price runs away from it and slows down when it is close.
Идея простыми словами
Fixed-speed averages are too slow in fast markets and too nervous in calm ones. McGinley's line changes its speed with the distance between price and line, so it rarely gets left behind.
Как считается
Each candle, the line moves towards the close by the gap divided by N × (close ÷ line)⁴. A big gap makes the factor smaller, so the line moves faster.
MD = MD₋₁ + (close − MD₋₁) ÷ (N × (close ÷ MD₋₁)⁴)Как использовать
- As a trend filter and dynamic support or resistance.
- Instead of an EMA where you want fewer whipsaws.
Выводы
- Price above a rising McGinley line: uptrend; below a falling one: downtrend.
Пример
US500 daily: after a sharp sell-off the McGinley line catches up with the price within a few days, while a 14-day SMA is still far above.
Цены в примерах приведены для иллюстрации.
На что обратить внимание
- The line is smooth, not predictive: wait for the price to confirm a break.
Немного истории
Created by John R. McGinley, a market technician, and published in 1990.
Только образовательный материал. Ни один индикатор или паттерн не предсказывает будущее, и ничто здесь не является инвестиционной рекомендацией.