I'm pretty new in this area. I have some historical data with the following columns ('Timestamp', 'Open', 'High', 'Low', 'Close', 'Volume').
Here is an example of the data
open high low close volume macd macds macdh
Timestamp
1558656000000 0.000008 0.000008 0.000008 0.000008 6097548.0 0.000000e+00 0.000000e+00 0.000000e+00
1558742400000 0.000008 0.000008 0.000008 0.000008 7469081.0 2.467949e-09 1.371083e-09 1.096866e-09
1558828800000 0.000008 0.000008 0.000008 0.000008 5375146.0 -3.677530e-09 -6.980210e-10 -2.979509e-09
1558915200000 0.000008 0.000008 0.000008 0.000008 5448930.0 -1.688887e-09 -1.033680e-09 -6.552069e-10
1559001600000 0.000008 0.000008 0.000008 0.000008 5725232.0 -4.154040e-09 -1.961917e-09 -2.192123e-09
… … … … … … … … …
1601424000000 0.000002 0.000002 0.000002 0.000002 8777722.0 -2.797820e-07 -2.532551e-07 -2.652694e-08
1601510400000 0.000002 0.000002 0.000002 0.000002 13569157.0 -2.830878e-07 -2.592216e-07 -2.386622e-08
1601596800000 0.000002 0.000002 0.000002 0.000002 13959722.0 -2.856427e-07 -2.645058e-07 -2.113686e-08
1601683200000 0.000002 0.000002 0.000002 0.000002 2694613.0 -2.843892e-07 -2.684825e-07 -1.590667e-08
1601769600000 0.000002 0.000002 0.000002 0.000002 1676424.0 -2.817616e-07 -2.711383e-07 -1.062328e-08
[500 rows x 8 columns]
As you can see I have 500 rows of data now. I've fetched this ohlcv data with a timestamp of 1 day. So this is data of 500 days. (Epoch timestamps differences 1 day).
Now as you can see I have the macd and macds data. Now I'm wondering how many values of a stock I need to get a valid macd result. I would assume that it's not a clean result if the measurements only start 2 days ago. Is there some algorithm to calculate how many rows of historical data you need to measure to result in a valid/reliable macd value? Does this differ for historical data of 1 day and for historical data of 1 minute (e.g. 1000 rows of 1 minute values)?
Submitted October 04, 2020 at 03:55AM by maxccc123
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