Uploaded June 2024 | Updated September 2026, 9 hours ago
Alex Spiroglou reveals the volatility-normalized MACD (MACD-V) that makes momentum indicators comparable across any market or timeframe.
► Full article: bettersystemtrader.com/the-new-indicator-that-improves-momentum-trading-signals-alex-spiroglou
In this episode:
• Why standard MACD fails across different markets - and the structural fix
• How normalizing by ATR creates universal overbought/oversold levels
• The 7-range momentum lifecycle model for systematic regime filtering
0:00 Introduction
9:32 Problems with standard momentum indicators
19:02 Why price normalization still fails
28:45 The MACD-V formula and seven-range lifecycle model
38:12 Applying MACD-V to other indicators
47:37 How MACD-V fits into a multi-timeframe framework
Related episodes:
• The Magic of Momentum Trading - Alan Clement: youtu.be/TjZ8JlNk0xU
• A Brand New, More Responsive Indicator - John Ehlers: youtu.be/tk49QhRQ10g
Alex Spiroglou won the CMT Association Charles Dow Award in 2022 for his research on volatility-normalized momentum indicators. In this interview he explains why MACD produces unreliable signals when applied across different markets, how normalizing by Average True Range fixes the comparability problem, and how systematic traders can use the MACD-V as a regime filter to improve strategy performance across equities, commodities, and fixed income.
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► Better System Trader: bettersystemtrader.com
► Follow on X: twitter.com/bettersystrader
#MomentumTrading #SystemTrading #AlgoTrading
Disclaimer:
Trading in the financial markets involves a substantial risk of loss. All content produced by Better System Trader is for informational or educational purposes only and does not constitute trading or investment advice.
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Alex Spiroglou reveals the volatility-normalized MACD (MACD-V) that makes momentum indicators comparable across any market or timeframe.
► Full article: bettersystemtrader.com/the-new-indicator-that-improves-momentum-trading-signals-alex-spiroglou
In this episode:
• Why standard MACD fails across different markets - and the structural fix
• How normalizing by ATR creates universal overbought/oversold levels
• The 7-range momentum lifecycle model for systematic regime filtering
0:00 Introduction
9:32 Problems with standard momentum indicators
19:02 Why price normalization still fails
28:45 The MACD-V formula and seven-range lifecycle model
38:12 Applying MACD-V to other indicators
47:37 How MACD-V fits into a multi-timeframe framework
Related episodes:
• The Magic of Momentum Trading - Alan Clement: youtu.be/TjZ8JlNk0xU
• A Brand New, More Responsive Indicator - John Ehlers: youtu.be/tk49QhRQ10g
Alex Spiroglou won the CMT Association Charles Dow Award in 2022 for his research on volatility-normalized momentum indicators. In this interview he explains why MACD produces unreliable signals when applied across different markets, how normalizing by Average True Range fixes the comparability problem, and how systematic traders can use the MACD-V as a regime filter to improve strategy performance across equities, commodities, and fixed income.
---
► Better System Trader: bettersystemtrader.com
► Follow on X: twitter.com/bettersystrader
#MomentumTrading #SystemTrading #AlgoTrading
Disclaimer:
Trading in the financial markets involves a substantial risk of loss. All content produced by Better System Trader is for informational or educational purposes only and does not constitute trading or investment advice.
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