[討論] adaptive macd (a000000bbm)

看板Trading (金融交易)作者sbluo (股停梁朝痿)時間10年前 (2015/07/10 15:38)推噓1(1推 0噓 0→)

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原論壇標題：Improving MACD Indicator 大意：把原內建 MACD 指標內的 EMA 改為 Adaptive Moving Average 就是 Adaptive Moving Average "MACD"。原內建指標修改的部分改為註解，請自行比較。 Easy Language Code： { Forum 110183 } inputs: Price( Close ), FastLength( 12 ), SlowLength( 26 ), EffRatioLength( 10 ), MACDLength( 9 ), Paint_Level( 0.5 ), HistThickness( 1 ) ; variables: MyMACD( 0 ), MyAdaptive( 0 ), MACDAvg( 0 ), MACDDiff( 0 ) ; //MyMACD = MACD( Close, FastLength, SlowLength ) ; // comment out standard MACD calculation // Change MACD calculation to take the difference between the slow and fast moving averages // using Adaptive Moving Averages with the "fast" moving average having half the // EffRatioLength as the "slow" moving average MyMACD = AdaptiveMovAvg( Price, EffRatioLength / 2, FastLength, SlowLength ) - // Fast Adapative AdaptiveMovAvg( Price, EffRatioLength, FastLength, SlowLength ) ; // Slow Adaptive MACDAvg = XAverage( MyMACD, MACDLength ) ; MACDDiff = MyMACD - MACDAvg ; Plot1( MyMACD, "MACD" ) ; Plot2( MACDAvg, "MACDAvg" ) ; Plot3( MACDDiff, "MACDDiff", Yellow, 0, 0 ) ; Plot4( 0, "ZeroLine" ) ; Plot5( Paint_Level ) ; Plot6( -Paint_Level ) ; if MACDDiff > Paint_Level then Plot3( MACDDiff, "MACDDiff", Green, Default, HistThickness ) ; if MACDDiff <-Paint_Level then Plot3( MACDDiff, "MACDDiff", Red, Default, HistThickness ) ; 跑出的圖如下： http://i.imgur.com/aV5mnQf.png

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