logo
Welcome Guest! To enable all features please Login or Register.

Notification

Icon
Error

Options
Go to last post Go to first unread
AVENGINE  
#1 Posted : Thursday, January 21, 2010 10:03:37 AM(UTC)
AVENGINE

Rank: Member

Groups: Registered, Registered Users
Joined: 6/14/2007(UTC)
Posts: 17

I want to know the basic formula of the macd trigger line, as far as i know it is the 9 day moving average but how is this number fit to the scale between 1 and -1.
can someone show the formula of this to me.
my whole idea is that i saw the zero lag macd and i need to add this trigger line on to it but if i get plug in the moving average of the stock value then it is not right.
thanks.
wblam  
#2 Posted : Thursday, January 21, 2010 11:12:01 AM(UTC)
wblam

Rank: Advanced Member

Groups: Registered, Registered Users
Joined: 11/25/2006(UTC)
Posts: 79

As you know the trigger line is a 9-day simple moving average of the MACD which does not have fix boundary.
I have seen someone convert it to an oscillator like RSI or stochastic.
vienna  
#3 Posted : Thursday, January 21, 2010 12:05:42 PM(UTC)
vienna

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 12/14/2009(UTC)
Posts: 140
Location: Austria

The orignial macd trigger line is not in the range of -1 to +1. The size depends on the (close) value of your security.

one possiblity would be:
Mov(( Mov(C,12,E) - Mov(C,26,E) ) / Mov(C,26,E),9,E)

but I don't know if this is really what you wanted - maybe someone can doublecheck?

ts

johnl  
#4 Posted : Thursday, January 21, 2010 7:00:18 PM(UTC)
johnl

Rank: Advanced Member

Groups: Registered, Registered Users
Joined: 11/7/2005(UTC)
Posts: 602

Using Vienna's code: maybe something like this:

a1:=Mov(( Mov(C,12,E) - Mov(C,26,E) ) / Mov(C,26,E),9,E);
a2:=(a1>0);
a3:=(a1-Ref(a1,-1)>0);
a2;a3

Users browsing this topic
Guest (Hidden)
Forum Jump  
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.