macd indicator display.afl

一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台

//------------------------------------------------------------------------------
//
//  Formula Name:    MACD indicator display
//  Author/Uploader: Paul Moore 
//  E-mail:          
//  Date/Time Added: 2006-05-21 19:36:21
//  Origin:          
//  Keywords:        MACD
//  Level:           medium
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=622
//  Details URL:     http://www.amibroker.com/library/detail.php?id=622
//
//------------------------------------------------------------------------------
//
//  Sometimes, it can be difficult to view the MACD histogram bars when the
//  MACD lines are very close together, causing the bars to be very short. This
//  indicator automatically adjusts the scaling of the MACD histogram bars such
//  that they occupy the maximum area in its indicator pane.
//
//------------------------------------------------------------------------------

PeriodFast = Param( "Fast EMA", 12, 2, 200, 1 );
PeriodSlow = Param( "Slow EMA", 26, 2, 200, 1 );
PeriodSignal = Param( "Signal EMA", 9, 2, 200, 1 );
MACDInd = MACD(PeriodFast, PeriodSlow );
SigInd = Signal(PeriodFast, PeriodSlow , PeriodSignal );
HistInd = MACDInd - SigInd ;
_N( macdStr = WriteVal( PeriodFast, 1.0 )+","+WriteVal( PeriodSlow , 1.0 ) );
_N( sigStr = macdStr + ","+WriteVal( PeriodSignal , 1.0 ) );

// Get displayed min and max value of MACD and MACD-H, to rescale it for better visibility
// BarsDisplayed = BarsSince( Status("barvisible") AND NOT Ref(Status("barvisible"),-1)  );
BarsDisplayed = IIf( IsEmpty(BarsSince( Status("barvisible") AND NOT Ref(Status("barvisible"),-1) ) ),
                     BarIndex(),
                     BarsSince( Status("barvisible") AND NOT Ref(Status("barvisible"),-1) ) );
scMACDMax = LastValue(HHV(Max(MACDInd, sigInd), BarsDisplayed ) );
scMACDMin = LastValue(-HHV(Max(-MACDInd, -sigInd), BarsDisplayed ) );
scaleMACD = Max( abs(scMACDMax), abs(scMACDMin) ); 

// Plot(BarsDisplayed, "bars", colorBlue );
// Plot( HHV(Max(MACDInd, sigInd), BarsDisplayed ), "max", colorGreen );
// Plot( -HHV(Max(-MACDInd, -sigInd), BarsDisplayed ), "min", colorRed );
// Plot( scMACDMax, "max", colorGreen );
// Plot( scMACDMin, "min", colorOrange );

scHistMax = LastValue(HHV(HistInd, BarsDisplayed ) );
scHistMin = LastValue(LLV(HistInd, BarsDisplayed ) );
scaleHist = Max( abs(scHistMax), abs(scHistMin) );

HistColour = colorBlue;
// HistColour = IIf( HistInd > Ref(HistInd,-1), colorBlue, colorRed ); 
Plot( HistInd, "", HistColour, styleHistogram  | styleThick | styleOwnScale , 
      -scaleHist * 1.2, scaleHist * 1.2 );
Plot( MACDInd, "", colorBrightGreen);
Plot( SigInd , "", colorRed);

Plot( scaleMACD * 1.2,"", colorRed , styleNoDraw );
Plot( -scaleMACD * 1.2 ,"", colorRed , styleNoDraw ); 
GraphXSpace = 0;