zerolag macd(p,q,r).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:    ZeroLag MACD(p,q,r)
//  Author/Uploader: Nand Kishor 
//  E-mail:          [e-mail]
//  Date/Time Added: 2003-04-27 01:33:18
//  Origin:          
//  Keywords:        
//  Level:           medium
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=273
//  Details URL:     http://www.amibroker.com/library/detail.php?id=273
//
//------------------------------------------------------------------------------
//
//  Here is ZeroLag MACD(12,26,9). U can use the parameter
//
//  capability to tweak the periods. In comparison to AB's
//
//  built in MACD(12,26,9), ZeroLagMACD signals show up
//
//  a few days earlier, and divergences are quite pronounced.
//
//------------------------------------------------------------------------------

/*Xero Lag MACD(p,q,r)*/
//based on ZeroLag EMA - see Technical Analysis of Stocks and Commodities, April 2000
p = Param("P",12,3,36,2);
q = Param("Q",26,3,52,2);
r = Param("R",9,3,15,1);

EMA1= EMA(Close,p);
EMA2= EMA(EMA1,p);
Difference= EMA1 - EMA2;
ZeroLagEMAp= EMA1 + Difference;
//---------------------------------------
EMA1= EMA(Close,q);
EMA2= EMA(EMA1,q);
Difference= EMA1 - EMA2;
ZeroLagEMAq= EMA1 + Difference;
//---------------------------------------
ZeroLagMACD=ZeroLagEMAp - ZeroLagEMAq;
//---------------------------------------
// Signal line
EMA1= EMA(ZeroLagMACD,r);
EMA2= EMA(EMA1,r);
Difference= EMA1 - EMA2;
ZeroLagTRIG= EMA1 + Difference;

Plot(zerolagMACD,"",5,4);
Plot(zerolagtrig,"",7,4);
//===========================end zeroLagMACD