macd histogram - change in direction.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 Histogram - Change in Direction
//  Author/Uploader: crash 
//  E-mail:          [e-mail]
//  Date/Time Added: 2006-05-03 07:33:26
//  Origin:          
//  Keywords:        
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=618
//  Details URL:     http://www.amibroker.com/library/detail.php?id=618
//
//------------------------------------------------------------------------------
//
//  This indicator shows the value of tomorrow's Closing Price in order for the
//  slope of the MACD Histogram to change Direction. (ie. changing from a
//  positive slope to a negative slope or changing from a negative slope to a
//  positive slope)
//
//------------------------------------------------------------------------------

_SECTION_BEGIN("MACD");
GraphXSpace = 8;
r1 = Param( "Fast avg", 12, 2, 200, 1 );
r2 = Param( "Slow avg", 26, 2, 200, 1 );
r3 = Param( "Signal avg", 9, 2, 200, 1 );

mm = MACD(r1, r2);
ms = Signal(r1, r2, r3);

f1 = ((r3+1)*MM-2*MS)/(r3-1);
f2 = EMA(C,r1)*(r1-1)/(r1+1);
f3 = EMA(C,r2)*(r2-1)/(r2+1);
f4 = 2/(r1+1) - 2/(r2+1);

dcv = (f1-f2+f3)/ f4;

Plot(dcv,"",4);
PlotOHLC(O,H,L,C,"",1,styleCandle);
Title = Name() + "  -  " + FullName() + "  -  " + Date() + "  -  Close = " + WriteVal(C,0.3) + "  -  DCV = " + WriteVal(dcv,0.3);
_SECTION_END();