ZeroLag MACD(p,q,r).afl
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上传日期:2009-06-12
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- //------------------------------------------------------------------------------
- //
- // Formula Name: ZeroLag MACD(p,q,r)
- // Author/Uploader: Nand Kishor
- // E-mail: nkishor@dccnet.com
- // 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