創富坊
用程式自製零滯後MACD
今天的市況,zero lag macd (零滯後MACD)也是比舊MACD快了差不多60點。
近幾天真的較多人問,用Multicharts自製零滯後MACD同時配合Autotrade的在課堂會再講解的。
若以Amibroker自製零滯後MACD,可用以下公式:
_SECTION_BEGIN("零滯後MACD");
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;
EMA3= EMA(Close,Q);
EMA4= EMA(EMA3,Q);
Difference= EMA3 - EMA4;
ZeroLagEMAq= EMA3 + Difference;
ZeroLagMACD=ZeroLagEMAp - ZeroLagEMAq;
EMA5= EMA(ZeroLagMACD,R);
EMA6= EMA(EMA5,R);
Difference= EMA5 - EMA6;
ZeroLagTRIG= EMA5 + Difference;
Plot(zerolagMACD, "",5,4);
Plot(zerolagtrig, "",7,4);
_SECTION_END();