iii 2008-7-30 14:28
零滞后MACD和标准MACD(附源码)
[b]和标准的MACD比较(如下图)[/b]
[b]零滞后MACD比标准MACD的[color=red]峰值提前[/color]几根K线
[/b]
[b]而且发散/收敛更明显[/b]
[img=680,560]http://codebase.mql4.com/c/codebase/2006/10/zerolag%20macd_1.gif[/img]
算法∶
[color=#0000ff]ZeroLAG MACD(i) = (2*EMA(Close, FP, i) - EMA(EMA(Close, FP, i), FP, i)) - (2*EMA(Close, SP, i) - EMA(EMA(Close, SP, i), SP, i));
ZeroLAG MACD Signal(i) = 2*EMA(ZeroLAG MACD(i), SigP, i) - EMA(EMA(ZeroLAG MACD(i), SigP, i), SigP, i);[/color]
[color=#0000ff][/color]
[color=#0000ff]这里[/color]
EMA - exponential moving average;
Close - a price of the closing of the bar;
FP - a period of the quick moving average;
SP - a period of the slow moving average;
SigP - a period of the signal moving average;
[b][size=5][color=red]画图解释一下[/color][/size][/b]
[b][size=5][color=#ff0000][/color][/size][/b]
[attach]27475[/attach]
**** Hidden Message *****
[[i] 本帖最后由 iii 于 2008-7-30 19:15 编辑 [/i]]
coco10086 2008-7-30 14:37
:yct47 :yct47 源码?
jerrychen 2008-7-30 14:40
:yct38
liwjj 2008-7-30 14:44
回复 1楼 的帖子
:yct45 :yct45 学习
wenxiao130 2008-7-30 15:03
:yct63 :yct63 :yct63
9th_dragon 2008-7-30 15:40
支持 学习
eshidai2007 2008-7-30 16:04
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确实不错.