당사 팬 페이지에 가입하십시오
- 조회수:
- 16911
- 평가:
- 게시됨:
- 2011.07.07 16:56
- 업데이트됨:
- 2016.11.22 07:32
-
이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동
Author: Andrey N. Bolkonsky
The Moving Averages Convergence/Divergence Indicator by William Blau is described in the book Momentum, Direction, and Divergence: Applying the Latest Momentum Indicators for Technical Analysis".
The Moving Average Convergence/Divergence (MACD) technical Indicator is the difference between two exponentially smoothed moving averages (EMA) (fast EMA has period s and slow EMA has period r).
The sign of MACD indicates the relative position of fast s-period EMA and slow r-period EMA. It's positive when EMA(s)>EMA(r) and negative if EMA(s)<EMA(r). The increase of the |MACD| (absolute value) indicates the divergence of moving averages, the decrease of of the |MACD| indicated the convergence of EMAs.
- WilliamBlau.mqh must be placed in terminal_data_folder\MQL5\Include\
- Blau_SM_Stochastic.mq5 must be placed in terminal_data_folder\MQL5\Indicators\
Moving Averages Convergence/Divergence by William Blau.
Calculation:
Moving Averages Convergence/Divergence is calculated by formula:
macd(price,r,s) = EMA(price,s) - EMA(price,r)
s < r
where:
- price - close price of the current period;
- EMA(price,r) - slow EMA with period r, applied to price;
- EMA(price,s) - fast EMA with period s, applied to price.
The formula of MACD by William Blau looks as follows:
MACD(price,r,s,u) = EMA( macd(price,r,s) ,u) = EMA( EMA(price,s)-EMA(price,r) ,u)
s < r
where:
- price - close price;
- EMA(price,r) - 1st smoothing - slow EMA, applied to price;
- EMA(price,s) - 2nd smoothingе - fast EMA, appled to price;
- macd(r,s)=EMA(price,s)-EMA(price,r) - moving averages convergence/divergence;
- EMA(macd(r,s),u) - 3rd smoothing (with period u), applied to MACD.
- r - period of the 1st EMA (slow), applied to price (by default r=20);
- s - period of the 2nd EMA (fast), applied to price (by default s=5)
- u - period of the 3rd EMA, applied to MACD (by default u=3);
- AppliedPrice - price type (by default AppliedPrice=PRICE_CLOSE).
- r>1, s>1;
- s<r (according by William Blau, there isn't any checks in the code);
- u>0. If u=1, smoothing is not used;
- Min. rates =([max(r,s)]+u-2+1).
MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/375
![Ergodic Mean Deviation Index Oscillator Ergodic_MDI](https://c.mql5.com/i/code/indicator.png)
Ergodic Mean Deviation Index (MDI) Oscillator by William Blau.
![Mean Deviation Index Blau_MDI](https://c.mql5.com/i/code/indicator.png)
Mean Deviation Index (MDI) by William Blau.
![Ergodic MACD Oscillator Blau_Ergodic_MACD](https://c.mql5.com/i/code/indicator.png)
Ergodic MACD Oscillator by William Blau.
![Candlestick Momentum Blau_CMtm](https://c.mql5.com/i/code/indicator.png)
Candlestick Momentum Indicator by William Blau.