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Worden Discussion Forum » Customer Training & Support » Ask a Trainer - TC2000 version 7 » MACD crossovers

MACD crossovers Rate this Topic:
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sherri
Posted : Friday, April 18, 2008 2:31:59 PM
Registered User
Joined: 12/24/2004
Posts: 7

HI, I don't know how to write the formulas, so I would really appreciate help with this. I like to use a 5,35,5 combination for the MACD signal crossovers. Can you please tell me the correct formula for identifying both MACD crossing up from below and crossing down from above? 

  Thanks much!

  Sherri


 
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Craig_S
Posted : Friday, April 18, 2008 2:32:50 PM


Worden Trainer

Joined: 10/1/2004
Posts: 18,819
 A few questions:

Is you MACD simple or exponential?
Are you using standard or histogram when plotting it?
- Craig
Here to Help!
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Bruce_L
Posted : Friday, April 18, 2008 2:48:36 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 sherri,
Please try one of the following:

Exponential raw MACD 5,35 xUp Zero:

XAVGC5 - XAVGC35 > 0 AND XAVGC5.1 - XAVGC35.1 <= 0

Exponential raw MACD 5,35 xDn Zero:

XAVGC5 - XAVGC35 < 0 AND XAVGC5.1 - XAVGC35.1 >= 0

Exponential raw MACD 5,35 crossing Zero (either direction):

SGN(XAVGC5 - XAVGC35) <> SGN(XAVGC5.1 - XAVGC35.1)

Exponential MACD 5,35,5 Trigger xUp Zero:

XAVG(XAVGC5,5) - XAVG(XAVGC35,5) > 0 AND XAVG(XAVGC5.1,5) - XAVG(XAVGC35.1,5) <= 0

Exponential MACD 5,35,5 Trigger xDn Zero:

XAVG(XAVGC5,5) - XAVG(XAVGC35,5) < 0 AND XAVG(XAVGC5.1,5) - XAVG(XAVGC35.1,5) >= 0

Exponential MACD 5,35,5 Trigger crossing Zero (either direction):

SGN(XAVG(XAVGC5,5) - XAVG(XAVGC35,5)) <> SGN(XAVG(XAVGC5.1,5) - XAVG(XAVGC35.1,5))

Exponential MACD 5,35,5 Histogram xUp Zero:

XAVGC5 - XAVGC35 - XAVG(XAVGC5,5) + XAVG(XAVGC35,5) > 0 AND XAVGC5.1 - XAVGC35.1 - XAVG(XAVGC5.1,5) + XAVG(XAVGC35.1,5) <= 0

Exponential MACD 5,35,5 Histogram xDn Zero:

XAVGC5 - XAVGC35 - XAVG(XAVGC5,5) + XAVG(XAVGC35,5) < 0 AND XAVGC5.1 - XAVGC35.1 - XAVG(XAVGC5.1,5) + XAVG(XAVGC35.1,5) >= 0

Exponential MACD 5,35,5 Histogram crossing Zero (either direction):

SGN(XAVGC5 - XAVGC35 - XAVG(XAVGC5,5) + XAVG(XAVGC35,5)) <> SGN(XAVGC5.1 - XAVGC35.1 - XAVG(XAVGC5.1,5) + XAVG(XAVGC35.1,5))

Simple raw MACD 5,35 xUp Zero:

AVGC5 - AVGC35 > 0 AND AVGC5.1 - AVGC35.1 <= 0

Simple raw MACD 5,35 xDn Zero:

AVGC5 - AVGC35 < 0 AND AVGC5.1 - AVGC35.1 >= 0

Simple raw MACD 5,35 crossing Zero (either direction):

SGN(AVGC5 - AVGC35) <> SGN(AVGC5.1 - AVGC35.1)

Simple MACD 5,35,5 Trigger xUp Zero:

AVG(AVGC5,5) - AVG(AVGC35,5) > 0 AND AVG(AVGC5.1,5) - AVG(AVGC35.1,5) <= 0

Simple MACD 5,35,5 Trigger xDn Zero:

AVG(AVGC5,5) - AVG(AVGC35,5) < 0 AND AVG(AVGC5.1,5) - AVG(AVGC35.1,5) >= 0

Simple MACD 5,35,5 Trigger crossing Zero (either direction):

SGN(AVG(AVGC5,5) - AVG(AVGC35,5)) <> SGN(AVG(AVGC5.1,5) - AVG(AVGC35.1,5))

Simple MACD 5,35,5 Histogram xUp Zero:

AVGC5 - AVGC35 - AVG(AVGC5,5) + AVG(AVGC35,5) > 0 AND AVGC5.1 - AVGC35.1 - AVG(AVGC5.1,5) + AVG(AVGC35.1,5) <= 0

Simple MACD 5,35,5 Histogram xDn Zero:

AVGC5 - AVGC35 - AVG(AVGC5,5) + AVG(AVGC35,5) < 0 AND AVGC5.1 - AVGC35.1 - AVG(AVGC5.1,5) + AVG(AVGC35.1,5) >= 0

Simple MACD 5,35,5 Histogram crossing Zero (either direction):

SGN(AVGC5 - AVGC35 - AVG(AVGC5,5) + AVG(AVGC35,5)) <> SGN(AVGC5.1 - AVGC35.1 - AVG(AVGC5.1,5) + AVG(AVGC35.1,5))

You may wish to review the following:

Understanding MACD
How to create a Personal Criteria Forumula (PCF)
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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sherri
Posted : Saturday, April 19, 2008 1:13:59 AM
Registered User
Joined: 12/24/2004
Posts: 7
 Thanks much for your reply. I really wasn't looking for the formula for the signal to cross 0, I was more interested in a formula for when the lines cross EACH OTHER either below or above the 0 as a signal for a change in direction. I'm not referring to the histogram, but the moving signal lines. I would like to be able to scan for these signal crossovers.
   Thank you
   Sherri
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Bruce_L
Posted : Saturday, April 19, 2008 7:49:15 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 sheri,
Interestingly enough, the MACD Histogram will cross through zero when the lines in the non-Histogram cross each other. This means the formulas would be the same except for the fact that you have added the new requirement of being either below or above zere (which we can add):

Exponential MACD 5,35,5 Raw xUp Trigger while both below Zero:

XAVGC5 - XAVGC35 - XAVG(XAVGC5,5) + XAVG(XAVGC35,5) > 0 AND XAVGC5 - XAVGC35 - XAVG(XAVGC5.1,5) + XAVG(XAVGC35.1,5) <= 0 AND XAVGC5 - XAVGC35 < 0 AND XAVG(XAVGC5.1,5) - XAVG(XAVGC35.1,5) < 0

Exponential MACD 5,35,5 Raw xDn Trigger while both below Zero:

XAVGC5 - XAVGC35 - XAVG(XAVGC5,5) + XAVG(XAVGC35,5) < 0 AND XAVGC5.1 - XAVGC35.1 - XAVG(XAVGC5.1,5) + XAVG(XAVGC35.1,5) >= 0 AND XAVG(XAVGC5,5) - XAVG(XAVGC35,5) < 0 AND XAVGC5.1 - XAVGC35.1 < 0

Exponential MACD 5,35,5 Raw crossing Trigger (either direction) while both below Zero:

SGN(XAVGC5 - XAVGC35 - XAVG(XAVGC5,5) + XAVG(XAVGC35,5)) <> SGN(XAVGC5.1 - XAVGC35.1 - XAVG(XAVGC5.1,5) + XAVG(XAVGC35.1,5)) AND XAVGC5 - XAVGC35 < 0 AND XAVG(XAVGC5,5) - XAVG(XAVGC35,5) < 0 AND XAVGC5.1 - XAVGC35.1 < 0 AND XAVG(XAVGC5.1,5) - XAVG(XAVGC35.1,5) < 0

Exponential MACD 5,35,5 Raw xUp Trigger while both above Zero:

XAVGC5 - XAVGC35 - XAVG(XAVGC5,5) + XAVG(XAVGC35,5) > 0 AND XAVGC5.1 - XAVGC35.1 - XAVG(XAVGC5.1,5) + XAVG(XAVGC35.1,5) <= 0 AND XAVG(XAVGC5,5) - XAVG(XAVGC35,5) > 0 AND XAVGC5.1 - XAVGC35.1 > 0

Exponential MACD 5,35,5 Raw xDn Trigger while both above Zero:

XAVGC5 - XAVGC35 - XAVG(XAVGC5,5) + XAVG(XAVGC35,5) < 0 AND XAVGC5.1 - XAVGC35.1 - XAVG(XAVGC5.1,5) + XAVG(XAVGC35.1,5) >= 0 AND XAVGC5 - XAVGC35 > 0 AND XAVG(XAVGC5.1,5) - XAVG(XAVGC35.1,5) > 0

Exponential MACD 5,35,5 Raw crossing Trigger (either direction) while both above Zero:

SGN(XAVGC5 - XAVGC35 - XAVG(XAVGC5,5) + XAVG(XAVGC35,5)) <> SGN(XAVGC5.1 - XAVGC35.1 - XAVG(XAVGC5.1,5) + XAVG(XAVGC35.1,5)) AND XAVGC5 - XAVGC35 > 0 AND XAVG(XAVGC5,5) - XAVG(XAVGC35,5) > 0 AND XAVGC5.1 - XAVGC35.1 > 0 AND XAVG(XAVGC5.1,5) - XAVG(XAVGC35.1,5) > 0

Simple MACD 5,35,5 Raw xUp Trigger while both below Zero:

AVGC5 - AVGC35 - AVG(AVGC5,5) + AVG(AVGC35,5) > 0 AND AVGC5.1 - AVGC35.1 - AVG(AVGC5.1,5) + AVG(AVGC35.1,5) <= 0 AND AVGC5 - AVGC35 < 0 AND AVG(AVGC5.1,5) - AVG(AVGC35.1,5) < 0

Simple MACD 5,35,5 Raw xDn Trigger while both below Zero:

AVGC5 - AVGC35 - AVG(AVGC5,5) + AVG(AVGC35,5) < 0 AND AVGC5.1 - AVGC35.1 - AVG(AVGC5.1,5) + AVG(AVGC35.1,5) >= 0 AND AVG(AVGC5,5) - AVG(AVGC35,5) < 0 AND AVGC5.1 - AVGC35.1 < 0

Simple MACD 5,35,5 Raw crossing Trigger (either direction) while both below Zero:

SGN(AVGC5 - AVGC35 - AVG(AVGC5,5) + AVG(AVGC35,5)) <> SGN(AVGC5.1 - AVGC35.1 - AVG(AVGC5.1,5) + AVG(AVGC35.1,5)) AND AVGC5 - AVGC35 < 0 AND AVG(AVGC5,5) - AVG(AVGC35,5) < 0 AND AVGC5.1 - AVGC35.1 < 0 AND AVG(AVGC5.1,5) - AVG(AVGC35.1,5) < 0

Simple MACD 5,35,5 Raw xUp Trigger while both above Zero:

AVGC5 - AVGC35 - AVG(AVGC5,5) + AVG(AVGC35,5) > 0 AND AVGC5.1 - AVGC35.1 - AVG(AVGC5.1,5) + AVG(AVGC35.1,5) <= 0 AND AVG(AVGC5,5) - AVG(AVGC35,5) > 0 AND AVGC5.1 - AVGC35.1 > 0

Simple MACD 5,35,5 Raw xDn Trigger while both above Zero:

AVGC5 - AVGC35 - AVG(AVGC5,5) + AVG(AVGC35,5) < 0 AND AVGC5.1 - AVGC35.1 - AVG(AVGC5.1,5) + AVG(AVGC35.1,5) >= 0 AND AVGC5 - AVGC35 > 0 AND AVG(AVGC5.1,5) - AVG(AVGC35.1,5) > 0

Simple MACD 5,35,5 Raw crossing Trigger (either direction) while both above Zero:

SGN(AVGC5 - AVGC35 - AVG(AVGC5,5) + AVG(AVGC35,5)) <> SGN(AVGC5.1 - AVGC35.1 - AVG(AVGC5.1,5) + AVG(AVGC35.1,5)) AND AVG(AVGC5,5) - AVG(AVGC35,5) > 0 AND AVGC5.1 - AVGC35.1 > 0 AND AVG(AVGC5.1,5) - AVG(AVGC35.1,5) > 0
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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