Registered User
Joined: 7/19/2010
Posts: 23
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my macd RealCode does not plot like yours. I must be doing somthing wrong?
My code is from; "a quick tutorial in macd, by g. and m. apple" found on
"www.signalert.com%20TUTORIAL.PDF"
Please find my RealCode below. It is normalzed w/ n26. It does not look like your macd;
"macd simple,12,simple,26 (simple,moving 9). I have tried w/ and w/ out smoothing constants etc.
can not get it to look like yours! There is smothing wrong w/ my understanding of RealCode.
'|*** Indicator:pmacdsl ((no signal line plot))
Static n26 As Integer = 26
Static n12 As Integer = 12
Static n9 As Integer = 9
Static s1 As Single = 2 / (n12 + 1)
Static s2 As Single = 2 / (n26 + 1)
Static s3 As Single = 2 / (n9 + 1)
Dim avg26 As Single
Dim avg12 As Single
Dim avg9 As Single
Dim pa1 As Single
Dim pa2 As Single
Dim pa3 As Single
Dim dl As Single
If currentindex < n26 Then
Me.setindexinvalid
else
avg12 = price.AVG(n12, 1)
avg26 = price.AVG(n26, 1)
'avg9 = price.AVG(n9, 1)
pa1 = avg12 + s1 * (price.Close - avg12)
pa2 = avg26 + s2 * (price.Close - avg26)
'pa3 = avg9 + s3 * (price.Close - avg9)
dl = (pa1 - pa2)
plot = DL / PA2
End If
'|*** Indicator:pmacdsl ((signal only))
'|******************************************************************
Static n26 As Integer = 26
Static n12 As Integer = 12
Static n9 As Integer = 9
Static s1 As Single = 2 / (n12 + 1)
Static s2 As Single = 2 / (n26 + 1)
Static s3 As Single = 2 / (n9 + 1)
Dim avg26 As Single
Dim avg12 As Single
Dim avg9 As Single
Dim pa1 As Single
Dim pa2 As Single
Dim pa3 As Single
Dim dl As Single
If currentindex < n26 Then
Me.setindexinvalid
else
'avg12 = price.AVG(n12, 1)
avg26 = price.AVG(n26, 1)
avg9 = price.AVG(n9, 1)
'pa1 = avg12 + s1 * (price.Close - avg12)
pa2 = avg26 + s2 * (price.Close - avg26)
pa3 = avg9 + s3 * (price.Close - avg9)
'dl = (pa1 - pa2) / PA2
plot = (PA3 / PA2)
End If
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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I'm not sure where the misunderstandings might be (I could be misunderstanding the algorithm), but the s1, s2 and s3 in your RealCode would appear to be weights used for attempting to manually calculate and Plot an Exponential MACD that has been normalized by dividing by the Long Moving Average (you would need to divide the MACD by the Moving Average as well to get the Plots to line up relatively closely). Some slight alterations to your RealCode would result in:
'|*** Indicator:pmacdsl ((no signal line plot))
Static n(2) As Integer
Static first As Integer
Static s(2) As Single
Static pa(2) As Single
If isFirstBar Then
n(0) = 12
n(1) = 26
first = Math.Max(n(0), n(1))
n(2) = 9
For i As Integer = 0 To 2
s(i) = 2 / (n(i) + 1)
Next
End If
If CurrentIndex >= n(0) Then
pa(0) = pa(0) + s(0) * (Price.Close - pa(0))
Else If CurrentIndex = n(0) - 1 Then
pa(0) = Price.AVGC(n(0))
End If
If CurrentIndex >= n(1) Then
pa(1) = pa(1) + s(1) * (Price.Close - pa(1))
Else If CurrentIndex = n(1) - 1 Then
pa(1) = Price.AVGC(n(1))
End If
If CurrentIndex >= first Then
Dim dl As Single = (pa(0) - pa(1)) / pa(1)
'pa(2) = pa(2) + s(2) * (dl - pa(2))
Plot = dl
'Plot = pa(2)
Else If CurrentIndex = first - 1 Then
Dim dl As Single = (pa(0) - pa(1)) / pa(1)
'pa(2) = dl
Plot = dl
Else
Plot = Single.NaN
End If
-Bruce
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Registered User
Joined: 11/16/2012
Posts: 6
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Thank you sir!
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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