Registered User
Joined: 2/12/2005
Posts: 28
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I am looking for PCF that would show a crossover of zero by the third MVA, example: MVDA 3/10/16(EXP) looking for 16 crossing zero up and one for down. If you look at ADSK and put in 3/10/16, You can see what I am talking about.
Thanks
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Registered User
Joined: 2/12/2005
Posts: 28
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Should read MACD, don't know where MVDA came from.
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Worden Trainer
Joined: 10/1/2004
Posts: 4,308
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jaybird1:
Check out this new training video. Directly below the video, you'll find a number of MACD PCF's that you'll be able to customize to your own MACD settings.
Understanding MACD
- Doug
Teaching Online!
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Registered User
Joined: 2/12/2005
Posts: 28
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QUOTE (Doug_H) jaybird1: Check out this new training video. Directly below the video, you'll find a number of MACD PCF's that you'll be able to customize to your own MACD settings. Understanding MACD
Watch the video and have read about other MACD PCFs but not what I need. Refer to my specific request above. Thanks for support.
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Worden Trainer
Joined: 10/1/2004
Posts: 18,819
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Below the video is a formula for the MACD crossing the MA of MACD. Your 16 is the MA of the MACD. You only need to take the part of the formula for the MA of the MACD from the templates Doug referred you to.
Crossing up:
((XAVG(XAVGC16,3) - XAVG(XAVGC16,10))>0)AND((XAVG(XAVGC16.1,3) - XAVG(XAVGC16.1,10))<0)
Crossing down:
((XAVG(XAVGC16,3) - XAVG(XAVGC16,10))<0)AND((XAVG(XAVGC16.1,3) - XAVG(XAVGC16.1,10))>0)
- Craig
Here to Help!
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Registered User
Joined: 2/12/2005
Posts: 28
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Craig, Thanks. Works perfectly.
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Worden Trainer
Joined: 10/1/2004
Posts: 18,819
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Glad to hear it!
- Craig
Here to Help!
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Registered User
Joined: 12/20/2004
Posts: 7
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I can see how to calculate an MACD crossover of the 2 moving averages. Can you tell me how to calculate the crossover of the MACD with a moving average of the MACD?
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Worden Trainer
Joined: 10/1/2004
Posts: 4,308
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The crossover you want is graphically indicated by the MACD Histogram. Here are some sample MACD formulas that should help you, including ones dealing with the MACD histogram.
These PCF's are for exponential MACD 20.40.30:
MACD Today
(XAVGC20-XAVGC40)
MACD Crossing Up Through Zero Today
(XAVGC20.1-XAVGC40.1)<0 AND (XAVGC20-XAVGC40)>0
MACD Crossing Down Through Zero Today
(XAVGC20.1-XAVGC40.1)>0 AND (XAVGC20-XAVGC40)<0
MACD Histogram Today
(XAVGC20-XAVGC40)-(XAVG(XAVGC30,20)-XAVG(XAVGC40,30))
MACD Histogram Crossing From Negative to Positive Today
(XAVGC20-XAVGC40)>(XAVG(XAVGC30,20)-XAVG(XAVGC40,30)) AND (XAVGC20.1-XAVGC40.1)<(XAVG(XAVGC30.1,20)-XAVG(XAVGC40.1,30))
MACD Histogram Crossing From Positive to Negative Today(XAVGC20-XAVGC40)<(XAVG(XAVGC30,20)-XAVG(XAVGC40,30)) AND (XAVGC20.1-XAVGC40.1)>(XAVG(XAVGC30.1,20)-XAVG(XAVGC40.1,30))
Here is a video you may find of interest:
Understanding MACD
- Doug
Teaching Online!
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Registered User
Joined: 10/7/2004
Posts: 1,006
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Hi Doug,
Is there a math PCF when the MACD crosses the Signal Line or are we stuck with the Boolean formula?
A math PCF when the MACD crosses Up through the Signal Line 9, which is 0 on the MACD Histogram. The hard part is that for each stock the value is different when the MACD crosses the signal line, so the range selector probably can’t be used.
My MACD settings are:
MACD 12.26.9 Settings, Exponential: Short 12, Long 26, Period (Signal Line) 9.
I am using the following PCF’s for the MACD:
MACD 12.26.9 Exponential, Short 12, Long 26, Period Number (Signal Line) 9, Today
XAVG(XAVGC12,9)-XAVG(XAVGC26,9)
MACD 12.26.9 Exponential Histogram, Short 12, Long 26, Period Number (Signal Line) 9, Today
(XAVGC12-XAVGC26)-(XAVG(XAVGC12,9)-XAVG(XAVGC26,9))
The Boolean PCF MACD Crossing Up: (XAVGC12-XAVGC26)>(XAVG(XAVGC12,9)-XAVG(XAVGC26,9))AND(XAVGC12.1-XAVGC26.1)<(XAVG(XAVGC12.1,9)-XAVG(XAVGC26.1,9))
Thanks
Winnie
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Worden Trainer
Joined: 10/1/2004
Posts: 18,819
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What would you like the forumla to return (what numerical value)?
- Craig
Here to Help!
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Registered User
Joined: 10/7/2004
Posts: 1,006
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Hi Craig,
That’s fairly arbitrary, since the crossing point can either be a minus or a plus number. For me say the value to be 0 to -4. Would you use the MACD12.26.9 Exponential formula and set the range selector to 0 to -4?
Thanks
Winnie
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Worden Trainer
Joined: 10/1/2004
Posts: 18,819
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So you want the number the formula to return to be the VALUE of the histogram:
Try this for me:
((((XAVGC12-XAVGC26)> (XAVG(XAVGC12,9)-XAVG(XAVGC26,9)) AND(XAVGC12.1-XAVGC26.1) <(XAVG(XAVGC12.1,9)-XAVG(XAVGC26.1,9)))
+((XAVGC12-XAVGC26)> (XAVG(XAVGC12,9)-XAVG(XAVGC26,9)) AND(XAVGC12.1-XAVGC26.1) <(XAVG(XAVGC12.1,9)-XAVG(XAVGC26.1,9))))
*(-1)
*((XAVGC12-XAVGC26)-(XAVG(XAVGC12,9)-XAVG(XAVGC26,9))))
+
((((XAVGC12-XAVGC26)> (XAVG(XAVGC12,9)-XAVG(XAVGC26,9)) AND(XAVGC12.1-XAVGC26.1) >(XAVG(XAVGC12.1,9)-XAVG(XAVGC26.1,9)))
+((XAVGC12-XAVGC26)< (XAVG(XAVGC12,9)-XAVG(XAVGC26,9)) AND(XAVGC12.1-XAVGC26.1) <(XAVG(XAVGC12.1,9)-XAVG(XAVGC26.1,9))))
*(99999))
IF the MACD histogram crossed, the formula will return the value of the histogram today.
IF the MACD histogram did not cross, it will return a value of -99999
- Craig
Here to Help!
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Registered User
Joined: 10/7/2004
Posts: 1,006
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Hi Craig,
Gee that is quite a math formula, I ran both the Boolean and the math formula both gave me approximately the same results.
Boolean: 118 stocks
Math: 86 stocks, value set at .0276947 to max, with 4 stocks I didn’t have in the Boolean scan.
My question, what is the difference between the two, why use use over the other and why not just use the simpler Boolean formula, it will be faster in the calculations.
Thanks for the great help, those that want to learn have you to thank.
Winnie
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Worden Trainer
Joined: 10/1/2004
Posts: 18,819
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I only offered this one because you asked for it.
I would just use the Boolean one.
- Craig
Here to Help!
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Registered User
Joined: 7/18/2005
Posts: 156
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Hello!
What PCF should I use to give a return showing the fast line moving up through the slow line TODAY?
MACD Settings:
12(short), 26(long), and 9(period)
Thanks,
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Worden Trainer
Joined: 10/1/2004
Posts: 18,819
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Go to Winnie's post above she posted it Thursday, September 01, 2005 12:55:46 PM
She has the formula there for you.
- Craig
Here to Help!
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Registered User
Joined: 7/18/2005
Posts: 156
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Thank you!
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