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<FONT face=Arial color=#0000ff
size=2>DT,
<FONT face=Arial color=#0000ff
size=2>
Have
you coded the MACD Delta % on the divergence?
<FONT face=Arial color=#0000ff
size=2>
Mr
Valley
<FONT face=Tahoma
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: Friday, July 11, 2003 2:53
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
MACD divergencesSteve,the MACD() divergence is an
alternative of the Stochastic divergence in the AFL Library.The
advantage is that no peak()/trough() functions are used, which would not
operate properly with the negative MACD() values.The formula is for IB, AA
or commentary
window.ST33=MACD();bars=100;d=5;TR1=LLVBars(ST33,d);COND1=TR1>0
AND Ref(TR1,-1)==0 AND
Ref(ST33,-1)<0;TR2=IIf(COND1,Ref(ST33,-1),0);Plot(st33,"MACD",1,8);M1=ValueWhen(COND1,ST33);P1=ValueWhen(COND1,LLV(L,3));DM1=M1-Ref(M1,-1);DP1=P1-Ref(P1,-1);DT=Ref(BarsSince(COND1),-1);POSDIV=DM1>0
AND DP1<0 AND
DT<BARS;Plot(POSDIV*LastValue(Lowest(ST33)),"",5,2);TR11=HHVBars(ST33,d);COND11=TR11>0
AND Ref(TR11,-1)==0 AND
Ref(ST33,-1)>0;TR21=IIf(COND11,Ref(ST33,-1),0);M11=ValueWhen(COND11,ST33);P11=ValueWhen(COND11,HHV(H,3));DM11=M11-Ref(M11,-1);DP11=P11-Ref(P11,-1);DT1=Ref(BarsSince(COND11),-1);NEGDIV=DM11<0
AND DP11>0 AND
DT1<BARS;Plot(NEGDIV*LastValue(Highest(ST33)),"",4,2);GraphXSpace=5;Filter=NEGDIV
OR POSDIV;AddColumn(NEGDIV,"BEARISH
DIVERGENCE");AddColumn(POSDIV,"BULLISH
DIVERGENCE");Sell=NEGDIV;Buy=POSDIV;Just one final note :
Buy/Sell are included for the arrows, it is not an independent complete
trading system. It is not also a recommendation to buy/sell, I just use it
frequently and, sometimes, I found unique solutions.It may be also
combined with Stochastic divergences. When we see both, it is more
reliable...Thank you for your replyDimitris Tsokakis--- In
amibroker@xxxxxxxxxxxxxxx, "steve_almond" <steve2@xxxx> wrote:>
Dimitris,> > Impressive signals shown in your Gif. Can you be
more specific about the system which gave you the signals?>
> Thanks,> > Steve> > >----- Original
Message -----> >From: "Dimitris Tsokakis"
<TSOKAKIS@xxxx>> >To: Yahoo: amibroker@xxxxxxxxxxxxxxx>
>Sent: Fri Jul 11, 2003 8:53 am> >Subject: MACD
divergences> >> >may give some ideas for ^VLIC [quite
accurate the last 2 years], AMZN[no other important sell signal since
July2002 !!], WU03 [or how can you loose > >20 units in one
single bar] or GCZ03 [the lack of the proper sell signal may force you
waiting and waiting and loose the trend for a break even].>
>Dimitris Tsokakis> >> >> >Attachment>
>> >1DIV.gif> >Type: image/gif> >Size: 64k
Download> >
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