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What is the /MACD Delta % / ?
DT
--- In amibroker@xxxxxxxxxxxxxxx, "Mr Valley" <valleymj@xxxx> wrote:
> DT,
>
> Have you coded the MACD Delta % on the divergence?
>
> Mr Valley
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Sent: Friday, July 11, 2003 2:53 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: MACD divergences
>
>
> Steve,
> 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 reply
> Dimitris 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
> >
> > _____________________________________________________________
> > Sent by OnBoards: a bulletin board browser
> > Free at http://www.automatedenterprises.com
>
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