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How do you calculate the Delta ?
Anthony
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Mr Valley
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, July 11, 2003 2:36 PM
Subject: RE: [amibroker] Re: MACD
divergences
<FONT face=Arial color=#0000ff
size=2>DT,
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Examples Daily or Intraday...
<FONT face=Arial color=#0000ff
size=2>
Moving Average
Convergence/Divergence (MACD)
Criteria
Value
<IMG height=0
src="" width=1
border=0>
MACD 8-17-9 Day Breakout
9.0
MACD 8-17-9 Day Value
19.0
MACD 8-17-9 Day HST
32.0
MACD 8-17-9 Day Delta
-7.0
MACD 12-25-9 Day Breakout
7.0
MACD 12-25-9 Day Value
17.0
MACD 12-25-9 Day HST
26.0
MACD 12-25-9 Day Delta
-1.0
MACD 8-17-9 Week Breakout
-10.0
MACD 8-17-9 Week Value
178.0
MACD 8-17-9 Week Change
-12.0
MACD 8-17-9 Week Delta
-3
Mr
Valley
<FONT face=Tahoma
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: Friday, July 11, 2003 5:25
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Re: MACD divergencesWhat 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@xxxx]> 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> >> >
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