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Re: [amibroker] Re: MACD divergences



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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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