วันเสาร์ที่ 25 มกราคม พ.ศ. 2557

+++ MACD EMA Amibroker Indicator

_SECTION_BEGIN("MACDval");
r1 = Optimize( "Fast avg", 12, 2, 34, 1 );
r2 = Optimize( "Slow avg", 26, 2, 55, 1 );
r3 = Optimize( "Signal avg", 9, 2, 21, 1 );
Periods1 = Optimize("Periods", 15, 3, 30, 3);
Periods2 = Optimize("Periods", 15, 150, 300,20);

dynamic_color = IIf( MACD() > 0, colorGreen, colorRed );
Plot( MACD(), "MACD(r1,r2)", dynamic_color, styleHistogram | styleThick  );


_SECTION_BEGIN("SIGNALval");
P = ParamField("Price field",-1);
Plot( EMA( MACD(r1,r2),r3 ),"signal 9",colorYellow,styleHistogram |styleThick, ParamStyle("Style") );

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// TRADE RULES require a "price Chart"


MACDval = MACD(r1,r2);
EMAval  = EMA(Close,Periods1 );
Signalval = Cross(EMAval,MACDval);


Buy =  C > EMA(Close,Periods2 ) AND Ref(MACDval,-1) < MACDval AND MACDval < 0;

Sell= Signalval;

Buy= ExRem(Buy,Sell);
Sell= ExRem(Buy,Sell);

Short = Sell;
Cover = Buy;

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