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Đường Trung bình động Hội tụ/Phân kỳ (MACD)

MACD Strategy by ForbesStrategy นี้เขียนขึ้นมาจากบทความของนิตยสารธุรกิจ ชื่อดัง Forbes สำหรับผู้ที่อยากอ่านสามารถค้นหาได้โดยใช้คำค้นว่า Bitcoin Trading Strategy For Passive Investors สำหรับผู้ทีจะทอสอบ backtest ให้ตั้งค่า commission (หรือค่าธรรมเนียมการเทรดด้วย) เพื่อให้ผลลัพท์ใกล้เคียงกับความเป็นจริงมากที่สุด อย่างไรก็ตามจากการ backtest นั้น พบว่า Strategy นี้เหมาะกับ Timeframe Day มากที่สุด และโดยส่วนตัวคิดว่าเหมาะสำหรับการซื้อขายแบบ Spot เท่านั้น
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của teejk1986
3
Waddah Attar Explosion V2 [SHK]Hey everyone I have modified Waddah Attar Explosion indicator to work in low price markets like crypto as well as any other market. So now the DeadZone line is based on ATR instead of a fixed number. Nothing more changed and all credits goes to it's MT4 developer and LazyBear (Main Script Link) . Hope you enjoy! Read the main description below... - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - This is a port of a famous MT4 indicator. This indicator uses MACD/BB to track trend direction and strength. Author suggests using this indicator on 30mins. Explanation from the indicator developer: "Various components of the indicator are: Dead Zone Line: Works as a filter for weak signals. Do not trade when the red or green histogram is below it. Histograms: - Red histogram shows the current down trend. - Green histogram shows the current up trend. - Sienna line shows the explosion in price up or down. Signal for ENTER_BUY: All the following conditions must be met. - Green histo is raising. - Green histo above Explosion line. - Explosion line raising. - Both green histo and Explosion line above DeadZone line. Signal for EXIT_BUY: Exit when green histo crosses below Explosion line. Signal for ENTER_SELL: All the following conditions must be met. - Red histo is raising. - Red histo above Explosion line. - Explosion line raising. - Both red histo and Explosion line above DeadZone line. Signal for EXIT_SELL: Exit when red histo crosses below Explosion line. All of the parameters are configurable via options page. You may have to tune it for your instrument.
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của shayankm
93
MACD BFThis is a modified version of the MACD strategy in the public library. You can set the time period you want in the input parameters, along with the MACD and signal line values. The default values for this strategy are 12, 26, 12. These settings seem favorable to BTC/USD pairs. The strategy is simple - when the histogram crosses above zero, a buy signal is generated, when it crosses below zero, a sell signal is generated. If an opposing signal is generated, we exit the current trade and enter the new one. You can set a stop-loss as a percentage in the input parameters - for example, if you enter 5, the strategy will exit when the trade goes the wrong way by 5%. The default money management strategy is to trade 100% of the equity. This can be changed in input settings like it can with any strategy.
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của bennef
MACD背离(MACD divergent)[公开版][gouge99]注意:背离意味着做反转交易，所以入场要求很高，但是背离一般的收益风险比很大 MACD背离：收盘价创造新高或者新低，但是macd却没有出新高或者新低 计算原理：根据历史K线长度（默认90根K线）来判断收盘价的高低极值和macd的高低极值来进行比较判断 建议使用： 1.在震荡调整行情中，在支撑和压力位附近出现的突然的趋势K线，一般是假突破 2.在趋势末端，一般还会有一次缓慢的测试趋势极点的行情，一般这是趋势反转进入震荡的开始 3.结合其他形态如双顶，头肩，pin bar 4.结合其他指标如stoch随机指标做反转 5.推荐在1h, 30m, 15m级别中使用，5m也可以使用，但是最好背离计算长度设置大一点 比如150
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của gouge99
11
Linear Quadratic Convergence Divergence OscillatorIntroduction I inspired myself from the MACD to present a different oscillator aiming to show more reactive/predictive information. The MACD originally show the relationship between two moving averages by subtracting one of fast period and another one of slow period. In my indicator i will use a similar concept, i will subtract a quadratic least squares moving average with a linear least squares moving average of same period, since the quadratic least squares moving average is faster than the linear one and both methods have low-lag this will result in a reactive oscillator. LQCD In Details A quadratic least squares moving average try to fit a quadratic function (parabola) to the price by using the method of least squares, the linear least squares moving average try to fit a line. Non-linear fit tend to minimize the sum of squares in non-linear data, this is why a quadratic method is more reactive. The difference of both filters give us an oscillator, then we apply a simple moving average to this oscillator to provide the signal line, subtracting the oscillator and its signal line give us the histogram, those two last steps are the same used in the MACD. Length control the period of the quadratic/linear moving average. While the MACD use a signal line for plotting the histogram i also added the option to plot the momentum of the quadratic moving average instead, the result is smoother and reduce irregularities, in order to do so just check the differential option in the parameter box. The period of the signal line and the momentum are both controlled by the signal parameter. A predictive approach can be made by subtracting the histogram with the signal line, this process make the histogram way more predictive, in order to do so just check the predictive histogram option in the parameter box. Predictive histogram with simple histogram option. The differential mode can also be used with the predictive parameter, this result in a smoother but less reactive prediction. Information Interpretation The amount of information the MACD can give us is high. We can use the histogram as signal generator, or the if the oscillator is over/under 0, combine the oscillator/signal line with histogram, combinations can provide various systems. Some traders use the histogram as signal generator and use the cross between the histogram and the signal line as a stop signal, this method can avoid some whipsaw trades. The study of divergences with the price is also another method. Conclusion This oscillator aim to show the same amount of information as the MACD with a similar calculation method but using different kind of filters as well as eliminating the need to use two separates periods for the moving averages calculation, its still possible to use different periods for the quadratic/linear moving average but the results can be less accurate. This indicator can be used like the MACD.
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của alexgrover
14