Схождение/расхождение скользящих средних (MACD)
Multi Color Normalized MACD + Candles (NMACD) [cI8DH]One simple indicator for volatility, divergence and relative momentum
Features:
- Normalized MACD (by slow MA)
- Candle MACD (fast MA length is set to 0 in candle mode, i.e. price minus slow MA)
- Multi color histogram
- Background coloring based on MACD direction
- Choice of different MA types (Exponential, Simple, Weighted, Smoothed, Triple EMA)
- Triple EMA smoothing
Benefits of normalization:
- Absolutely better than RSI for comparing across different periods and assets
Applications and benefits of candle visualization:
- Zero cross: most traders use MAs overlaid on the main chart and look for price distance and MA cross visually. In candle mode, this indicator measures the difference between price and the slow moving MA. When this indicator crosses zero, it means price is crossing the slow moving MA.
- Divergence: full candle visualization (OHLC) is not possible for most other indicators. Candle visualization allows measuring divergence between price high, low and close simultaneously. Some trades incorrectly measure divergence between high, low of price against indicator tops and bottoms while having the indicator input set to default (usually close). With this indicator, you don't need to worry about such complexities.
Recommended setting:
- Enjoy candle mode :)
- Source set to hlc3
Multi color MACD with Triple EMA smoothing [cI:DH]At default settings, this indicator is identical to the built-in MACD.
Features:
- multi-color histogram
- background color change when MACD tops or bottoms
- additional smoothing using Triple EMA
Recommended settings:
- Triple EMA length 10 seem to be a good trade-off between smoothness and responsiveness
Advanced MACDThis is a more advanced version of the standard moving average convergence/divergence indicator (MACD). It allows you to change the type of all moving averages (Simple, Exponential, Weighted, Volume-weighted, Triple EMA or a moving average that uses RSI). By for example setting the period to 3/10/16 and use simple moving averages instead of exponential moving averages you can turn it into the modified version of the MACD oscillator (mMACD) described in detail in Appendix B in the book "The Art and Science of Technical Analysis: Market Structure, Price Action and Trading Strategies" by Adam Grimes.
The indicator also allows you to volume weight the indicator (turned on by default), which will turn it into a Volume-Weighted Moving Average Convergence Divergence (VW-MACD) first used by Buff Pelz Dormeier in 2002 and described in detail in his book "Investing with Volume Analysis: Identify, Follow, and Profit from Trends". If you want to weight the oscillator against the true range instead of volume this is also possible. By default, this will be done automatically for assets that do not support volume.
Better MACD with clearer cross and histogram signalsSimple but much needed visual improvements to the default MACD script. First, every time the MACD and signal cross, a white cross is placed on he chart, which lets you quickly identify the crosses. Second, whenever the histogram goes from increasing to decreasing or from increasing to decreasing, a color change occurs. Colors can be customized under "Style" tab under settings.
Difusor de Fluxo [André Moraes] - Flow DiffuserPORTUGUÊS
Difusor de Fluxo de André Moraes. É um MACD com mais uma média de longo prazo. Explicação do próprio André Moraes em www.youtube.com
ENGLISH
Flow Diffuser created by André Moraes. It's a MACD with an extra long length average. The author's explanation can be viewed at www.youtube.com
EvaMacD (ver. 3)Eva Chart calculate IIR Filter with Multiple MACD Histogram and estimate the cycle.
This oscillator can find the most powerful frequency. This use 30 MACD histogram lines tuned for filter.
Version3. Fix Bug.
Eva ChartEva Chart calculate IIR Filter with Multiple MACD Histogram and estimate the cycle.
This oscillator can find the most powerful frequency.
Fisher Transform SuperSmoothed MACD // This is a modification of Supersmoothed MACD (created by KIVANC using EHLERS' SUPER SMOOTHER FILTER) and sharpenned with Ehler fisher transform
//all lengths and parameters are completely configurable, tune the length according to your instrument
//give me what you think
MACD + Colors + Signals
Standard MACD with signal and histogram
MACD and signal crossovers are marked with up/down triangles
Signal is colored based on its direction, can be turned to a single color
Histograms can be green, red and yellow based on their side and direction
Histograms can be switch to be green when positive and red when negative
MACD with Directional ColorsThis MACD indicator colors the MACD and signal lines according to the direction they are moving.
- Eliminates the histogram from the traditional MACD indicator.
- Uses a histogram for the MACD line.
- Includes Bollinger Bands for the MACD line to help detect squeezes
MACD with highlighted positive and negative trendThe values used by this indicator are equal to MACD 12 26 9 (and Signal). Only changes are made to looks:
If MACD closes higher than Signal, then we are seeing green. Else, we are seeing red.
Another point is that we get a blue circle when there is a trend change from bullish to bearish or vice versa. Please note that there needs to be an offset for this. We will only see the circle, when there already WAS (instead of is) a trend change.
MacD Convergence/DivergenceI made this script to get a line (or histogram) of the macd and the signal (macd + signal), the principle remains the same as with a standard macd. You can notice that the divergences are present, and that the interpretation does not change, personally, I use ema band, which helps me to confirm the tendencies and to detect divergences!
EMA50Diff & MACD StrategyOne of my attempts to create a strategy for BTC.
Its a combination of EMA50Diff (the difference between spot and EMA50) and MACD.
Buy signal if (EMA50Diff) < -(EMADiffThreshold),
(MACD bearish crossunder),
(MACD) < -(MACDThreshold),
(EMA50Diff) > (EMA50Diff 1 candle ago),
(EMA50Diff 1 candle ago) < (EMA50Diff 2 candles ago)
Sell signal if (EMA50Diff) > (EMADiffThreshold),
(MACD bullish crossover),
(MACD) > (MACDThreshold),
(EMA50Diff) < (EMA50Diff 1 candle ago),
(EMA50Diff 1 candle ago) > (EMA50Diff 2 candles ago)
Exit either when target or stoploss get reached.
Initial capital is set to 100k and its currently going all-in on every trade but im looking for a better way to handle position sizes already..
Also i included slippage of 30 ticks and exchange commission of 0.15% (e.g. 2x BitMEX market taker fee)
Works best on 15m on bitfinex, bitstamp and gdax and i'm still trying to optimize it for bitmex too, will update when i got there..
MACD Histogram Multi-TimeframeThe MACD-Histogram represents the difference between the MACD (i.e., the between the two EMAs) and the signal line (i.e., the 9-day EMA of the MACD). The histogram is positive (i.e., above the zero line) when the MACD is above the signal line and negative when the MACD is below the signal line.
HOW IS IT USED ?
A bullish crossover occurs when the MACD histogram is negative and a bearish cross over occurs when the MACD histogram is negative.
I added the possibility to add on the chart a 2nd timeframe for confirmation.
If you found this script useful, a tip is always welcome... :)
MACD percentage price oscillatorMACD Percentage Price Oscillator is a variation of the MACD indicator. Signal line crossovers are almost identical. The major difference is the MACD Percentage scale which enables comparison between stocks at different prices.
MACD Percentage Price Oscillator's trading signals are the same as for the MACD indicator. The MACD indicator is primarily used to trade trends and should not be used in a ranging market. Signals are taken when MACD crosses its signal line, calculated as a 9 day exponential moving average of MACD.
First check whether price is trending. If the MACD indicator is flat or stays close to the zero line, the market is ranging and signals are unreliable.
Signals are far stronger if there is either:
- a divergence on the MACD indicator; or
- a large swing above or below the zero line.
- Unless there is a divergence, do not go long if the signal is above the zero line, nor go short if the signal is below zero. Place stop-losses below the last minor Low when long, or the last minor High when short.
The main advantage of MACD Percentage over MACD is the ability to compare indicator values across stocks.
The only difference with MACD Percentage Price Oscillator is that the difference between the fast and slow moving averages is calculated as a percentage of the slow moving average: MACD = (12 Day EMA - 26 Day EMA) / 26 Day EMA
