MACD formula problem, MACD calculation formula

Except when I first learned, I didn't use technical indicators as a basis for buying and selling.

The essence of the smoothing coefficient is to weighted the average of the past occurrence values, and whether the MACD looks at the short-term mean upwards to exceed the long-term mean, or to break the long-term mean, the formula is so complicated just to make the calculation relatively equal and more scientific.

macd = (current day dif - yesterday's dif ) yesterday's macd".

The expression of MACD in the formula represents the ** of the next day's DIF, that is, the value of MACD is actually the ** value of DIF, which is the result of long-term smoothing (the smoothing coefficient here is that the deviation from the actual DIF will be large in the case of a large change in **** in the near future, so it is not calculated in many cases, and the effect is not large.) (Since it is the ** value of DIF, it does not need to be represented in the MACD graph).

The indicators are superimposed, and the difference between the DIF indicator of the day and the DIF indicator of yesterday is 20% plus the MACD index of yesterday, which is the MACD indicator of today. This is how the MACD indicator line is drawn.

MACD = (today's DIF - yesterday's DIF) Yesterday's MACD refers to the real-time value amplitude of MACD (the value of the curve point).

Margin call: MACD is used as a trend indicator, it is composed of double moving average (two) curves, after the DIF dea bar is calculated, you can determine the position of these two curves in **, so the result of MAND = is the trend of two curves (the set of points of two curves).

In short: MACD = (DIF of the day - DIF of yesterday) The value of yesterday's MACD is greater than zero is to enter the strong, and less than zero is to be in the weak.

1. DIF = EMA(CLOSE, 12) - EMA(CLOSE, 26) 2, MACD is called the similarity and difference moving flat **, which is developed from the double exponential moving flat **, by the fast exponential moving flat ** (EMA12) minus the slow exponential moving flat ** (EMA26) shouting to get the fast line DIF, and then use 2 (the 9-day weighted moving **DEA of the fast DIF-DIF) to get the MACD bar.

3. The meaning of MACD is basically the same as that of the double moving level, that is, the discrete and aggregate of fast and slow ** represent the current long-short state and the possible development trend of the stock price, but it is more convenient for the old base to read.

4. The change of MACD represents the change of market trend, and the MACD of the same level represents the buying and selling trend in the current level cycle.

<>1, DIF = EMA(CLOSE, 12) - EMA(CLOSE, 26) 2, MACD is called XOR-limb chaos with the moving flat **, is developed from the double exponential moving flat**, by the fast exponential moving flat ** (EMA12) minus the slow exponential moving flat ** (EMA26) to get the fast line DIF, and then use 2 (the 9-day weighted moving **DEA of the fast DIF-DIF) to get the MACD bar.

3. The meaning of MACD is basically the same as that of the double moving level, that is, the discrete and aggregate of fast and slow ** represent the current long and short state and the possible development trend of the stock price, but it is more convenient to read the hunger pie.

4. The change of MACD represents the change of market trend, and the MACD of the same level represents the buying and selling trend in the current level cycle.

DIF and MACD are above 0, and the general trend is a long market.

When DIF breaks through the MACD upwards, it can be purchased; If DIF breaks the MACD to **, it can only be closed as the original order, and no new sell order can be entered.

DIF and MACD are below 0, and the general trend is bearish.

When the DIF breaks the MACD to **, it can be sold; If DIF breaks through the MACD upwards, it can only be used to close the original order, and no new buy order can be entered.

The high-grade secondary downward crossover fell, and the low-grade secondary upward crossover soared.

MACD in the application, first calculate the fast moving flat ** that is, EMA1 on the 12th, and the slow moving flat **, that is, EMA2 on the 26th, take the difference between these two values to get the diff, and then find the 9-day smooth moving flat **DEA, and finally macd=2 (diff dea).

1> Calculate the 12-day and 26-day moving flats **EMA1 and EMA2

Today's EMA(12) = the previous day's EMA(12) 11 13 The current day's **price 2 13

Today's EMA(26) = the previous day's EMA(26) 25 27 The current day's **price 2 27

2> Calculate the dispersion value (diff).

diff=EMA(12) EMA(26).

3> Calculate the mean dea of the 9-day deviation

DEA = DEA 8 10 Diff 2 10 for the previous day

4> Calculate MACD

macd=2×(diff－dea)

The dispersion value diff and the average deviation DEA are the main tools for judging the MACD, and their calculation methods are cumbersome. Since these values are currently done automatically by the computer on the ** analysis software,. Therefore, investors only need to understand its calculation process, and more importantly, master its research and judgment function

In addition, like other technical indicators, due to the different calculation periods selected, the MACD indicators also include the daily MACD, the weekly MACD, the monthly MACD, the annual MACD, and the 5-minute minute-minute-minute equinoxical MACD, often used to judge the daily MACD indicator and weekly MACD indicator, although their calculation values are different, but the calculation method is basically the same

MACD is a moving weighted average, which is calculated as the average of trades** based on the effective trading time between 2 days and 250 days.

There's no need to calculate this thing, just know what a dead fork is, don't complicate it.

The correct formula should be: EMA(12) = today's **price*2 13 + the day before yesterdayEMA(12)*11 13

EMA(26) = today**price*2 27 + the day before yesterdayEMA(26)*25 27

dif=ema(12)-ema(26)

dea=dif*2 10 + the day before yesterdaydea*8 10

bar=(dif-dea)*2

2 13 and 2 27 are the smoothing coefficients.

In addition, many explanations about the calculation of the day before yesterday EMA and the day before yesterday DEA are unclear or wrong.

The key here is the calculation of the next day's transition value.

For example, if a ** is listed the day before yesterday, or you want to calculate today's MACD value. The details are as follows:

Day 1: Since it has just been launched, all 5 parameters are 0

Day 2: EMA (12) = today's **price * 2 13 + the day before yesterday** price * 11 13

EMA(26) = today's **price*2 27 + the day before yesterday**price*25 27

dif=ema(12)-ema(26)

dea=dif*2 10 + 0*8 10 (i.e. 0, because the day before yesterday dea=0).

bar=(dif-dea)*2

Day 3: Just substitute according to the formula provided earlier, because the two parameters of EMA and DEA have already appeared. If the calculation is halfway through, the result will be biased, but it can be corrected after a period of accumulation.

3 parameters: (12) daily fast moving average**, (26) daily slow moving average, (9) daily moving average.

EMA(12) = EMA(12) 11 13 Today's **price 2 13

EMA(26) = EMA(26) 25 27 Today**Price 2 27

diff=EMA(12) - EMA(26) today

DEA (MACD) = DEA 8 10 the previous day DIF 2 10 today

bar=2×(diff－dea)

The key is what is the DIFF, DEA and BAR (MACD) for the first and second day:

The first day was 0

diff=0，dea=0，bar（macd）=0

EMA on the second day (12) = the previous day's ** price (i.e. the first day's **price) + (today's **price - the previous day's **price) * 2 13

EMA(26) = the previous day's ** price (i.e., the first day's ** price) + (today's ** price - the previous day's ** price) * 2 27

diff=ema（12）-ema（26）

dea(9)=0 (i.e., the previous day's dea(9)) + today's diff*2 10

bar=2*(diff-dea)

The third day can be calculated according to the formula at the top, because the EMA(12), EMA(26), DEA(9) of the previous day (i.e. the second day) are already there, and so on.

MACD is a medium and long-term indicator, MACD is located above the zero line to indicate that the stock is strong, when DIF uploads DEA is to indicate that the stock may be an opportunity to intervene, on the contrary, when it crosses down, it is the time to sell, basically this is how to use, to learn and use, because technology for the bookmaker, he also knows that he sometimes uses the indicators you know to deceive you, remember that indicators are dead, to live and learn.

Why are there so many pastes!! Let's be a little original, MACD is used to judge the general trend, divided into golden crosses, dead forks, that is, those intersections, cross down to form a dead fork, trend difference, sell. Above, golden cross, buy signal.

This indicator is known all over the world and can only be used as a criterion for judgment, with a certain lag. Those who operate according to this indicator need to have strict discipline and do not leave anything to chance. Complete.

Manual calculations are quite difficult.

Exponential Smoothing Divergence Moving Smooth** is an indicator that indicates the timing of buying and selling by changing the relative distance between the fast moving smoothed line (short-term line) and the slow moving smooth** (long-term line). It first calculates the fast moving flat ** (generally selected 12 days) slow moving flat ** (generally selected 26 days) by exponential smoothing calculation method, and then slows down the speed line value with the fast line value to obtain the difference value of the relative distance of the fast and slow line, in order to make the trend signal more obvious and not affected by excessive fluctuations in stock prices, the difference value is also smoothed (generally selected 9 days) to obtain the average value of the difference (referred to as the difference average), and the difference value and the average value of the difference are drawn on the horizontal axis of time. Taking the MACD as the vertical axis coordinates, by observing the direction, absolute position and relative position relationship between the deviation value and the average deviation, their co-directional, heterogeneous and crossover phenomena are used as the prompts of the buying and selling signals, in order to make the buying and selling signals intuitive, the vertical line can be drawn from the time axis (0 axis) of the difference between the difference and the average value to obtain the MACD histogram. The MACD calculation steps and formulas are as follows:

1) To calculate the MACD, we must first select the initial value of the moving flat**, and generally take the ** price of the starting day as the initial value of the exponential moving smoothing ** (EMA).

2) Let the 12-day index smoothed moving flat** be EMA12, the 26-day index smoothed moving flat** be EMA26, and the ** price of the day is CT, and calculate EMA12 and EMA26 on the nth day of the start date

nth day. ema12=(n-1)

ema12*11/13+ct*2/13

nth day. ema26=(n-1)

ema26*25/27+ct*2/27

Calculate the difference dif:

Calculate the deviation from the nth day of the start day from the mean DEA (i.e. the 9-day exponential smoothed moving of the deviation value DIF**).

dea=(n-1)dea*8/10+dif*2/10

where the first DIF can be used as the initial value of DEA).

Calculate the MACD histogram:

MACD historia = dif-dea

MACD is the first to calculate the fast moving level**.

i.e. EMA1) and slow moving flat** (i.e. EMA2), these two values are used to measure the dispersion between the two (fast and slow lines).

value (DIF), and then find the smooth movement of the N-period of DIF, the DEA (also called MACD, DEM) line.

Take the parameter of EMA1 as 12 days, the parameter of EMA2 as 26 days, and the parameter of DIF as 9 days as an example to see the calculation process of MACD.

1. Calculate the moving average.

EMA) on the 12th of EMA.

EMA(12) = EMA(12) 11 13 Today's ** price.

The formula for the 26th EMA is:

EMA(26) = EMA(26) 25 27 Today**Price 2 27

2. Calculate the dispersion value (DIF).

dif = EMA Today (12) EMA Today (26).

3. Calculate the 9-day EMA of DIF

Based on the dispersion value, the 9-day EMA, i.e., the average dispersion value, is calculated as the MACD value sought. In order not to be confused with the original name of the indicator, this value is also known as DEA or DEM.

Today's DEA (MACD) = Previous Day's DEA 8 10 Today's DIF 2 10

The calculated values for DIF and DEA are either positive or negative.

Theoretically, in a continuous rally, the positive dispersion difference (+DIF) between the 12-day EMA line and the 26-day EMA line will become larger and larger; Conversely, in a downtrend, the dispersion may become negative (-dif) and will become larger and larger, and when ** begins to improve, the positive and negative dispersion will narrow. The MACD indicator uses the crossover signal of the positive and negative dispersion value (DIF) and the dispersion value of the N-day flat** (N-day EMA) as the basis for buying and selling signals, that is, the buying and selling signals are analyzed again by the principle of the crossover of fast and slow moving lines. In addition, the MACD indicator has an auxiliary indicator on the ** software - the Bar bar, the formula of which is:

bar=2 (dif dea), we can still use the contraction of the bar bar to determine the time to buy and sell.

The dispersion value DIF and the mean dispersion DEA are the main tools for determining MACD. The calculation method is more cumbersome, because the current calculation values will be automatically completed by the computer on the ** analysis software, therefore, investors only need to understand its calculation process, and more importantly, master its research and judgment function. In addition, as with other indicators, MACD indicators include daily, weekly, monthly, yearly, and minute-by-minute MACD, depending on the calculation period.

It is often used to determine the daily MACD indicator and the weekly MACD indicator. Although they are calculated differently, the basic calculation method is the same.

In practice, connecting the DIF and DEA (MACD) at each point will form two fast (short-term) and slow (long-term) lines moving up and down the zero line, which is called the MACD chart.