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Data:2009-12-12 2:34
MACD indicator called the similarities and differences exponential smoothing moving average line is by check拉尔阿佩�Gerald Apple) created a kind of time analyzing the stock trading, tracking stock price run trends in technical analysis tools.
1, MACD indicators of the principle of
MACD indicator is based on the structure moving average principle, the closing price of the stock price smoothing, find the arithmetic mean is calculated later, is a trend-type indicators.
MACD indicator is the use of fast (short-term) and slow (long-term) moving average line and the aggregation and separation of the sign to be a double smooth operation. According to the moving average theory developed in the MACD, a moving average line in addition to frequent false signals issued by the shortcomings of the two moving average lines to retain the effect, therefore, MACD indicators are moving average trend, stable nature, stability, etc. characteristics, is used to analyzing the timing of buying and selling stocks to predict technical analysis of stock price change indicators.
MACD indicators mainly through EMA, DIF, and DEA (or called the MACD, DEM) the value of the relationship between these three judgments, DIF, and link the DEA's analysis as well as the moving average value of DIF minus DEM drawn into a histogram ( BAR)'s analysis, etc. to analyze and judge the market, predict the major trends in stock prices in the short-term stock market technical analysis indicators. Where, DIF is the core, DEA is a secondary. DIF is fast smooth moving average line (EMA1), and smooth slow-moving average line (EMA2) poor. BAR histogram technique in the stock market software is Hongzhu and green columns contraction to judgments Quotes.
2, MACD indicator is calculated
MACD in the application, first of all calculate the fast moving average line (ie EMA1) and the slow moving average line (ie EMA2), as two values, as measured between the two (fast slow line) from the difference between (DIF ) basis, and then seek DIF N-cycle of a smooth moving average DEA (also known as MACD, DEM) line.
To EMA1 parameters of 12, EMA2 of the parameters 26, DIF's parameters on the 9th as an example of the calculation to see MACD
1, calculate moving average (EMA)
12 EMA's formula for the
EMA (12) = the previous day EMA (12) × 11/13 + today's closing price × 2 / 13
26 EMA's formula for the
EMA (26) = the previous day EMA (26) × 25/27 + today's closing price × 2 / 27
2, calculated from the difference (DIF)
DIF = Today, EMA (12) - Today, EMA (26)
3, calculate DIF's on the 9th EMA
According to calculations from the difference of their 9, the EMA, the average deviation, is the desired value of MACD. In order not to be confused with the target was originally called, this value is also known as DEA or DEM.
Today, DEA (MACD) = one day before the DEA × 8 / 10 +, today DIF × 2 / 10
Calculated the value of DIF and the DEA are positive or negative.
In theory, in the ongoing rally, the 12 EMA line above the line in the 26 EMA, during which the positive from the difference between (+ DIF) will become large; the contrary, in the fall from the difference may become the negative (-DIF), will be growing, while having a start to improve, the difference will be reduced from the positive and negative. MACD indicator is the use of off-the difference of plus or minus (± DIF) and the difference from the average of N days (N day EMA) of the cross-signal as a basis for trading signals, that is once again a faster slow-moving line theory to analyze the cross - trading signals. In addition, MACD indicators for the stock market software, there are still a secondary indicator - BAR column line, its formula is: BAR = 2 × (DIF-DEA), we can use the BAR to determine the contraction of columnar line trading opportunities.
Deviation from the mean difference DIF and the DEA is judged that the main tool MACD. Comparison of calculation methods of its cumbersome, since the current values of these calculations will be in the stock market analysis software automatically by a computer, therefore, investors can be as long as the process of understanding of their operation, but more important to understand that it's analysis capabilities. In addition, the calculation of other indicators, like the calculation result of the selection cycle, the different, MACD indicators, including on MACD indicators, weekly MACD indicator, month, year MACD indicator MACD indicators MACD indicators as well as minutes of various types. Frequently used is the day the stock market judged MACD indicators and weekly MACD indicators. Although the calculation of the value of their different, but the basic method of calculating the same.
In practice, the various points of the DIF and the DEA (MACD) connects the zero axis will be formed under the moving 2 fast (short-term) and slow (long-term) lines, namely diagram for the MACD.