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Hi Harish
I don't have all Daily/Weekly/Multi-Frame formulas
or intraday data with me right now but I think you'll find that the problem lies
with the revised definition of "N" immediately after the {Calculate and plot
Daily MACD} header. comment out or delete the "N:=2/(N+1)" definition. This
definition converts N periods to a ratio for the signal EMA and is not needed
for the SMA calculation. The original N number IS required, and commenting
out the redefinition allows the N variable to remain unchanged. I've tried my
suggestion on EOD data and it appears to do as you require. I can't check it on
intraday data right now.
I'm including Weekly and Multi-Frame MACD formulas
with an SMA signal line. These formulas require the use of the Forum DLL, and
the variable-length Sum function from this DLL is used to generate a more
accurate SMA.
Regards
Roy
{Multi-Frame D MACD E}
{This
indicator uses Equis Forum DLL}
{Roy Larsen, 2008}
{User settings}
N:=Input("Multi-Frame D
MACD, Signal Periods",1,19,9);
F:=Input("Timeframe, 0=W 1=M
2=Q 3=6M
4=Y",0,4,0);
F:=If(F=1,1,If(F=2,3,If(F=3,6,If(F=4,12,0))));
Q:=Input("Mode,
0=Static 1=Dynamic 2=Delayed",0,2,1);
{0, update at last bar of current
frame}
{1, update on each new bar}
{2, update on first bar of
new frame}
{Timing signals}
{Day counter courtesy metastock@xxxxxxxxxxxxx}
M:=Month();A:=Int((14-M)/12);D:=DayOfMonth();
Y:=Year();X:=Y+4800-A;B:=M+(12*A)-3;Z:=Cum(1);
M:=If(F=0,D+Int((2+153*B)/5)+(365*X)+Int(X/4)-
Int(X/100)+Int(X/400)-32045,{day
counter}
(Y-ValueWhen(1,Z=1,Y))*12+M){month
counter};
I:=If(F=0,Int(M/7),Int((M-1)/Max(1,F)));
I:=I<>ValueWhen(2,1,I);
G:=LastValue(Lowest(Sum(I>0,5))=5);
I:=ExtFml("Forum.Sum",I,1);M:=G
OR I;
F:=G OR
(M=0)*ExtFml("Forum.Sum",Ref(I,1),1);
A:=LastValue(Z-1)=Z;B:=LastValue(Z)=Z;
J:=If(F,1,(Alert(F,2)=0)*M*2*(Z>1));
J:=If(A+LastValue(J)>2
OR B+(Q=1)=2,1,J);
J:=If(G,1,If(Q=2,M*2,J));
{Frame
CLOSE}
K:=ValueWhen(1,J,If(J=1,C,ValueWhen(2-G,1,C)));
{Calculate/plot MACD and signal}
X:=0.15;
Y:=0.075;
J:=J>0;
X:=If(Cum(J)=1,K,PREV*If(J,1-X,1)+J*K*X);
Y:=If(Cum(J)=1,K,PREV*If(J,1-Y,1)+J*K*Y);
R:=X-Y;
A:=Cum(J);
M:=ExtFml("Forum.Sum",J*R,Z-ValueWhen(N+1,J,Z));
Z:=ValueWhen(1,A>N,ValueWhen(1,J,M)/N);
R;
{Weekly MACD}
Z; {SMA signal line}
{Weekly MACD S}
{This indicator
uses the Equis Forum DLL}
{Roy Larsen, 2004-2007}
{User settings}
N:=Input("Weekly MACD
Signal Periods",1,19,9);
Q:=Input("Mode, 0=Static 1=Dynamic
2=Delayed",0,2,0);
{0, update on last bar of current
frame}
{1, update on each new bar}
{2, update on first bar of
new frame}
{Weekly frame timing}
{* Day counter from
metastock@xxxxxxxxxxxxx}
M:=Month();A:=Int((14-M)/12);D:=DayOfMonth();
Y:=Year()+4800-A;B:=M+(12*A)-3;
M:=D+Int((2+153*B)/5)+(365*Y)+Int(Y/4)-Int(Y/100)+Int(Y/400)-32045;
{*}I:=Int(M/7);
I:=I-ValueWhen(2,1,I);
G:=LastValue(Lowest(Sum(I>0,5))=5);
M:=G+I;F:=G+(M=0)*ExtFml("Forum.Sum",Ref(I,1),1);
A:=LastValue(Cum(1)-1)=Cum(1);
B:=Alert(A,2)*(A=0);
J:=If(F,1,If(Alert(F,2)=0
AND M,2,0));
J:=If(A+LastValue(J)>2 OR B+(Q=1)=2,1,J);
J:=If(G,1,If(Q=2
OR Cum(J)<=1,M*2,J));
{Weekly
CLOSE}
K:=ValueWhen(1,J,If(J=1,C,ValueWhen(2-G,1,C)));
{Calculate and plot weekly MACD and signal
line}
X:=0.15; Y:=0.075; J:=J>0;
A:=Cum(J);
X:=If(Cum(J)=1,K,PREV*If(J,1-X,1)+J*K*X);
Y:=If(Cum(J)=1,K,PREV*If(J,1-Y,1)+J*K*Y);
R:=X-Y;
Z:=Cum(1);
M:=ExtFml("Forum.Sum",J*R,Z-ValueWhen(N+1,J,Z));
Z:=ValueWhen(1,A>N,ValueWhen(1,J,M)/N);
R;
{Weekly MACD}
Z; {SMA signal line}
----- Original Message -----
Sent: Tuesday, January 20, 2009 10:05
PM
Subject: [EquisMetaStock Group] Plot
Daily / Weekly Indicator signal line (Simple Moving Average) in
LowerTimeFr
Hi All ;
I am using Daily /Weekly Macd formula from
http://www.metastocktips.co.nz/
site by respected Roy Larsen . In
above formula by Roy Larsen signal line
is exponential moving
average. I want to replace exponential moving
average by simple
moving average as signal line in this indicator in lower
time frame .
Can someone help me ?
Formula on site for Macd with
EMA as Signal Line :
{Daily MACD}
{This indicator uses the Equis
Forum DLL}
{Roy Larsen, 2004-2007}
{User
settings}
N:=Input("Daily MACD, Signal
Periods",1,19,9);
Q:=Input("Mode, 0=Static 1=Dynamic
2=Delayed",0,2,1);
{0, update at last bar of current frame}
{1,
update on each new bar}
{2, update on first bar of new frame}
{Daily
frame timing}
{* Day counter from metastock@xxxxxxxcom.au}
M:=Month();A:=Int((14-M)/12);D:=DayOfMonth();
Y:=Year()+4800-A;B:=M+(12*A)-3;
M:=D+Int((2+153*B)/5)+(365*Y)+Int(Y/4)-Int(Y/100)+Int(Y/400)-32045;
{*}
I:=M-ValueWhen(2,1,M);
B:=I=1 AND
Max(Hour(),Minute())=0;
G:=LastValue(Highest(Sum(I>0,5))=5);
I:=I
AND B=0 OR ValueWhen(2,1,B);
M:=G+I;
F:=G+(M=0)*ExtFml("Forum.Sum",Ref(I,1),1);
A:=LastValue(Cum(1)-1)=Cum(1);
B:=Alert(A,2)*(A=0);
J:=If(F,1,If(Alert(F,2)=0
AND M,2,0));
J:=If(A+LastValue(J)>2 OR
B+(Q=1)=2,1,J);
J:=If(G,1,If(Q=2 OR
Cum(J)<=1,M*2,J));
{Daily
CLOSE}
K:=ValueWhen(1,J,If(J=1,C,ValueWhen(2-G,1,C)));
{Calculate
and plot Daily MACD}
X:=0.15; Y:=0.075;
N:=2/(N+1);
X:=If(Cum(J>0)=1,K,PREV*If(J,1-X,1)+If(J,K*X,0));
{X:=If(Cum(J>0)=1,K,ValueWhen(1,J,PREV)*(1-X)+K*X);}
Y:=If(Cum(J>0)=1,K,PREV*If(J,1-Y,1)+If(J,K*Y,0));
{Y:=If(Cum(J>0)=1,K,ValueWhen(1,J,PREV)*(1-Y)+K*Y);}
R:=X-Y;
Z:=If(Cum(J>0)=1,R,
PREV*If(J,1-N,1)+If(J,R*N,0));
{Z:=If(Cum(J>0)=1,R,ValueWhen(1,J,PREV)*(1-N)+R*N);}
R;
{MACD}
Z; {Signal}
I am trying to convert EMA Signal Line to SMA
Signal Line as follow :
{Daily MACD}
{This indicator uses the Equis
Forum DLL}
{Roy Larsen, 2004-2007}
{User
settings}
N:=Input("Daily MACD, Signal
Periods",1,19,9);
Q:=Input("Mode, 0=Static 1=Dynamic
2=Delayed",0,2,1);
{0, update at last bar of current frame}
{1,
update on each new bar}
{2, update on first bar of new frame}
{Daily
frame timing}
{* Day counter from metastock@xxxxxxxcom.au}
M:=Month();A:=Int((14-M)/12);D:=DayOfMonth();
Y:=Year()+4800-A;B:=M+(12*A)-3;
M:=D+Int((2+153*B)/5)+(365*Y)+Int(Y/4)-Int(Y/100)+Int(Y/400)-32045;
{*}
I:=M-ValueWhen(2,1,M);
B:=I=1 AND
Max(Hour(),Minute())=0;
G:=LastValue(Highest(Sum(I>0,5))=5);
I:=I
AND B=0 OR ValueWhen(2,1,B);
M:=G+I;
F:=G+(M=0)*ExtFml("Forum.Sum",Ref(I,1),1);
A:=LastValue(Cum(1)-1)=Cum(1);
B:=Alert(A,2)*(A=0);
J:=If(F,1,If(Alert(F,2)=0
AND M,2,0));
J:=If(A+LastValue(J)>2 OR
B+(Q=1)=2,1,J);
J:=If(G,1,If(Q=2 OR
Cum(J)<=1,M*2,J));
{Daily
CLOSE}
K:=ValueWhen(1,J,If(J=1,C,ValueWhen(2-G,1,C)));
{Calculate
and plot Daily MACD}
X:=0.15; Y:=0.075;
N:=2/(N+1);
X:=If(Cum(J>0)=1,K,PREV*If(J,1-X,1)+If(J,K*X,0));
{X:=If(Cum(J>0)=1,K,ValueWhen(1,J,PREV)*(1-X)+K*X);}
Y:=If(Cum(J>0)=1,K,PREV*If(J,1-Y,1)+If(J,K*Y,0));
{Y:=If(Cum(J>0)=1,K,ValueWhen(1,J,PREV)*(1-Y)+K*Y);}
R:=X-Y;
Z:=Cum((J>0)*
R);
R;
{MACD}
(Z-ValueWhen(N+1,J>0,Z))/N;{Signal}
But I am
getting horizontal line value zero for Signal Line . I am
not getting what
I am doing wrong .
Can someone help me to solve the problem in formula
.
Thanks
Harish Chheda
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