MACD crossover around its value
MACD crossover around its value
15 Jul 2013, 21:54
Hi,
please suggest function to MACD histogram crossover around its own value (with a MACD.Histogram.HasCrossedAbove or any better), for example 0.0004 (period T-2) and 0.0006 (period T-1), meaning that it is a signal that histogram crossed above its own value of 0.0005.
Many thanks.
Replies
iRobot
18 Jul 2013, 16:21
What I need is to have a signal when MACD value (not signal) is higher than some appointed value. For example: let's say MACD value is <0.0005 for some time, but if it's value is greater than 0.0005 the signal is created.The easy way would be a function of crossover (like MACD crossover on signal line). The messy way would be indexing MACD values, but the problem is I don't know how to index MACD (at least it seem not as easy as indexing EMAs).
It would be a great breakthrough if anyone could suggest the solution.
@iRobot
adaled
18 Jul 2013, 17:10
you can reference MacdCrossOver Indicator and index the MACD from it.
[Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, ScalePrecision = 5)]
public class Macd_function : Indicator
{
private MacdCrossOver macd;
[Parameter(DefaultValue = 0.001)]
public double Value { get; set; }
[Output("Main")]
public IndicatorDataSeries Result { get; set; }
protected override void Initialize()
{
// Initialize and create nested indicators
macd = Indicators.MacdCrossOver(26,12,9);
}
public override void Calculate(int index)
{
// Calculate value at specified index
Result[index] = macd.MACD[index]; // so you see the macd values on the chart
if(!IsRealTime) return; // so that you don't print all historical values
if(macd.MACD[index] >= Value)
Print("Macd crossed over Value at {0}", macd.MACD[index]); // your logic
}
}
@adaled
iRobot
19 Jul 2013, 23:56
Thanks adaled.
Could you please help me with another thing? It's a super stupd question, but I don't understand how to implement indicator in the robot. There is "robot" class and there is "indicator" class and I don't know how to make them work together. I hope my issue sounds clear.
@iRobot
cAlgo_Fanatic
22 Jul 2013, 10:00
You can reference a custom indicator by clicking the button "Add Reference" next to the "build" button in the text editor code view.
A line will be insterted automatically on the top of the code file.
The rest of the code will be similar to the above example, except for initializing:
myIndicator = Indicators.GetIndicator<MyIndicator>(Param1, Param2, ...);
You can see this platform robot sample: "Sample Robot Reference SMA" which references the platform "Sample SMA" Indicator as an example.
@cAlgo_Fanatic
iRobot
16 Jul 2013, 17:58
Could I expect at least some answer? Thx.
@iRobot