How to apply SMA to MACD signal, instead of EMA

Created at 30 Jul 2016, 08:27

Joined 13.04.2015

How to apply SMA to MACD signal, instead of EMA
30 Jul 2016, 08:27

Hello

As is well known, MACD employs EMA for both long and short cycle and signal.

I want to change it a little bit by utilizing SMA for signal, instead of EMA, with other variables, long and short cycle using EMA.

In short signal = SimpleMovingAverage(MACD, period)

I tried to make a indicator that suits this, but failled.

Is there anyone who can help me? I do not think it is so hard a job.

----------------- below is what I created in attempt, which ends up errors for reasons I do not know------------

using System;
using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo.Indicators
{
    [Indicator(ScalePrecision = 5, AccessRights = AccessRights.None)]
    public class OSMAMACD : Indicator
    {
        private MovingAverage longperiod;
        private MovingAverage shortperiod;
        private MovingAverage signal;

        [Parameter("Long Cycle", DefaultValue = 20)]
        public int LongCycle { get; set; }

        [Parameter("Short Cycle", DefaultValue = 5)]
        public int ShortCycle { get; set; }

        [Parameter("Signal Periods", DefaultValue = 3)]
        public int SignalPeriods { get; set; }

        [Output("MACD", Color = Colors.Blue)]
        public IndicatorDataSeries MACD { get; set; }

        [Output("Signal", Color = Colors.Red, LineStyle = LineStyle.Lines)]
        public IndicatorDataSeries Signal { get; set; }

        protected override void Initialize()
        {
            longperiod = Indicators.MovingAverage(MarketSeries.Close, LongCycle, MovingAverageType.Simple);
            shortperiod = Indicators.MovingAverage(MarketSeries.Close, MovingAverageType.Simple);

            signal = Indicators.SimpleMovingAverage(MACD, SignalPeriods);
        }

        public override void Calculate(int index)
        {
            MACD[index] = shortperiod[index] - longperiod[index];

            Signal[index] = _signal.Result[index];
        }
    }
}

@Singleton

Replies

hedgehog
30 Jul 2016, 11:54

RE:

Here you go

using System;
using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo.Indicators
{
    [Indicator(ScalePrecision = 5, AccessRights = AccessRights.None)]
    public class OSMAMACD : Indicator
    {
        private MovingAverage longperiod;
        private MovingAverage shortperiod;
        private MovingAverage signal;

        [Parameter("Long Cycle", DefaultValue = 20)]
        public int LongCycle { get; set; }

        [Parameter("Short Cycle", DefaultValue = 5)]
        public int ShortCycle { get; set; }

        [Parameter("Signal Periods", DefaultValue = 3)]
        public int SignalPeriods { get; set; }

        [Output("MACD", Color = Colors.Blue)]
        public IndicatorDataSeries MACD { get; set; }

        [Output("Signal", Color = Colors.Red, LineStyle = LineStyle.Lines)]
        public IndicatorDataSeries Signal { get; set; }

        protected override void Initialize()
        {
            longperiod = Indicators.MovingAverage(MarketSeries.Close, LongCycle, MovingAverageType.Simple);
            shortperiod = Indicators.MovingAverage(MarketSeries.Close, ShortCycle, MovingAverageType.Simple);

            signal = Indicators.SimpleMovingAverage(MACD, SignalPeriods);
        }

        public override void Calculate(int index)
        {
            MACD[index] = shortperiod.Result[index] - longperiod.Result[index];

            Signal[index] = signal.Result[index];
        }
    }
}

@hedgehog

Singleton
30 Jul 2016, 14:25

RE: RE:

^{_{Thank you so much}}

msforex said:

Here you go

using System;
using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo.Indicators
{
    [Indicator(ScalePrecision = 5, AccessRights = AccessRights.None)]
    public class OSMAMACD : Indicator
    {
        private MovingAverage longperiod;
        private MovingAverage shortperiod;
        private MovingAverage signal;

        [Parameter("Long Cycle", DefaultValue = 20)]
        public int LongCycle { get; set; }

        [Parameter("Short Cycle", DefaultValue = 5)]
        public int ShortCycle { get; set; }

        [Parameter("Signal Periods", DefaultValue = 3)]
        public int SignalPeriods { get; set; }

        [Output("MACD", Color = Colors.Blue)]
        public IndicatorDataSeries MACD { get; set; }

        [Output("Signal", Color = Colors.Red, LineStyle = LineStyle.Lines)]
        public IndicatorDataSeries Signal { get; set; }

        protected override void Initialize()
        {
            longperiod = Indicators.MovingAverage(MarketSeries.Close, LongCycle, MovingAverageType.Simple);
            shortperiod = Indicators.MovingAverage(MarketSeries.Close, ShortCycle, MovingAverageType.Simple);

            signal = Indicators.SimpleMovingAverage(MACD, SignalPeriods);
        }

        public override void Calculate(int index)
        {
            MACD[index] = shortperiod.Result[index] - longperiod.Result[index];

            Signal[index] = signal.Result[index];
        }
    }
}

@Singleton

hedgehog
30 Jul 2016, 14:40

RE: RE: RE:

You are welcome

@hedgehog

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