macd指标原理及用法（MACD index principle and usage）.doc

macd指标原理及用法（MACD index principle and usage） MACD is called exponential smoothing Divergence and (Moving Average Convergence). From the double moving average, the moving average is subtracted from the slow moving average, and the meaning of MACD is basically the same as that of the double moving average, but its easier to read. When MACD moves from negative to positive, its the signal to buy. When MACD turns from positive to negative, it is the signal to sell. When the MACD changes at a large angle, the gap between the moving average and the slow moving average opens very quickly, representing a major shift in the market trend. MACD is proposed by Geral Appel in 1979, it is a short (usually 12 days) and long-term moving average (usually 26 days) aggregation and separation between the moving average line, make judgments on the technical index of buying and selling timing. Formula algorithm DIF (Difference) closing price, the short and long term exponential smoothing of the difference between moving averages DEA line (Difference, Exponential, Average) DIFF line M day index smooth moving average MACD line DIFF line and DEA line difference, color column line Parameters: SHORT (short-term), LONG (long-term), M days, usually 12, 26, 9 The formula is as follows: Weighted average index (DI) = (day highest index + day closing index +2 times the lowest index of the day) Twelve day smoothing factor (L12) =2/ (12+1) =0.1538 Twenty-six day smoothing factor (L26) =2/ (26+1) =0.0741 Twelve day index average (12 EMA) =L12 * day closing index +11/ (12+1) * yesterdays 12 EMA Twenty-six day index average (26 EMA) =L26 * day closing index +25/ (26+1) * yesterdays 26 EMA The rate of departure (DIF) was =12, EMA-26, EMA Nine DIF average (DEA) = the last 9 days of DIF and /9 Column value (BAR) =DIF-DEA MACD= (yesterdays DIF-, yesterdays DIF) * 0.2+, yesterdays MACD Application principle 1., when DIF breaks down from below, the DEA forms a golden cross, and the white DIF cross the Yellow DE