Macd Divergence 背離的程式碼 (TS8,MC)

背離的程式碼，在 Tradestation 8 跟 MultiCharts 都可以正常使用。原創者 Mitch@TSSec 張貼在 Tradestation 討論區


inputs: MACDFastLength( 12 ) , MACDSlowLength( 26 ) , MACDAvgLength( 9 ) , Strength( 5 ), Length( 90 ) , PlotSeries( 1 ) ; // 1 for Plot Series Stream 1, 2 for Plot Series Stream 2 variables: MACDVal( 0 ) , MACDAvg( 0 ) , MACDDiff( 0 ) , BullDivergence( False ), BearDivergence( False ), oSw1Series1( 0 ), oSw1Series2( 0 ), oSw2Series1( 0 ), oSw2Series2( 0 ), oSw1Series3( 0 ), oSw1Series4( 0 ), oSw2Series3( 0 ), oSw2Series4( 0 ), oSw1BarSeries1( 0 ) , oSw1BarSeries2( 0 ) , oSw2BarSeries1( 0 ) , oSw2BarSeries2( 0 ) , oSw1BarSeries3( 0 ) , oSw1BarSeries4( 0 ) , oSw2BarSeries3( 0 ) , oSw2BarSeries4( 0 ) , HiLo( 0 ) , { pass in 1 for BearishDiv (based on SwingHighs), -1 for BullishDiv (based on SwingLows) } TL_IDBull( 0 ) , TL_IDBear( 0 ) ; MACDVal = MACD( Close , MACDFastLength, MACDSlowLength ) ; MACDAvg = XAverage( MACDVal, MACDAvgLength ) ; MACDDiff = MACDVal - MACDAvg ; BullDivergence = False ; BearDivergence = False ; HiLo = 1 ; //Most recent Price Pivot High Value1 = Pivot( High, Length, Strength, Strength, 1, HiLo, oSw1Series1, oSw1BarSeries1 ) ; //Most recent MACDDiff Pivot High Value2 = Pivot( MACDDiff, Length, Strength, Strength, 1, HiLo, oSw1Series2, oSw1BarSeries2 ) ; //Second most recent Price Pivot High Value3 = Pivot( High, Length, Strength, Strength, 2, HiLo, oSw2Series1, oSw2BarSeries1 ) ; //Second most recent MACDDiff Pivot High Value4 = Pivot( MACDDiff, Length, Strength, Strength, 2, HiLo, oSw2Series2, oSw2BarSeries2 ) ; HiLo = - 1 ; //Most recent Price Pivot Low Value5 = Pivot( Low, Length, Strength, Strength, 1, HiLo, oSw1Series3, oSw1BarSeries3 ) ; //Most recent MACDDiff Pivot Low Value6 = Pivot( MACDDiff, Length, Strength, Strength, 1, HiLo, oSw1Series4, oSw1BarSeries4 ) ; //Second most recent Price Pivot Low Value7 = Pivot( Low, Length, Strength, Strength, 2, HiLo, oSw2Series3, oSw2BarSeries3 ) ; //Second most recent MACDDiff Pivot Low Value8 = Pivot( MACDDiff, Length, Strength, Strength, 2, HiLo, oSw2Series4, oSw2BarSeries4 ) ; //Plot divergence zones if Value1 = 1 { most recent price pivot high found } and Value2 = 1 { most recent MACD pivot high found } and ( High > oSw1Series1 and MACDDiff < oSw1Series2 ) and AbsValue( oSw1BarSeries1 - oSw1BarSeries2) <= 5 then if PlotSeries = 1 then plot1( High ) else plot1( MACDDiff ) ; if Value5 = 1 { most recent price pivot low found } and Value6 = 1 { most recent MACD pivot low found } and ( Low < oSw1Series3 and MACDDiff > oSw1Series4 ) and AbsValue( oSw1BarSeries3 - oSw1BarSeries4) <= 5 then if PlotSeries = 1 then plot2( Low ) else plot2( MACDDiff ) ; if Value3 = 1 { pivot found; this automatically implies that Value1 also 1 } and Value4 = 1 { pivot found; this automatically implies that Value2 also 1 } and ( oSw1Series1 > oSw2Series1 and oSw1Series2 < oSw2Series2 ) and AbsValue( oSw2BarSeries1 - oSw2BarSeries2) <= 5 then BearDivergence = True ; if Value7 = 1 { pivot found; this automatically implies that Value5 also 1 } and Value8 = 1 { pivot found; this automatically implies that Value6 also 1 } and ( oSw1Series3 < oSw2Series3 and oSw1Series4 > oSw2Series4 ) and AbsValue( oSw2BarSeries3 - oSw2BarSeries4) <= 5 then BullDivergence = True ; if BearDivergence and BearDivergence[1] = False then if PlotSeries = 1 then begin TL_IDBear = TL_New( Date[oSw2BarSeries1], Time[oSw2BarSeries1], oSw2Series1, Date[oSw1BarSeries1], Time[oSw1BarSeries1], oSw1Series1 ) ; TL_SetColor(TL_IDBear, Red ) ; TL_SetSize(TL_IDBear, 2 ) ; end else begin TL_IDBear = TL_New( Date[oSw2BarSeries2], Time[oSw2BarSeries2], oSw2Series2, Date[oSw1BarSeries2], Time[oSw1BarSeries2], oSw1Series2 ) ; TL_SetColor(TL_IDBear, Red ) ; TL_SetSize(TL_IDBear, 2 ) ; end ; if BullDivergence and BullDivergence[1] = False then if PlotSeries = 1 then begin TL_IDBull = TL_New( Date[oSw2BarSeries3], Time[oSw2BarSeries3], oSw2Series3, Date[oSw1BarSeries3], Time[oSw1BarSeries3], oSw1Series3 ) ; TL_SetColor(TL_IDBull, Cyan ) ; TL_SetSize(TL_IDBull, 2 ) ; end else begin TL_IDBull = TL_New( Date[oSw2BarSeries4], Time[oSw2BarSeries4], oSw2Series4, Date[oSw1BarSeries4], Time[oSw1BarSeries4], oSw1Series4 ) ; TL_SetColor(TL_IDBull, Cyan ) ; TL_SetSize(TL_IDBull, 2 ) ; end ; if PlotSeries = 2 then Plot3( MACDDiff, "MACDDiff" ) ;

2010/3/12 更新: 放上去原作者的名字, 把程式碼放在 textaera 讓大家更好複製。