Lets see how many different MA and therefore MACD variations are out there....

Here is just a small collection of some of the stuff I have. I have some more, but they are basically the same as what's already here. There are literally hundreds (if not thousands) of variations. You could spend a lifetime looking, but ...


Hope these help.

wabbit Very Happy


P.S. To all others lets see how much we can collect?!
P.P.S. Then all we need is someone to collate them all. Any volunteers?
P.P.P.S. If I am missing any copyrights, please let me know.

----8<------------------------------------------------------------------------------

{dieselpr MACD}

pds:=2;
XAT:=2;

{Zero Lag MA}
EMA8:=Mov(2*(Mov(C,8/2,W))-Mov(C,8,W),2,W);
EMA17:=Mov(2*(Mov(C,17/2,W))-Mov(C,17,W),4,W);

myMACD:=EMA8-EMA17;
myTrigger:=Mov(myMACD,9,E);

{Buy & Sell Exit Alerts}
LE:=HHV(H-XAT*ATR(5),10);{For Long}
SE:=LLV(L+(XAT*2)*ATR(5),10);{For Short}

{Long Trades Section}
nLong:=myMACD>myTrigger AND Alert(myMACD<myTrigger,pds);
xLong:=(L<LE AND Alert(L>LE,pds)) OR (L<HHV(H - (XAT*2)*ATR(5),10) AND Alert(L>HHV(H - (XAT*2)*ATR(5),10),pds));
I:=Cum(nLong+xLong>-1)=1;
Long:=BarsSince(I OR nLong)<BarsSince(I OR xLong);

{Short Trades Section}
nShort:=myMACD<myTrigger AND Alert(myMACD>myTrigger,pds);
xShort:=(H>SE AND Alert(H<SE,pds)) OR (H>LLV(L + (XAT*2)*ATR(5),10) AND Alert(H<LLV(L + (XAT*2)*ATR(5),10),pds));
I:=Cum(nShort+xShort>-1)=1;
Short:=BarsSince(I OR nShort)<BarsSince(I OR xShort);

{plot as line}
0;
{plot as histograms}
Long;
-Short;

----8<------------------------------------------------------------------------------

{Hull Moving Average}
period:=Input("Period",1,200,20) ;
sqrtperiod:=LastValue(Int(Sqrt(period)));

Mov(2*(Mov(C,period/2,W))-Mov(C,period,W),sqrtperiod,W);

----8<------------------------------------------------------------------------------

{Kaufman's Adaptive Moving Average}
Periods:=Input("Time Periods",1,1000, 5);
Direction := ROC(CLOSE,periods,$);
Volatility := Sum(Abs(ROC(CLOSE,1,$)),periods);
ER := Abs(Direction/Volatility);
FastSC := 2/3;
SlowSC := 2/30;
SSC := ER * (FastSC - SlowSC) + SlowSC;
Constant := Pwr(SSC,2);
AMA:=If(Cum(1)=periods +1,Ref(C,-1)+constant*(C-Ref(C,-1)),
PREV*(1-Constant)+C*Constant);
AMA;

----8<------------------------------------------------------------------------------

{SMB - Mod. Kaufman's Adaptive Moving Average}
prd:=Input("Time Periods",1,1000,31);
K:=Power(ROC(CLOSE,prd,$)/Sum(Abs(ROC(CLOSE,1,$)),prd),2);
If(Cum(1)<=prd+1,C,PREV*(1-K)+C*K);

----8<------------------------------------------------------------------------------

{MACD - DEMA Smoothed}
shortperiods:=Input("Enter the shorter DEMA periods: ",3,20,12);
longperiods:=Input("Enter the longer DEMA periods: ",21,50,26);
signal:=Input("Enter the number of signal line periods: ",3,50,9);
Dema(C,shortperiods)-Dema(C,longperiods);
Mov(Dema(C,shortperiods)-Dema(C,longperiods),signal,E);

----8<------------------------------------------------------------------------------

{MACD - TEMA Smoothed}
shortperiods:=Input("Enter the shorter TEMA periods: ",3,20,12);
longperiods:=Input("Enter the longer TEMA periods: ",21,50,26);
signal:=Input("Enter the number of signal line periods: ",3,50,9);
Tema(C,shortperiods)-Tema(C,longperiods);
Mov(Tema(C,shortperiods) - Tema(C,longperiods),signal,E);

----8<------------------------------------------------------------------------------

{MS2005 - Zero Lag MACD}
EMA121:=Mov(C,12,E);
EMA122:=Mov(EMA121,12,E);
Difference12:=EMA121-EMA122;
ZEMA12:=EMA121+Difference12;
EMA261:=Mov(C,26,E);
EMA262:=Mov(EMA261,26,E);
Difference26:=EMA261-EMA262;
ZEMA26:=EMA261+Difference26;
MyIndicator:=ZEMA12-ZEMA26;
Mov(MyIndicator,9,E);
MyIndicator;

----8<------------------------------------------------------------------------------

{SMB - Lagless MA}
prd:=Input("Periods",1,250,21);
2*Mov(C,prd,E)-Mov(Mov(C,prd,E),prd,E);

----8<------------------------------------------------------------------------------

{ MACD or Histogram based on multiple EMA's }
{ Incorporating automatic overbought/oversold levels }
{ ©Copyright 2005 Jose Silva }
{ http://www.metastocktools.com }

{ User inputs }
plot1:=Input("[1]MACD, [2]Histogram",1,2,1);
plot2:=Input("[1]MACD/Hist, [2]Normalized",
1,2,1);
pds:=Input("Signal/Histogram EMA periods",
2,260,21);

{ Composite-EMA MACD/Histogram }
ema1:=Mov(C,3,E)+Mov(C,5,E)+Mov(C,8,E)+Mov(C,11,E)+Mov(C,14,E)+Mov(C,17,E);
ema2:=Mov(C,30,E)+Mov(C,35,E)+Mov(C,40,E)+Mov(C,45,E)+Mov(C,50,E)+Mov(C,56,E);
emaComp:=ema1-ema2;
signal:=Mov(emaComp,pds,E);
hist:=emaComp-signal;

{ Choose MACD or Histogram }
MacdH:=If(plot1=1,emaComp,hist);

{ Normalized MACD/Histogram }
normMod:=Highest(MacdH)-Lowest(MacdH);
normMod:=If(normMod=0,.000001,normMod);
MacdHnorm:=((MacdH-Lowest(MacdH))/normMod-.5)*200;

{ Choose standard/normalized }
MacdComp:=If(plot2=1,MacdH,MacdHnorm);
signal:=Mov(MacdComp,pds,E);

{ MACD/Hist average }
avg:=Cum(MacdComp)/Cum(IsDefined(MacdComp));

{ MACD/Hist auto boundaries }
pk:=Ref(MacdComp,-1)>MacdComp AND Ref(MacdComp,-1)>Ref(MacdComp,-2) AND Ref(MacdComp,-1)>avg;
pkVal:=ValueWhen(1,pk,Ref(MacdComp,-1));
tr:=Ref(MacdComp,-1)<MacdComp AND Ref(MacdComp,-1)<Ref(MacdComp,-2) AND Ref(MacdComp,-1)<avg;
trVal:=ValueWhen(1,tr,Ref(MacdComp,-1));
Obought:=Cum(pkVal)/Cum(IsDefined(pkVal));
Osold:=Cum(trVal)/Cum(IsDefined(trVal));

{ Plot in own window }
Obought; { Red }
avg; { Grey }
Osold; { Blue }
If(plot1=1,signal,avg); { Green }
MacdComp { Black }

----8<------------------------------------------------------------------------------

{ Normalized MACD % & histogram v3.0, -100~+100% }
{ ©Copyright 2003-2004 Jose Silva }
{ http://www.metastocktools.com }

pds1:=Input("short EMA periods",1,252,12);
pds2:=Input("long EMA periods",2,2520,252);
pds3:=Input("MACD trigger signal periods",1,252,9);
pds4:=Input("normalizing periods (1=none)", 1,2520,252);
x:=Input("use Open=1 High=2 Low=3 Close=4 Volume=5 P=6",1,6,4);
plot:=Input("MACD=1, Histogram=2, trigger crossover Signals=3",1,3,1);

x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=5,V,If(x=6,P,C)))));
sht:=Mov(x,pds1,E);
lng:=Mov(x,pds2,E);
ratio:=Min(sht,lng)/Max(sht,lng);
Mac:=(If(sht>lng,2-ratio,ratio)-1)*100;

MacNorm:=(Mac-LLV(Mac,pds4))/(HHV(Mac,pds4)-LLV(Mac,pds4)+.000001)*100;
MacNorm:=If(pds4<2,Mac,MacNorm);
trigger:=Mov(MacNorm,pds3,E);
hist:=MacNorm-trigger;
signals:=Cross(MacNorm,trigger)-Cross(trigger,MacNorm);

If(plot=1,trigger,0);
If(plot=3,signals,If(plot=2,hist,MacNorm))