MACD
Description
The
Moving Average Convergence/Divergence
indicator (MACD) is calculated by
subtracting the value of a 0.075
(26-period) exponential moving average
from a 0.15 (12-period) exponential
moving average. A 9-period dotted
exponential moving average (the "signal
line") is automatically displayed on top
of the MACD indicator line.
Interpretation
The basic
MACD trading rule is to sell when the
MACD falls below its 9-period signal
line. Similarly, a buy signal occurs
when the MACD rises above its signal
line.
A variation
of the MACD can be created by plotting
the following formula:
macd() - mov(macd(), 9, E)
Then change
the indicator line style to a histogram
and plot a 9-period dotted moving
average of the indicator.
In a system
test of this indicator, sell arrows are
drawn when the histogram peaks and turns
down and buy arrows are drawn when the
histogram forms a trough and turns up. |