MACD index of digital currency
MACD index is the use of fast (short-term) and slow (long-term) moving average and its signs of aggregation and separation, and double hundred smoothing operation. According to the principle of moving average, MACD can remove the defect that moving average sends false signals frequently, and keep the effect of moving average
Therefore, MACD index has the characteristics of average degree line trend, stability and so on, which is an important technical analysis index used to study and judge the timing of trading stocks and predict the rise and fall of stock prices Diff and DEA are all positive, diff breaks through DEA upward, buying signal2, diff and DEA were negative, diff fell below DEA and sold signal
3, DEA line deviates from K line, market reversal signal
Analysis of MACD columnar line, from red to green (positive to negative), sell signal; From green to red, buy signal{rrrrrrr}
extended data
to search for short-term soaring stocks, we should pay attention to the following items:
(1) if the MACD is low once, it may not be impossible to proce soaring stocks, but the probability and grasp of "MACD is low twice" is higher
(2) the reason why the probability of "MACD low two golden Forks" rising stocks is higher is that after the "first golden Forks", although the bears attack slightly again and cause another dead fork, their attack is defeated in front of the "two golden Forks". Thus, it causes the eruption of bull power
(3) "MACD low secondary golden fork", if combined with the attack form of K-line, the credibility will be improved, and it will be easier for operators to make up their minds to intervene. The formation of the "two Yang eat one Yin", the same day and moderate volume, the credibility of comprehensive research and judgment increased significantly. In other words, "MACD low quadratic golden fork" and K-line shape, volume price relationship can be considered comprehensively to increase the degree of certainty
difference between short-term and long-term index smooth moving average of closing price of diff line
M-day index smooth moving average of DEA line
difference between diff line and DEA line of MACD line, color columnar line
parameters: short (short term), long (long term), M-day index smooth moving average, generally 12, 26 9
the formula is as follows:
weighted average index (DI) = (the highest index of the day, the lowest index of the day that is twice the closing index of the day)
12 day smoothing coefficient (L12) = 2 / (12 + 1) = 0.1538
26 day smoothing coefficient (L26) = 2 / (26 + 1) = 0.0741
12 day average index (12 day EMA) = L12 × Closing index of the day + 11 / (12 + 1) × Yesterday's 12 day EMA
26 day average (26 day EMA) = L26 × Closing index of the day + 25 / (26 + 1) × Yesterday's 26 day EMA
dif = 12 day ema-26 day EMA
nine day dif average (DEA) = the sum of recent 9 day dif / 9
bar = dif-dea
MACD = (DIF of the day yesterday's DIF) × 2 + yesterday's MACD
[edit this paragraph] the construction principle of MACD
MACD index is a trend index based on the construction principle of moving average and after smoothing the closing price (calculating the arithmetic mean). It mainly consists of two parts, that is, DIF and DEA, in which dif is the core and DEA is the auxiliary. DIF is the difference between the fast smooth moving average (ema1) and the slow smooth moving average (ema2). In the existing technical analysis software, the parameters of MACD are 12 for fast smooth moving average and 26 for slow smooth moving average. In addition, MACD has an auxiliary index bar. In most technical analysis software,
, the columnar line has color, which is green below 0 axis and red above 0 axis. The former represents weak trend, while the latter represents strong trend
let's talk about the basic principles that should be followed when using MACD indicators:
1. When DIF and DEA are above 0 axis, they belong to the bull market, and dif line is a buying signal when crossing DEA line from bottom to top. When the dif line crosses the DEA line from top to bottom, if the two line values are still running above the 0 axis, it can only be regarded as a short-term decline, and can not determine the trend turning point. At this time, whether to sell or not needs to rely on other indicators to make a comprehensive judgment
2. When DIF and DEA are below 0 axis, they belong to short market. When dif line crosses the DEA line from top to bottom, it is a sell signal. When dif line crosses the DEA line from bottom to top, if the two line values are still running below the 0 axis, it can only be regarded as a short-term rebound, and can not determine the trend turning point. At this time, whether to buy or not needs to be comprehensively judged by other indicators
3. Shrinkage and amplification of columnar line. Generally speaking, the continuous contraction of the columnar line indicates that the intensity of the trend is graally weakening. When the color of the columnar line changes, the trend will turn. However, in the process of using some MACD indicators with a short period of time, this view is not fully tenable
4. Morphology and deviation. MACD also emphasizes the phenomenon of form and deviation. When the dif line and MACD line of MACD index form a high bearish pattern, such as head shoulder top, double head, etc., we should be vigilant; When the form of MACD index dif line and MACD line form a low bullish form, we should consider buying. DIF line is the main line and MACD line is the auxiliary line. When the price continues to rise and MACD index goes out of a wave of lower trend, it means that the top deviation appears, indicating that the price may turn downward in the near future. When the price continues to fall, but MACD index goes out of a wave of higher trend, it means that the bottom deviation appears, indicating that the price will soon end the decline and turn upward
5. When the price does not move from top to bottom or from bottom to top, but keeps moving in the horizontal direction, we call it cowhide Market Road. At this time, the false signal will be generated in the MACD index. The intersection of dif line and MACD line will be very frequent. At the same time, the column line will also appear frequently, and the color will often turn from green to red or from red to green, At this time, the MACD index is in the state of distortion, and the use value decreases accordingly.
dif line closing price difference between short-term and long-term index smooth moving average DEA line diff line M-day index smooth moving average MACD line diff line and DEA line difference, color columnar line parameters: short (short term), long (long term), m days, generally 12, 26 The formula is as follows:
weighted average index (DI) = (the highest index of the day + the closing index of the day + 2 times the lowest index of the day)
12 day smoothing coefficient (L12) = 2 / (12 + 1) = 0.1538
26 day smoothing coefficient (L26) = 2 / (26 + 1) = 0.0741
12 day average index (12 day EMA) = L12 × Closing index of the day + 11 / (12 + 1) × Yesterday's 12 day EMA
26 day average (26 day EMA) = L26 × Closing index of the day + 25 / (26 + 1) × Yesterday's 26th EMA
diff: EMA (close, short) - EMA (close, long)< br />DEA : EMA(DIFF,M);< br />MACD : 2*(DIFF-DEA), COLORSTICK
the exponential smoothing moving average is an indicator of the timing of buying and selling based on the change of the relative distance between the fast moving smooth line (short-term line) and the slow moving average line (long-term line). Firstly, it calculates the fast moving average (generally 12 days) and the slow moving average (generally 26 days) by the exponential smoothing calculation method, and then slows down the speed line by the fast line value, that is to get the deviation value of the relative distance between the fast line and the slow line. In order to make the trend signal more obvious and not affected by the excessive fluctuation of the stock price, it also smoothes the deviation value (generally 9 days), The average value of the difference value (referred to as the difference average) is obtained, and the difference value and the difference average value are drawn on the coordinates with time as the horizontal axis and MACD as the vertical axis. By observing the direction, absolute position and relative position relationship of the difference value and the difference average value, the same direction, different direction and cross phenomenon of them are taken as the tips of buying and selling signals, The time axis (axis 0) of the difference between the difference value and the average value can be vertical to get the MACD columnar line. The calculation steps and formula of MACD are as follows:
(1) to calculate MACD, the initial value of the moving average should be selected first, and the closing price of the starting day is generally taken as the initial value of the index smooth moving average (EMA)
(2) let the 12 day smooth moving average of the index be ema12, the 26 day smooth moving average of the index be ema26, and the closing price of the day be CT, Calculate ema12 and ema26 on the nth day from the start date:
nth day
ema12 = (n-1)
ema12 * 11 / 13 + CT * 2 / 13
nth day
ema26 = (n-1)
ema26 * 25 / 27 + CT * 2 / 27
(3)
dif:
(4)
DEA (i.e. 9-day exponential smooth moving average of DIF):
DEA = (n-1) DEA * 8 / 10 + dif * 2 / 10
(where Using the first dif as the initial value of DEA)
(5)
calculate MACD columnar line:
MACD columnar line = dif-dea