反向推算macd、diff、金叉死叉

MACD公式源码:

DIFF : EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);
DEA : EMA(DIFF,M);
MACD : 2*(DIFF-DEA), COLORSTICK;


由源码可知，MACD的重点是在于快速EMA与慢速EMA的差值。

通过反向推算MACD中Diff，设其明日的值与今天的值相等，便能更好的把握多空能量发生改变时的价位。

EMA=【2x+（N-1）*EMA’】/(N+1);

那么可以得于

明日diff=今日Diff的时候

股价:=(diff*(short+1)*(long+1)-(long+1)*(short-1)*ema(c,short)+(short+1)*(long-1)*ema(c,long))/(2*((long+1)-(short+1)));



我们在MACD的原码里加入两行:

xx:=(diff*(short+1)*(long+1)-(long+1)*(short-1)*ema(c,short)+(short+1)*(long-1)*ema(c,long))/(2*((long+1)-(short+1)));
drawtextabs(5,5,'Diff转向:'+xx);


同理，我们也可以反推出MACD金叉和死叉里的价格。

有同学想知道金叉死叉的价格，实际上其实没有太大操作意义。（详见图2）

根据MACD的值变化反推出来的价格线反而更具操作意义。

黄线是金叉死叉反推价，白线是diff反推价，紫线是macd反推价。

各代码如下：

参数： short(12,1,100,1) long(26,1,100,1) M(9,1,100,1)

DIFF :=EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);
DEA :=EMA(DIFF,M);
MACD :=2*(DIFF-DEA);
jcsc:=(M-1)/(M+1)*dea/(1-2/(m+1));{计算出金叉死叉时的Diff值}
dd:=(macd/2+(dea*(m-1)/(M+1)))/(1-2/(m+1));{计算出明日macd=macd时的Diff值}
xx:(diff*(short+1)*(long+1)-(long+1)*(short-1)*ema(c,short)+(short+1)*(long-1)*ema(c,long))/(2*((long+1)-(short+1)));{计算今日Diff=diff的对应股价}
js:(jcsc*(short+1)*(long+1)-(long+1)*(short-1)*ema(c,short)+(short+1)*(long-1)*ema(c,long))/(2*((long+1)-(short+1)));{计算金叉死叉的对应股价}
ddd:(dd*(short+1)*(long+1)-(long+1)*(short-1)*ema(c,short)+(short+1)*(long-1)*ema(c,long))/(2*((long+1)-(short+1)));{计算macd柱体变向时的对应股价}