平滑异同移动平均线MACD

发布时间:2019-08-14 18:14:15


平滑异同移动平均线MACD&nbsp


&nbsp&nbsp&nbsp&nbsp一、MACD原理

&nbsp&nbsp&nbsp&nbsp平滑异同移动平均线MACD是通过对指数型平滑移动平均线EMA的乖离曲线(DIF)以及DIF值的指数型平滑移动平均线(DEA)这两条曲线走向之异同、乖离的描绘和计算,进而研判市势的一种技术方法。

&nbsp&nbsp&nbsp&nbsp1、EMA是移动平均线中计算最为复杂的一种。

&nbsp&nbsp&nbsp&nbspEMA加重了当前价格变化的份量,使移动平均线更加贴近价格曲线,能够改善移动平均线滞后性的弱点。

&nbsp&nbsp&nbsp&nbsp2、DIF的意义是两条移动平均线的乖离,即快速EMA减去慢速EMA,它把两条移动平均线相互关系的趋向型指标转变成为振荡型指标,这样零轴线上DIF的交点都对应着两条EMA的交点,DIF以零值为轴心上下波动。

&nbsp&nbsp&nbsp&nbsp3、DEA的引入,在振荡型指标图上再造出一条相对于快速线DIF的慢速线,以完善技术分析的手段。

&nbsp&nbsp&nbsp&nbsp4、MACD再把DIF与DEA的乖离以柱线(HIS─Histogram)图形表示出来,更方便应用。

&nbsp&nbsp&nbsp&nbsp二、MACD的计算

&nbsp&nbsp&nbsp&nbsp1、N日EMA的移动计算式:

&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbspN-1&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp2
&nbsp&nbsp&nbsp&nbspN日EMA=──×昨日EMA+──×今日收盘价
&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbspN+1&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbspN+1

&nbsp&nbsp&nbsp&nbsp2、DIF的计算式:

&nbsp&nbsp&nbsp&nbspDIF=n日EMA-N日EMA

&nbsp&nbsp&nbsp&nbsp式中:n<N.通常n=12,&nbspN=26.

&nbsp&nbsp&nbsp&nbsp3、DEA的计算式:

&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbspN-1&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp2
&nbsp&nbsp&nbsp&nbspN日DEA=───×昨日DEA+───×今日DIF
&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbspN+1&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbspN+1

&nbsp&nbsp&nbsp&nbsp式中:昨日DEA初值取昨日DIF值。通常N=9.

&nbsp&nbsp&nbsp&nbsp4、HIS的计算式:

&nbsp&nbsp&nbsp&nbspHIS=DIF-DEA.

&nbsp&nbsp&nbsp&nbsp三、MACD的应用

&nbsp&nbsp&nbsp&nbsp1、0轴以下:DIF若上穿DEA为买入信号;DIF若下穿DEA为反弹结束信号,也为卖出信号,但适于多方平仓,空方新卖单不适于入场。

&nbsp&nbsp&nbsp&nbsp2、0轴以上:DIF若下穿DEA为卖出信号;DIF若上穿DEA为回档结束信号,也为买入信号,但适于空方平仓,多方新买单不适于入场。

&nbsp&nbsp&nbsp&nbsp3、与市势的M头(或三头)以及W底(或三底)形态相仿,高档区DIF二次以上下穿DEA可能大跌;低档区DIF二次以上上穿DEA可能大涨。这两处交叉若与价格走向相背离,则可信度极高。

&nbsp&nbsp&nbsp&nbsp4.由柱线图拐点的变化更见敏感,虽可捕捉先机,但需小心因小失大。&nbsp
&nbsp