measure the spread between two MA periods
Author: marchus
Creation Date: 1/12/2009 5:30 AM
profile picture

marchus

#1
Is there any way of measuring the spread between two MA periods. If the short ma is farther away from the long MA (SMA) its given a higher rank , number then the once having the two MA periods closer ?
profile picture

Eugene

#2
Sure, it's called MACD.
profile picture

Cone

#3
The standard MACD is approximated by the difference between the 12 and 26 EMAs, the actual exponents used in MACD make for a slightly different calculation.

Anyway, marchus, for the spread, just take the difference between the two moving averages -
CODE:
Please log in to see this code.
profile picture

Eugene

#4
I know, I know :) But I couldn't resist since there's a known tendency to invent indicators anyway (like Williams %R which is simply an inverted Stochastic).
profile picture

Cone

#5
yah, I never knew how he got away with that either ;)
profile picture

marchus

#6
Sorry did it again, Im using wld 4, will the code for fetching the data described be different ?
profile picture

Cone

#7
Use SubtractSeries.
profile picture

Eugene

#8
QUOTE:
Im using wld 4


Marchus, pardon my curiosity but are you a registered customer?
profile picture

marchus

#9
yes
profile picture

marchus

#10
but not for the WLD.NET platform just earlier version
profile picture

Eugene

#11
The reason for my curiosity is that neither VK (in the old support portal ticket) nor me were able to find a customer with credentials similar to "Marchus Wagenberg". Nevertheless, you enjoyed our support and the support from the Wealth-Lab community with hundreds of daily questions through the years. This is where it ends.
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).