Getting a EMA out of a data instead of the iMA function

[DaanKouwen_SF]

hi,

I am trying to make a EA that needs a standard MACD, not the one that is available with the iMACD function.

I know that the MACD line is made by subtracting the 26EMA from the 12EMA, this can be easily done with the iMA function. But after that there needs to be a EMA made out of the MACD line. But to get there I simply get lost... 

How do I code the MACD signal line out of the MACD line?

Calculation for the MACD and a standard EMA are in the attached files.

My code so far (I know it is basicaly nothing for the MACD signal line...):

   double twelveDayEma = iMA(Symbol(),NULL,12,0,MODE_EMA,PRICE_CLOSE,0);
   double twentysixDayEma = iMA(Symbol(),NULL,26,0,MODE_EMA,PRICE_CLOSE,0);
   
   double calculatedMACDLine = twelveDayEma - twentysixDayEma;
   

[William Roeder]

You can't do it with a variable. You need to calculate all differences for all bars so you can compute the EMA(i) from EMA(i+1) and the difference(i)

double      EMAl(double aPrevEMA, double aValue, double anLength){
   return EMAa( aPrevEMA, aValue, 2.0 / (anLength + 1.0) );
}
double      EMAa(double aPrevEMA, double aValue, double aAlpha){
   return aPrevEMA + aAlpha * (aValue - aPrevEMA);
}

Remember it take 3.45 × Length values before you have a valid EMA

[DaanKouwen_SF]

William Roeder:
You can't do it with a variable. You need to calculate all differences for all bars so you can compute the EMA(i) from EMA(i+1) and the difference(i)
Remember it take 3.45 × Length values before you have a valid EMA

@William Roeder

What do the variables mean?

For the calculation of EMA1:

- aPrevEMA (is this for the first calculation 0?)

- aValue(is this the MACDline?)

- anLength(is this the length of the EMA? so in case for a standard macdsignal line it should be a 9?)

For the calculation of the EMAa:

- aPrevEMA (is this for the first calculation 0?)

- aValue (is this the MACDline?)

- aAlpha(is this the weighted multiplier?)

For as far I understand, I do not need any extra code except for the MACDline calulation to let this work?

I hope that you can help me with these questions, thanks in advance!

[Keith Watford]

Do not double post!

I have deleted your duplicated topic.

[DaanKouwen_SF]

Keith Watford:

Do not double post!

I have deleted your duplicated topic.

Why? Thats a whole other topic on how to calculate an ema... 

[Keith Watford]

DaanKouwen_SF:
Why? Thats a whole other topic on how to calculate an ema... 

It was not a whole other topic.

It was a development of the same code.