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- 已发布:
- 2018.11.05 09:34
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顾名思义,这个振荡器是一个平滑了两次的随机 MACD
它有八个可调参数:
- Stochastic period
- Smoothing - 平滑周期
- Signal period - 信号线周期
- Fast EMA period
- Slow EMA period
- Applied price
- Overbought - 超买等级
- Oversold - 超卖等级
计算:
DSS = PrevDSS + Beta * (DDS3-PrevDSS) Signal = PrevSignal + Alpha * (DSS-PrevSignal)
其中:
DDS3 = 100.0 * (DDS2-Min2) / (Max2-Min2) Max, Min - maximum and minimum DDS2 values in the 'Stochastic period' range DDS2 = PrevDDS2 + Beta * (DDS1-PrevDDS2) DDS1 = 100.0 * (MACD-Min1) / (Max1-Min1) Max1, Min1 - 在 'Stochastic period' 范围内的最大和最小 MACD 值 MACD = EMA(Applied price, Fast EMA period) - EMA(Applied price, Slow EMA period) Alpha = 2.0 / (1+Signal_EMASignal period) Beta = 2.0 / (1+Smoothing)
由MetaQuotes Ltd译自俄语
原代码: https://www.mql5.com/ru/code/22080