Python绘制MACD指标图
zorchp 于 2020-04-09 20:23:40 发布 手机版MT4怎样添加双线MACD指标 6886 收藏 58
最近正在研究算法交易，看了几本英文原版书。本文总结自Packt出版社的《Learn Algorithmic Trading - Fundamentals of Algorithmic Trading》（图1）。现将该书的MACD技术指标部分进行总结，并对数据处理等函数做了相应改动，供有需要的读者学习研究。
MACD简介
MACD(Moving average convergence divergence)平滑异同移动平均线，1979年由美国人杰拉德·阿佩尔(Gerald Appel)及福雷德·海期尔(Fred Hitschler)所发明，在股票、期货等的市场分析等方面都有着广泛的应用。
用到的主要Python库
Python绘图库 Matplotlib 3.2.1
Python金融数据处理库 Pandas 1.0.2
MACD详细介绍
- MACD指标 [1] 基于快速、慢速两个长度不同的移动均线
(FastMA是短期均线，SlowMA是长期均线)，即：
MACD = FastMA - SlowMA
第二条线，称为信号线，为移动MACD的平均值，即：
SignalLine = MovAvg (MACD)
第三条线，称为MACD直方图，为MACD和信号线之间的差异，即：
MACD Histogram = MACD - SignalLine - 公式 M A 手机版MT4怎样添加双线MACD指标 C D = E M A Fast − E M A Slow M A C D Signal = E M A M A C D M A C D Histogram = M A C D − M A C D Signal \beginMACD=E M A_>-E M A_> \\ MACD_>=E 手机版MT4怎样添加双线MACD指标 M A_ \\ MACD_>=M A C D-M A C D_> \end M A C D = E M A Fast − E M A Slow M A C D Signal = E M A M A C D M A C D Histogram = 手机版MT4怎样添加双线MACD指标 M A C D − M A C D Signal
Python代码
所得图像如下：
本文以 Python 的 Matplotlib 绘图库为工具，实现了金融领域常用的MACD技术指标，便于大家更好地理解和应用量化交易，日后还会更新其他技术指标的 Python 实现，欢迎学习交流！ 手机版MT4怎样添加双线MACD指标
本文用到的数据及有关书籍资源有需要者可私信我。
[1] Sebastien Donadio,Sourav Ghosh.Learn Algorithmic Trading - Fundamentals of Algorithmic Trading.Birmingham：Packt Press,2019.P55-59.
手机版MT4怎样添加双线MACD指标
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The Drag & Drop Volume Profile indicator automatically identifies high-probability market turning points for you and instantly shows you low-risk trade entries and exits.
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Download the Drag & Drop Volume Profile.rar archive at the bottom of this post, unpack it, then copy and paste the Drag & Drop Volume Profile.ex4 or Drag & Drop Volume 手机版MT4怎样添加双线MACD指标 Profile.mq4 indicator files into the MQL4 folder of the Metatrader 4 trading platform.
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The Drag & Drop Volume Profile indicator is well worth adding to your trading collection. A good forex indicator will most probably enhance your chance of success. Nonetheless, remember about having realistic expectations. Just like any other technical analysis tool, is not capable of providing accurate signals 100% of the time. Thus, this forex indicator provides false signals occasionally. Its performance will vary significantly depending on market conditions. Feel free to develop your own trading system based 手机版MT4怎样添加双线MACD指标 around it.
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Trend Wave Indicator
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Another way to use the Trend Wave forex indicator is taking advantage of the recognition of market overbought (when the oscillator exceeds the 60 level) and oversold (when the oscillator drops below the -60 level) levels.
It fits all kinds of timeframes and currency pairs.
The indicator is displayed in a separate window placed just below the main trading chart.
The default settings can be modified directly from the input tab. Feel 手机版MT4怎样添加双线MACD指标 free to experiment with the settings and parameters to fit your personal preferences.
How to set up the Trend 手机版MT4怎样添加双线MACD指标 Wave indicator in MT4?
Installation Guide
Copy and paste the TrendWave.ex4 or TrendWave.mq4 indicator files into the MQL4 folder 手机版MT4怎样添加双线MACD指标 of the Metatrader 4 trading platform.
You can gain access to this folder by clicking the top menu options, which goes as follows:
File > Open Data Folder > MQL4 > Indicators (paste here).
Now go to the left side of your MT4 terminal. In the Navigator find 手机版MT4怎样添加双线MACD指标 the gauge name, right-click it and select Attach to the 手机版MT4怎样添加双线MACD指标 chart.
Bottom Line
The Trend Wave indicator is well worth adding to your trading collection but remember about having realistic expectations. Just like any other technical analysis tool, is not capable of providing accurate signals 100% of the time. Thus, this forex indicator provides false signals occasionally. Its performance will vary significantly depending on market conditions. Feel free to 手机版MT4怎样添加双线MACD指标 develop your own trading system based around it.
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