VMACD is a smooth average of the similarities and differences of quantitative indicators. MACD calls it exponential smooth average of similarities and differences. The mathematical formulas are the same, but the physical quantities are different. VMACD analysis calculates VOLume vol, and MACD analysis calculates closing price CLOSE. String 6

I. Mathematical expressions

1, MACD mathematical formula:

Parameters:

Dragon: 26

Abbreviation: 12

Man: 9

DIFF:EMA (close, short) -EMA (close, long);

DEA:EMA(DIFF，M)；

MACD:2* (differential DEA), color bar

2.VMACD mathematical formula

Parameters:

Dragon: 26

Abbreviation: 12

Man: 9 strings and 8 strings.

DIFF:EMA (volume, short position) -EMA (volume, long position);

DEA:EMA(DIFF，M)；

MACD: Different DEA, great color.

Note: COLORSTICK gives a graphic function to draw colored column lines. The former (diff-dea) is the amplitude value of the function and the envelope amplitude of the column chart. Draw a red line (positive line) when the amplitude value is positive, and draw a blue line (negative line) when it is negative. When the DIFF and DEA lines cross or die, the amplitude is 0, and the red line column and the blue line column are reversed.

The analysis idea of MACD is the same as DMA and PRICEOSC mentioned above. MACD uses the difference between two moving averages to generate a difference line, and then the moving averages smooth this difference line to generate a DEA line. For DMA line, DDD line is generated by the difference between two MA moving averages, and then MA line is generated by MA smoothing of DDD.

For comparison, the DMA indicator is rewritten as follows:

Abbreviation: 10

Length: 50

Male: 10

Mathematical formula:

DDD: (Ma (near, short)-Ma (near, long));

AMA: Ma (male); String 6

If you use the difference between DDD and AMA as the amplitude to draw a histogram, you can add a sentence at the end of DMA formula:

2*(DDD-AMA), color bar

You can see how different DMA curves are from MACD. The reason why we spend so much time talking about function problems is to let everyone know the essence of MACD and not be confused by the column lines. DMA, PRICEOSC and MACD are essentially the same, and they all belong to trend indicators. They are all short lines and long lines generated after MA processing or EMA processing. Find the differences between these two lines to generate a "fast line" and smooth this "fast line" again to get a "slow line". So the usage of MACD and DMA is the same, but the analysis function, analysis cycle and reaction speed are different. String 7 Second, the rule:

1, DIFF & gt0, indicating EMA12 >; EMA26, smma of these two indices are all arranged in long positions. In this example:

(1) If the DIFF is upward, it means that the distance between EMA 12 and EMA26 is increasing, which indicates that the stock price is accelerating and more shares should be held.

At the same time, if DIFF & gtDEA, DIFF and DEA lines are arranged in long positions, the distance between DIFF curve and DEA curve is widening, the column line is red, and the amplitude is gradually increasing, but if DIFF(2)DIFF and DEA gold fork are standard buying signals. The second golden fork, often low, means the arrival of the main rising section.

(3) If DIFF is downward, it means that the distance between EMA 12 and EMA26 is decreasing, which indicates that the rising speed of stock price is slowing down.

At the same time, if in DIFF & gtDEA, the column line still shows red, but the amplitude of the column line is decreasing, so short-term operation should be paid attention to; When DIFF and DEA are dead forks, the columnar line will be reversed and the short-term position will be lightened; DIFF(4), if the trend of DEA line deviates from the trend of K line, it is the reverse signal of the rising market.

2. DIFF & lt0, indicating that EMA 12( 1) If DIFF goes down, it means that the distance between EMA 12 and EMA26 is increasing, which shows that the stock price is falling at an accelerated rate, and we should stick to short positions.

(2) If DIFF is upward, it means that the distance between EMA 12 and EMA26 is decreasing, which indicates that the stock price decline is slowing down.

(3) If there is a golden cross between the DIFF line and the DEA line, it means that the stock price is stabilizing, and the stock price shows signs of turning back after falling deeply, which is a short-term buying signal, but whether short-term customers should buy depends on the volume, MA moving average and trend pattern.

(4) If the trend of DEA line deviates from the trend of K line, it is the reverse signal of falling market.

3.DIFF=0, which is a multi-space inversion signal.

(1) If the DIFF line crosses the 0-value line from top to bottom, it is the final closing signal of the long line or band, and it is the watershed of many flips.

(2) If the DIFF line crosses the zero-value line from bottom to top, it is a medium-long line or band buying signal, which is the watershed of somersault.

4. Every time the golden fork and the dead fork of the DIFF line and DEA line cause the column line to reverse, it is a signal for short-term customers to enter and exit. However, long-distance passengers should pay attention to DIFF > when they are bands; Buy the gold fork at 0: 00, and sell it at the second dead fork or when the downward DIFF passes 0: 00.

5. Quantity comes first in price. The stock price will rise only if there is volume first. Therefore, vmad is usually a little ahead of MACD. When watching MACD, don't forget to compare the trend of VMAD.

Third, the application:

From the weekly K-line, the stock price mainly rises along MA5. Before reaching the peak, every weekly negative line shrinks, indicating that the short-term shrinkage will be adjusted back to the real position, and the stock can be held. Look at vmad and MACD again. MACD is a straight line with many heads arranged on it. It just died before it peaked recently. It should be said that it is beautiful; Due to the short-term consolidation of shrinkage during the rising process, the DIFF line in the VMACD line oscillated, and the shrinkage callback during the rising process was a good thing, but it did not form a dead fork with DEA. It should be said that the price and quantity match well.

Judging from the daily K-line, the shrinkage of each callback in the rising process is reflected in the dead fork and downward movement on the VMACD curve, but the DEA line does not fall below the 0 line every time; And the MACD line is >; 0, although the golden fork and the dead fork appear repeatedly, the stock price has always risen along the MA20 line, shrinking every callback, and the volume and price match well. In addition, the turnover rate is kept below 5% in the rising process, which is relatively warm, so it can be judged that now is not the right time for the dealer to ship. After entering the end of April, the automobile sector became a hot spot, the shock intensified, and the turnover rate began to enlarge, revealing that the top was approaching. After heavy volume, on May 13, 2003, VMACD died, and then the trading volume began to shrink, and the stock price stopped rising, leaving a platform. On May 22nd, MACD was dead again. At this time, the DIFF line of VMAD was less than 0, and the amplitude of the green bar line was increasing, indicating that the trading volume was shrinking at an accelerated rate, and the top features became more and more obvious. Finally, on 6/02, MA5 and MA 10 crossed the MA20 line almost simultaneously. At this point, although the two lines of MACD are still greater than 0, there are many short positions and the decline is deep. Moreover, the two lines of VMACD are not only short-term, but also less than 0. At this time, there is only a locked position. Foreign exchange letter

When the MACD is less than 0, the turnover rate is less than 2%, and the DIFF line of VMAD is not greater than 0, it is generally not allowed to enter the market. String 9

Judging from the weekly MA index, MA5 and MA 10 only died last week. Today, they rebounded, obviously suppressed by the weekly MA 10 line, and the probability of turning back is not small. It's good that the MA20 line can support the stock price.

Fourth, summary:

1, because of the quantity before and after the price, vmad is ahead of MACD stage, which is a good quantitative indicator. These two indicators can be used in pairs or compared with each other.

2. The principles and methods of trend indicators such as MACD and DMA are similar, so don't be confused by colored bars and columns.