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Zero Lag MACD
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=1623
Forum: 17 · Topic 1623 · 70 post(s)
Re: Zero Lag MACD
abcdefg · Thu Aug 05, 2010 11:32 am
Thank you Nikolay for this indicator . A higher time frame of this indicator would be highly appreciated (to place on my tick chart).
Re: Zero Lag MACD
Alexander.Gettinger · Mon Aug 09, 2010 2:17 pm
This indicator for higher timeframe.
Code: Select all `function Init() indicator:name(“Bigger timeframe ZeroLagMACD”); indicator:description(“”); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator);
indicator.parameters:addGroup(“Calculation”); indicator.parameters:addString(“BS”, “Time frame to calculate indicator”, “”, “D1”); indicator.parameters:setFlag(“BS”, core.FLAG_PERIODS); indicator.parameters:addInteger(“FMA”, “Fast EMA periods”, “”, 12, 1, 1000); indicator.parameters:addInteger(“SMA”, “Slow EMA Periods”, “”, 24, 1, 1000); indicator.parameters:addInteger(“SigMA”, “Signal EMA periods”, “”, 9, 1, 1000); indicator.parameters:addGroup(“Display”); indicator.parameters:addColor(“MACD_color”, “Color of MACD”, “”, core.rgb(255, 0, 0)); indicator.parameters:addColor(“SIG_color”, “Color of Signal”, “”, core.rgb(0, 0, 255)); indicator.parameters:addColor(“HIS_color”, “Color of Historgram”, “”, core.rgb(0, 255, 0)); end
local source; – the source local bf_data = nil; – the high/low data local FMA; local SMA; local SigMA; local BS; local bf_length; – length of the bigger frame in seconds local dates; – candle dates local host; local MACD; local SIG; local HIS; local ZLMACD; local day_offset; local week_offset; local extent;
function Prepare() source = instance.source; host = core.host;
day_offset = host:execute(“getTradingDayOffset”); week_offset = host:execute(“getTradingWeekOffset”);
BS = instance.parameters.BS; FMA = instance.parameters.FMA; SMA = instance.parameters.SMA; SigMA = instance.parameters.SigMA; extent = SMA*2;
local s, e, s1, e1;
s, e = core.getcandle(source:barSize(), core.now(), 0, 0); s1, e1 = core.getcandle(BS, core.now(), 0, 0); assert ((e - s) <= (e1 - s1), “The chosen time frame must be bigger than the chart time frame!”); bf_length = math.floor((e1 - s1) * 86400 + 0.5);
local name = profile:id() .. “(“ .. source:name() .. “,” .. BS .. “,” .. FMA .. “,” .. SMA .. “,” .. SigMA .. “)”; instance:name(name); MACD = instance:addStream(“MACD”, core.Line, name .. “.MACD”, “MACD”, instance.parameters.MACD_color, 0); SIG = instance:addStream(“SIG”, core.Line, name .. “.SIG”, “SIG”, instance.parameters.SIG_color, 0); HIS = instance:addStream(“HISTOGRAM”, core.Bar, name .. “.HIS”, “HIS”, instance.parameters.HIS_color, 0);
end
local loading = false; local loadingFrom, loadingTo; local pday = nil;
– the function which is called to calculate the period function Update(period, mode) – get date and time of the hi/lo candle in the reference data local bf_candle; bf_candle = core.getcandle(BS, source:date(period), day_offset, week_offset);
– if data for the specific candle are still loading – then do nothing if loading and bf_candle >= loadingFrom and (loadingTo == 0 or bf_candle <= loadingTo) then return ; end
– if the period is before the source start – the do nothing if period < source:first() then return ; end
– if data is not loaded yet at all – load the data if bf_data == nil then – there is no data at all, load initial data local to, t; local from;
if (source:isAlive()) then – if the source is subscribed for updates – then subscribe the current collection as well to = 0; else – else load up to the last currently available date t, to = core.getcandle(BS, source:date(period), day_offset, week_offset); end
from = core.getcandle(BS, source:date(source:first()), day_offset, week_offset); MACD:setBookmark(1, period); – shift so the bigger frame data is able to provide us with the stoch data at the first period from = math.floor(from * 86400 - (bf_length * extent) + 0.5) / 86400; local nontrading, nontradingend; nontrading, nontradingend = core.isnontrading(from, day_offset); if nontrading then – if it is non-trading, shift for two days to skip the non-trading periods from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400; end loading = true; loadingFrom = from; loadingTo = to; bf_data = host:execute(“getHistory”, 1, source:instrument(), BS, loadingFrom, to, source:isBid()); ZLMACD = core.indicators:create(“ZEROLAGMACD”, bf_data.close, FMA, SMA, SigMA); return ; end
– check whether the requested candle is before – the reference collection start if (bf_candle < bf_data:date(0)) then MACD:setBookmark(1, period); if loading then return ; end – shift so the bigger frame data is able to provide us with the stoch data at the first period from = math.floor(bf_candle * 86400 - (bf_length * extent) + 0.5) / 86400; local nontrading, nontradingend; nontrading, nontradingend = core.isnontrading(from, day_offset); if nontrading then – if it is non-trading, shift for two days to skip the non-trading periods from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400; end loading = true; loadingFrom = from; loadingTo = bf_data:date(0); host:execute(“extendHistory”, 1, bf_data, loadingFrom, loadingTo); return ; end
– check whether the requested candle is after – the reference collection end if (not(source:isAlive()) and bf_candle > bf_data:date(bf_data:size() - 1)) then MACD:setBookmark(1, period); if loading then return ; end loading = true; loadingFrom = bf_data:date(bf_data:size() - 1); loadingTo = bf_candle; host:execute(“extendHistory”, 1, bf_data, loadingFrom, loadingTo); return ; end
ZLMACD:update(mode); local p; p = findDateFast(bf_data, bf_candle, true); if p == -1 then return ; end if ZLMACD:getStream(0):hasData(p) then MACD[period] = ZLMACD:getStream(0)[p]; end if ZLMACD:getStream(1):hasData(p) then SIG[period] = ZLMACD:getStream(1)[p]; end if ZLMACD:getStream(2):hasData(p) then HIS[period] = ZLMACD:getStream(2)[p]; end end
– the function is called when the async operation is finished function AsyncOperationFinished(cookie) local period;
pday = nil; period = MACD:getBookmark(1);
if (period < 0) then period = 0; end loading = false; instance:updateFrom(period); end
function findDateFast(stream, date, precise) local datesec = nil; local periodsec = nil; local min, max, mid;
datesec = math.floor(date * 86400 + 0.5)
min = 0; max = stream:size() - 1;
while true do mid = math.floor((min + max) / 2); periodsec = math.floor(stream:date(mid) * 86400 + 0.5); if datesec == periodsec then return mid; elseif datesec > periodsec then min = mid + 1; else max = mid - 1; end if min > max then if precise then return -1; else return min - 1; end end end end`
Re: Zero Lag MACD
abcdefg · Mon Aug 09, 2010 10:37 pm
Thank you kindly. You guys are super Time to take over the world
Re: Zero Lag MACD
Alexander.Gettinger · Thu Jul 05, 2012 4:43 pm
MQL4 version of Zero Lag MACD: viewtopic.php?f=38&t=20872
Re: Zero Lag MACD
juju1024 · Thu Jan 03, 2013 5:43 pm
Hi,
Please, Can you create simple strategy for zerolagmacd, with alert when signal cross macd ?
thanks
Re: Zero Lag MACD
Apprentice · Sat Jan 05, 2013 7:08 am
Your request is added to the development list.
Re: Zero Lag MACD
Apprentice · Sun Jan 06, 2013 7:01 am
Requested can be found here. viewtopic.php?f=31&t=28156
Re: Zero Lag MACD
juju1024 · Mon Jan 14, 2013 10:40 pm
hi team,
Can you create a MTF zerolagmacd from this posted code for Mt4 platform
I would be most grateful to you for this
source code :
Code: Select all
//+------------------------------------------------------------------+
//| ZeroLag MACD.mq4 |
//| RD |
//| [[email protected]](https://fxcodebase.com/cdn-cgi/l/email-protection) |
//+------------------------------------------------------------------+
#property copyright "RD"
#property link "[[email protected]](https://fxcodebase.com/cdn-cgi/l/email-protection)"
//----
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Blue
#property indicator_color2 Red
//---- input parameters
extern int FastEMA = 12;
extern int SlowEMA = 24;
extern int SignalEMA = 9;
//---- buffers
double MACDBuffer[];
double SignalBuffer[];
double FastEMABuffer[];
double SlowEMABuffer[];
double SignalEMABuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
IndicatorBuffers(5);
SetIndexBuffer(0, MACDBuffer);
SetIndexBuffer(1, SignalBuffer);
SetIndexBuffer(2, FastEMABuffer);
SetIndexBuffer(3, SlowEMABuffer);
SetIndexBuffer(4, SignalEMABuffer);
SetIndexStyle(0, DRAW_HISTOGRAM);
SetIndexStyle(1, DRAW_LINE,EMPTY);
SetIndexDrawBegin(0, SlowEMA);
SetIndexDrawBegin(1, SlowEMA);
IndicatorShortName("ZeroLag MACD(" + FastEMA + "," + SlowEMA + "," + SignalEMA + ")");
SetIndexLabel(0, "MACD");
SetIndexLabel(1, "Signal");
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int limit;
int counted_bars = IndicatorCounted();
if(counted_bars < 0)
return(-1);
if(counted_bars > 0)
counted_bars--;
limit = Bars - counted_bars;
double EMA, ZeroLagEMAp, ZeroLagEMAq;
for(int i = 0; i < limit; i++)
{
FastEMABuffer[i] = iMA(NULL, 0, FastEMA, 0, MODE_EMA, PRICE_CLOSE, i);
SlowEMABuffer[i] = iMA(NULL, 0, SlowEMA, 0, MODE_EMA, PRICE_CLOSE, i);
}
for(i = 0; i < limit; i++)
{
EMA = iMAOnArray(FastEMABuffer, Bars, FastEMA, 0, MODE_EMA, i);
ZeroLagEMAp = FastEMABuffer[i] + FastEMABuffer[i] - EMA;
EMA = iMAOnArray(SlowEMABuffer, Bars, SlowEMA, 0, MODE_EMA, i);
ZeroLagEMAq = SlowEMABuffer[i] + SlowEMABuffer[i] - EMA;
MACDBuffer[i] = ZeroLagEMAp - ZeroLagEMAq;
}
for(i = 0; i < limit; i++)
SignalEMABuffer[i] = iMAOnArray(MACDBuffer, Bars, SignalEMA, 0, MODE_EMA, i);
for(i = 0; i < limit; i++)
{
EMA = iMAOnArray(SignalEMABuffer, Bars, SignalEMA, 0, MODE_EMA, i);
SignalBuffer[i] = SignalEMABuffer[i] + SignalEMABuffer[i] - EMA;
}
return(0);
}
//+------------------------------------------------------------------+
Re: Zero Lag MACD
Apprentice · Tue Jan 15, 2013 5:31 am
I’m not sure what is your intention. Something like this MTF HA. viewtopic.php?f=17&t=3934&p=9727&hilit=MTF#p9727 Written for MT4.
And The basis for the calculation is attached MT4 code.
Re: Zero Lag MACD
juju1024 · Tue Jan 15, 2013 8:03 am
hello,
it is not it, For example “macd”,
macd :
MTF macd :
Re: Zero Lag MACD
Apprentice · Wed Jan 16, 2013 4:43 am
We call this Biger Time Indicators. You can have this functionality already.
Simply choose your desired time frame Source.
My boss has asked me not to write Biger time frame version, as TS is supported this. It is possible as a private task, although I think it is not needed.
Re: Zero Lag MACD
Steven Smith · Fri Jan 18, 2013 2:01 am
Thank you Nikolay for this indicator. A higher time frame of this indicator would be highly appreciated (to place on my tick chart).
Re: Zero Lag MACD
Apprentice · Sat Jan 19, 2013 5:44 pm
juju1024 try to use BTF version of indicator posted by Alexander Gettinger on Mon Aug 09, 2010 9:17 pm. The formula used is identical to MT4 indicator.
Re: Zero Lag MACD
GideonHanekom · Tue Feb 26, 2013 5:14 am
Hi Guys
You know what would be nice. An ALERT on the zero lag MACD. Similar to MACD with alert.
Kind regards
Gideon
Re: Zero Lag MACD
Apprentice · Thu Oct 22, 2015 5:11 am
ZeroLagMACD With Alert Added.
Re: Zero Lag MACD
Apprentice · Mon Dec 14, 2015 7:11 am
Dec 14, 2015: Compatibility issue Fixed. _Alert helper is not longer needed.
If you want to use updated version of this indicator, please make sure to use TS Version 01.14.101415. or higher.
Re: Zero Lag MACD
Apprentice · Mon Nov 28, 2016 6:43 am
On Screen ZeroLagMACD.lua added.
Re: Zero Lag MACD
leppozdrav · Wed Apr 26, 2017 2:10 am
…
Re: Zero Lag MACD
Apprentice · Wed Apr 26, 2017 6:15 am
Try it now. Pozdrav iz Zagreba.
Re: Zero Lag MACD
leppozdrav · Wed Apr 26, 2017 8:23 am
…
Re: Zero Lag MACD
Apprentice · Wed Apr 26, 2017 10:12 am
Yes, First post it this topic.
Re: Zero Lag MACD
leppozdrav · Wed Apr 26, 2017 12:35 pm
…
Re: Zero Lag MACD
JerryFunky · Sun Jul 29, 2018 11:05 am
Hello, thanks for this indicator. How can I see the lines in different colors when it moves up/down ? Thanks for your help !
Re: Zero Lag MACD
Apprentice · Mon Jul 30, 2018 10:05 am
To which indicator this applies?
Re: Zero Lag MACD
JerryFunky · Tue Jul 31, 2018 2:13 pm
Thanks for your reply. In the same way as the “Zero lag MACD with alert” (down arrow when it goes down, and up arrow when it goes up), I wish that the space between the signal and the mac fills with green when it goes up and red when it goes down, or that the lines change color.
Do you think that it’s possible ?
(my apologies for my english)
Re: Zero Lag MACD
Apprentice · Wed Aug 01, 2018 9:21 am
To which indicator this applies?
Re: Zero Lag MACD
JerryFunky · Wed Aug 01, 2018 11:08 am
ZeroLagMACD With Alert.lua Thanks
Re: Zero Lag MACD
Apprentice · Fri Aug 03, 2018 3:47 am
Your request is added to the development list under Id Number 4209
Re: Zero Lag MACD
Apprentice · Sat Aug 04, 2018 5:12 am
Try this version.
Re: Zero Lag MACD
JerryFunky · Sun Aug 12, 2018 9:21 am
You are a boss, it’s exactly what I wanted, thanks a lot ! =) The best version of the MAC 0 lag.
Re: Zero Lag MACD
Daveatt · Thu Jan 31, 2019 10:41 am
Hi Apprentice
Thanks for this strategy Seems it’s not working when I select short EMA 40/Long EMA 60/Signal 60 - as it doesn’t capture when values are greater than 50 somehow
Is it coming from the indicator itself ?
Thanks for your feedback Daveatt
Re: Zero Lag MACD
Apprentice · Fri Feb 01, 2019 7:20 am
Trades opened with this parameters.
Re: Zero Lag MACD
Daveatt · Fri Feb 01, 2019 7:33 am
Hi Apprentice
Yes it’s working with the backtest but NOT with real-time trades Anyway, using the on-screen-macd, it works. I assume, the oscillators in strategies don’t accept high inputs for real-time trading
Daveatt
Re: Zero Lag MACD
Apprentice · Mon Feb 04, 2019 7:24 am
Try this version. viewtopic.php?f=31&t=28156&p
Re: Zero Lag MACD
Daveatt · Tue Feb 05, 2019 7:31 am
Thanks Apprentice
Seems you only changed the ExtSubscribe by ExtSubscribe1 and I confirm it works after testing it ExtSubscribe1 is to load historical data and to subscribe to a price source. I’m not sure I understand why it’s solving my issue to use the MACD Zero Lag strategy with “high” numbers here
I would love an explanation if possible. If not, you already have all my gratitude as you solved my issue
Thanks Daveatt
Re: Zero Lag MACD
Cuchulain · Sun Dec 13, 2020 1:39 pm
Hello, i see that you have ever works on the MCAD reverse, it is possible to have the same result with the MACD ZL ? Regards
Re: Zero Lag MACD
Apprentice · Sun Dec 13, 2020 1:54 pm
Can you provide the link to this post?
Re: Zero Lag MACD
Cuchulain · Sun Dec 13, 2020 1:58 pm
viewtopic.php?f=17&t=59742&p=113275&hilit=macd+reverse#p113275
Re: Zero Lag MACD
Apprentice · Mon Dec 14, 2020 6:44 am
Your request is added to the development list. Development reference 2459.
Re: Zero Lag MACD
swnlobo · Tue Apr 20, 2021 6:58 pm
Apprentice wrote: Your request is added to the development list. Development reference 2459.
Hi,
Could you please change the indicator so thet the input is in seconds instead of period for the tick chart
Thanks in advance
Re: Zero Lag MACD
Apprentice · Wed Apr 21, 2021 11:41 am
Something like this? https://fxcodebase.com/code/viewtopic.php?f=17&t=62160
Re: Zero Lag MACD
swnlobo · Wed Apr 21, 2021 12:54 pm
Yes but the influx doesn’t seem to work….
Besides I need the distance between the two moving averages in terms of value not in pips
Regards
Swnlobo
Re: Zero Lag MACD
Apprentice · Fri Apr 23, 2021 3:22 am
- Use the m1 time frame.
- Make sure enough data has been loaded.
- Try to use Tick Time Frame Timed MACD
Re: Zero Lag MACD
swnlobo · Fri Apr 23, 2021 6:38 am
I will try
Thanks
Re: Zero Lag MACD
swnlobo · Sun Apr 25, 2021 7:59 pm
I tried and it repaints.
I want to be able to use it on the tick chart
Would you be kind to set it in order to receive inputs from the tick instead of m1?
Thanks in advance
Re: Zero Lag MACD
Apprentice · Mon Apr 26, 2021 2:13 am
Try “Tick Timed MACD.lua”
Re: Zero Lag MACD
swnlobo · Mon Apr 26, 2021 1:34 pm
It doesn’t work - gives me error
Thanks anyway
Regards
Re: Zero Lag MACD
Apprentice · Tue Apr 27, 2021 6:44 am
Can you please write this error here?
Re: Zero Lag MACD
swnlobo · Tue Apr 27, 2021 2:35 pm
Apprentice wrote: Can you please write this error here?
It doesn’t give me error signal. Nothing appears on the sub window in my tick chart
Re: Zero Lag MACD
Apprentice · Wed Apr 28, 2021 3:10 am
Timed MACD.lua was rewritten. If not a problem, can you test the rest of the Timed indicators?
Re: Zero Lag MACD
swnlobo · Wed Apr 28, 2021 6:37 pm
Apprentice wrote: Timed MACD.lua was rewritten. If not a problem, can you test the rest of the Timed indicators?
Sure.
In Tickchart
- Tick Timed MACD works
- Tick influx doesn’t work (straight lines that look like vectors)
- Tick time frame timed MACD works fine
- Tick time frame influx doesn’t work (straight lines that look like vectors)
- Period Tick Time Frame Influx doesn’t work (straight lines that look like vectors)
Many thanks for your help
Re: Zero Lag MACD
Apprentice · Sun May 09, 2021 10:38 am
Try it now. All should work now.
Re: Zero Lag MACD
swnlobo · Thu May 13, 2021 10:03 am
Thank You so Much
All the best
Swnlobo
Re: Zero Lag MACD
Apprentice · Tue Jun 08, 2021 10:19 am
Reverse Engineered ZeroLagMACD https://fxcodebase.com/code/viewtopic.php?f=17&t=71262
Re: Zero Lag MACD
wise_jedi · Sun Oct 03, 2021 12:23 pm
Hi, may I ask why this zero-lag macd is not calculated simply by subtracting 2 zero-lag moving averages?
Re: Zero Lag MACD
Apprentice · Mon Oct 04, 2021 2:49 am
The Idea is to show the price point of the MACD/Signal line cross.
Re: Zero Lag MACD
wise_jedi · Mon Oct 04, 2021 9:34 am
Hi, thenk’s for reply. Could you be more clear? I mean, what’s the difference between using the formula you used and doing:
MACD= Zema(source,fast_period) - Zema(source,slow_period) Signal = Zema(MACD, period)
Thank’s for your time.
Re: Zero Lag MACD
Apprentice · Tue Oct 05, 2021 1:57 am
MACD= Zema(source,fast_period) - Zema(source,slow_period) Signal = Zema(MACD, period) will be an oscillator.
Reverse Engineered ZeroLagMACD in indicator placed on the chart. While math is a bit different, will show the same signal.
Re: Zero Lag MACD
wise_jedi · Tue Oct 05, 2021 2:13 am
Yes but we are on zero lag macd thread not on reverse engineered zero lag macd thread. This calculation MACD = (2 * EMA(price, FAST) - EMA(EMA(price, FAST), FAST)) - (2 * EMA(price, SLOW) - EMA(EMA(price, SLOW), SLOW)) SIGNAL = 2 * EMA(MACD, SIG) - EMA(EMA(MACD, SIG), SIG)) HISTOGRAM = MACD - SIGNAL
And the one I typed above don’t get the same results. My question is why you used this instead of the one I typed.
Re: Zero Lag MACD
fx1954 · Sun Dec 11, 2022 4:17 pm
Hi,
is there a version of this indicator, that provides the option to switch between the zerolag calculation and the stadard caluculation?
Best regards
Re: Zero Lag MACD
Apprentice · Tue Dec 13, 2022 3:23 am
We have added your request to the development list. Development reference 826.
Re: Zero Lag MACD
Apprentice · Tue Dec 13, 2022 3:52 am
Try this version. https://fxcodebase.com/code/viewtopic.php?f=17&t=73039
Re: Zero Lag MACD
stayingpower · Wed Jan 11, 2023 2:56 pm
Could you add an option to hide the histogram on “Tick Timed MACD.lua”
Re: Zero Lag MACD
Apprentice · Thu Jan 12, 2023 4:23 am
We have added your request to the development list. Development reference 31.
Re: Zero Lag MACD
Apprentice · Thu Jan 12, 2023 5:03 am
Try it now. https://fxcodebase.com/code/viewtopic.p … 0&start=30
Re: Zero Lag MACD
stayingpower · Thu Jan 12, 2023 10:53 am
As always, thanks Apprentice!
Re: Zero Lag MACD
swnlobo · Mon May 01, 2023 6:50 pm
Hi,
Could it be possible to add the following option on the ZlagMACD?:
MACD = (2 * EMA(price, FAST) - EMA(EMA(price, FAST), FAST)) - (2 * EMA(price, SLOW) - EMA(EMA(price, SLOW), SLOW))
- means we get to choose the time period of the EMA of the EMA (one for the shorter EMA and the other for the longer EMA?
Thanks in advance
S.
Re: Zero Lag MACD
Apprentice · Wed May 03, 2023 7:37 pm
We have added your request to the development list. Development reference 397.
Re: Zero Lag MACD
Apprentice · Tue May 09, 2023 3:41 am
Try this version. https://fxcodebase.com/code/viewtopic.php?f=17&t=73700
Re: Zero Lag MACD
swnlobo · Tue May 09, 2023 8:42 am
Apprentice wrote: Try this version. https://fxcodebase.com/code/viewtopic.php?f=17&t=73700
Thank You very much
I will try it
All the Best S.