float MACD(float signif, int factor, int sp, int lp, int empp, float cu_price, vector <struct historicalprices> prev_price, vector <struct price_entry> prices){
double dlp, dsp, ds;
if (factor ==1){
unsigned int num_consid = period_consider(lp,signif);
float formatted_price[num_consid-1];
set_to_zero(formatted_price);
format_price_days(prev_price, formatted_price);
dlp = EMA(lp, signif, cu_price, formatted_price);
dsp = EMA(sp, signif, cu_price,formatted_price);
dsp -=dlp;
}
}
// brute force optimization
function run(){
set(PARAMETERS);
int PeriodsEMA1[4] = { 5, 10, 15, 20 };
int PeriodsEMA2[3] = { 100, 150, 200 }; LookBack = 250;
int Index = optimize(1,1,4*3,1) - 1; int PeriodEMA1 = PeriodsEMA1[Index%4];
int PeriodEMA2 = PeriodsEMA2[Index/4]; vars Price = series(price(0));
vars EMA1 = series(EMA(Price,PeriodEMA1));
vars EMA2 = series(EMA(Price,PeriodEMA2));
if(crossOver(EMA1,EMA2))
enterLong();
else if(crossUnder(EMA1,EMA2))
enterShort();
}
inline void MACD(int short_window, int long_window, int smooth_window, dvector &input, dvector &macd, dvector &macd_signal, dvector &macd_hist)
{
std::vector<double> short_emas;
std::vector<double> long_emas;
short_emas.reserve(input.size());
long_emas.reserve(input.size());
macd.reserve(input.size());
macd_signal.reserve(input.size());
macd_hist.reserve(input.size());
EMA(short_window,input,short_emas);
EMA(long_window,input,long_emas);
SUBTRACT(short_emas,long_emas,macd);
EMA(smooth_window,macd,macd_signal);
SUBTRACT(macd,macd_signal,macd_hist);
}
var filter(var* Data,int Period)
{
return EMA(Data,2.0/(1+Period));
}
