MACD history by Mohamed abbas

Mohamed abbas

, edit

what i am trying to do is to test MACD signal Against MACD line to take short or long desicion , on daily basis , so i am trying to store yesterdays MACD in Rolling Window and compare today's MACD with yesterdays MACD line and signal

but what really happens is the value doesnt seem to change and no positins opened at all. or i am using the wrong macd line and signal

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2 Comments

Mohamed abbas

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Accepted Answer

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Alexandre Catarino

When we add an indicator to a RollingWindow like this:

// In Initialize

_win =new RollingWindow<MovingAverageConvergenceDivergence>(2);

_macd = MACD(Symbol, 12, 26, 9, MovingAverageType.Exponential, Resolution.Daily);



// In OnData

_win.Add(_macd);

We are adding a reference to the instance of object (_macd), all items will refer to it and will have the same values.

To add the states, we need to create a class to hold the current state of that instance:

// class to hold the current state of a MACD instance

public class MacdState {

    public readonly decimal Fast;

    public readonly decimal Slow;

    public readonly decimal Signal;

    public readonly decimal Value;

        

    public MacdState(MovingAverageConvergenceDivergence macd) {

        Fast = macd.Fast;

        Slow = macd.Slow;

        Signal = macd.Signal;

        Value = macd.Current.Value;

    }

}

Another issue in your code is reffering to the previous value with index zero.
Since we add the current value first, the previous value is found at index one.

Please checkout the attached project where we put all the above information together.