SMA Macd ?

[T2020]

If I went into Edit Ninja script for the Macd indicator , what ,where and how
could I change it to use simple moving averages . tia

[NinjaTrader_Ben]

Hello,

Thank you for your post.

You will want to go to Tools>Edit NinjaScript>Indicator>select MACD>OK.

When you see the code right click within the code>Save As...>name it something like MACDSMA (or whatever you want to call it).

Then the easiest way would be to change this code:

fastEma.Set((2.0 / (1 + Fast)) * Input[0] + (1 - (2.0 / (1 + Fast))) * fastEma[1]);
slowEma.Set((2.0 / (1 + Slow)) * Input[0] + (1 - (2.0 / (1 + Slow))) * slowEma[1]);

To this code:
fastEma.Set(SMA(Input, Fast)[0]);

slowEma.Set(SMA(Input, Slow)[0]);

Then right click>compile.

[T2020]

Thanks Ben .
Much appreciated . Works great !

[ygold]

also need sma for the avg

I also need to change the avg calculation to SMA. I guess the following line need to be replaced also with SMA syntax?

[FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]
[SIZE=2][FONT=Courier New][COLOR=#0000ff]double[/COLOR][/FONT][/SIZE][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] macdAvg = ([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]2.0[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] / ([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] + Smooth)) * macd + ([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] - ([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]2.0[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] / ([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] + Smooth))) * Avg[[/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]];[/SIZE][/FONT]
[/SIZE][/FONT]

Thank you in advance.

Hello,

Thank you for your post.

You will want to go to Tools>Edit NinjaScript>Indicator>select MACD>OK.

When you see the code right click within the code>Save As...>name it something like MACDSMA (or whatever you want to call it).

Then the easiest way would be to change this code:

fastEma.Set((2.0 / (1 + Fast)) * Input[0] + (1 - (2.0 / (1 + Fast))) * fastEma[1]);
slowEma.Set((2.0 / (1 + Slow)) * Input[0] + (1 - (2.0 / (1 + Slow))) * slowEma[1]);

To this code:
fastEma.Set(SMA(Input, Fast)[0]);

slowEma.Set(SMA(Input, Slow)[0]);

Then right click>compile.

[NinjaTrader_Ben]

Hello,


No changes need to be made. If you make the changes in post #2, the average will be an average using the SMA. Despite the use of "Ema" in the code, if you make the changes in post #2, all of the calculations are using SMA's not EMA's.

[cbratton]

How would you plot the SMA of the MACD histogram on the histogram. Can someone please help me with this. I attached a picture to show better what I mean.

[NinjaTrader_Bertrand]

Hi cbratton, this would need custom coding - you can use something like this for a 10 bar SMA of the normal MACD histogram -

[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]double[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2] macdHistoSMA = SMA(MACD([/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]12[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2], [/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]26[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2], [/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]9[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2]).Diff, [/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]10[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2])[[/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2]];[/SIZE]
[/SIZE]

[cbratton]

I figured it out.

Thanks much.

[MichaelApproved]

I also need to change the avg calculation to SMA. I guess the following line need to be replaced also with SMA syntax?

[FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]
[SIZE=2][FONT=Courier New][COLOR=#0000ff]double[/COLOR][/FONT][/SIZE][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] macdAvg = ([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]2.0[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] / ([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] + Smooth)) * macd + ([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] - ([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]2.0[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] / ([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] + Smooth))) * Avg[[/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]];[/SIZE][/FONT]
[/SIZE][/FONT]

Thank you in advance.

You're actually correct. The existing macdAvg is using a weighted method of creating the average which isn't what you want for the MACD SMA. In order to get a simple moving average, you need to change how macdAvg is calculated AND move up "Value.Set(macd);" so the calculation can use it.

The code below is in place of the "else" code block. Notice I commented out the old method of calculating macdAvg and also moved Value.Set(macd); above the calculation.

fastEma.Set(SMA(Close, Fast)[0]);
slowEma.Set(SMA(Close, Slow)[0]);
                
double macd    = fastEma[0] - slowEma[0];
Value.Set(macd);
                
//double macdAvg    = (2.0 / (1 + Smooth)) * macd + (1 - (2.0 / (1 + Smooth))) * Avg[1];
double macdAvg    = SMA(Value, Smooth)[0];
                
Avg.Set(macdAvg);
Diff.Set(macd - macdAvg);

I'm guessing after 3+ years you have it figured out already but I'm hoping that anyone else who comes along will be helped by this post.