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The MACD smooths data, as does a moving average; but it also removes some of the trend, highlighting cycles and sometimes moving in coincidence with the market, ie, without lag Ehlers (1989) is a good source of information on this oscillator The MACD is computed by subtracting a longer moving average from a shorter moving average It may be implemented using any kind of averages or lowpass filters (the classic MACD uses exponential moving averages) A number of variations on the MACD use more advanced moving averages, such as the VIDYA (discussed in the chapter on moving averages) Triangular moving averages have also been used to implement the MACD oscillaror Along with the raw MACD, the so-called MACD Histogram (MACD-H) is also used by many traders This is computed by subtracting from the MACD a moving average of the MACD.



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In many cases, the moving average of the MACD is referred to as a signul line The Stochastic oscillator is frequently referred to as an overbought/oversold indicator According to Lupo (1994), The stochastic measures the location of the most recent market action in relation to the highest and lowest prices within the last n bars In this sense, the Stochastic is a momentum indicator: It answers the question of whether the market is moving to new highs or new lows or is just meandering in the middle The Stochastic is actually several related indicators: Fast %K, Slow %K (also known as Fast %D), and Slow %D Fast %K measures, as a percentage, the location of the most recent closing price relative to the highest high and lowest low of the last II bars, where n is the length or period set for the indicator.

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Slow %K, which is identical to Fast %D, applies a 3-bar (or 3-day) moving average to both the numerator and denominator when computing the %K value Slow %%J is simply a 3-bar simple moving average of Slow %K; it is occasionally treated as a signal line in the same way that the moving average of the MACD is used as a signal line for the MACD There have been many variations on the Stochastic reported over the years; eg, Blau (1993) discussed a double-smoothing variation The equations for the.

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classical Lane s Stochastic are described in an article by Meibahr (1992) A version of those equations appears below: A(i) = Highest of H(i), H(i - l), H(i - n + 1) B(i) = Lowest of 5(i), L(i - l), L(i - n + 1) D(i) = [A(i) + A(i - 1) + A(i - 2)] / 3 E(i) = [B(i) + B(i - 1) + B(i -2)] / 3 F(i) = [C(i) + C(i - 1) + C(i - 2)] ! 3 Fast %K for ith bar = 100 * [C(i) - B(i)] / [A(i) - B(i)] Slow %K = Fast %D = 100 * [F(i) - E(i)] I [D(i) - E(i)] Slow %D = 3.

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