沙夫趨勢周期指標

該指標適用于MT4和MT5。沙夫趨勢周期指標 (MetaTrader 指標)是 一種根據使用周期對MACD線進行二次隨機計算的周期振蕩指標。該指標是振蕩指標的改進版，能更快反映趨勢的改變。該指標由Doug Schaff創建，他假設貨幣的趨勢總是上升和下降交替出現。該指標的算法于2008年公布。沙夫趨勢周期指標應用了兩種不同的決定趨勢方向變化的算法 — MACD和慢隨機振蕩指標。該指標的數值在0到100之間浮動。應用了兩條觸發線 — 25和75。

輸入參數：

MAShort (默認 = 23) — 計算MACD線快移動平均線的時段。該數值應該小于MALong。

MALong (默認 = 50) — 計算MACD線慢移動平均線的時段。該數值應該大于MAShort。

Cycle (默認 = 10) — 圖表時段周期的長度。由于進行了兩次隨機計算，因此周期實際上長了一倍。

使用此指標最簡單，最明顯的方式是當此線下穿75的水平線時做空，當此線上穿25的水平線時做多。為了過濾掉部分虛假信號，Doug Schaff (沙夫趨勢周期指標的創建者)提供了以下方法：做多信號，跟隨觸發條形圖（棒狀或蠟燭圖）的條形圖的收盤價應高于觸發條形圖的高位；做空信號，跟隨觸發條形圖的條形圖的收盤價應該低于觸發條形圖的低位。觸發條形圖指的是當沙夫趨勢周期指標上穿25水平線或下穿75水平線時構筑的條形圖。

標簽:MT4 MT5指標

MT4源碼：
//+------------------------------------------------------------------+ // SchaffTrendCycle.mq4 | //| Copyright ? 2011, EarnForex.com | //| http://www.tumamayizhan.com/ | //+------------------------------------------------------------------+ #property copyright "Copyright ? 2011, EarnForex.com" #property link "http://www.tumamayizhan.com" /* Schaff Trend Cycle - Cyclical Stoch over Stoch over MACD. Falling below 75 is a sell signal. Rising above 25 is a buy signal. Developed by Doug Schaff. Code adapted from the original TradeStation EasyLanguage version. */ #property indicator_separate_window #property indicator_buffers 1 #property indicator_minimum 0 #property indicator_maximum 100 #property indicator_level1 25 #property indicator_level2 75 #property indicator_width1 2 #property indicator_style1 STYLE_SOLID #property indicator_color1 DarkOrchid //---- Input Parameters extern int MAShort = 23; extern int MALong = 50; extern int Cycle = 10; //---- Global Variables double Factor = 0.5; int BarsRequired; //---- Buffers double MACD[]; double ST[]; double ST2[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { IndicatorShortName("STC(" + MAShort + ", " + MALong + ", " + Cycle + ")"); IndicatorBuffers(3); SetIndexBuffer(0, ST2); SetIndexBuffer(1, ST); SetIndexBuffer(2, MACD); SetIndexDrawBegin(0, MALong + Cycle * 2); BarsRequired = MALong + Cycle * 2; return(0); } //+------------------------------------------------------------------+ //| Schaff Trend Cycle | //+------------------------------------------------------------------+ int start() { if (Bars <= BarsRequired) return(0); int counted_bars = IndicatorCounted(); double LLV, HHV; int shift, n = 1, i; // Static variables are used to flag that we already have calculated curves from the previous indicator run static bool st1_pass = false; static bool st2_pass = false; int st1_count = 0; bool check_st1 = false, check_st2 = false; if (counted_bars < BarsRequired) { for (i = 1; i <= BarsRequired; i++) ST2[Bars - i] = 0; for (i = 1; i <= BarsRequired; i++) ST[Bars - i] = 0; } if (counted_bars > 0) counted_bars--; shift = Bars - counted_bars + BarsRequired - MALong; if (shift > Bars - 1) shift = Bars - 1; while (shift >= 0) { double MA_Short = iMA(NULL, 0, MAShort, 0, MODE_EMA, PRICE_CLOSE, shift); double MA_Long = iMA(NULL, 0, MALong, 0, MODE_EMA, PRICE_CLOSE, shift); MACD[shift] = MA_Short - MA_Long; if (n >= Cycle) check_st1 = true; else n++; if (check_st1) { // Finding Max and Min on Cycle of MA differrences (MACD) for (i = 0; i < Cycle; i++) { if (i == 0) { LLV = MACD[shift + i]; HHV = MACD[shift + i]; } else { if (LLV > MACD[shift + i]) LLV = MACD[shift + i]; if (HHV < MACD[shift + i]) HHV = MACD[shift + i]; } } // Calculating first Stochastic if (HHV - LLV != 0) ST[shift] = ((MACD[shift] - LLV) / (HHV - LLV)) * 100; else {ST[shift] = ST[shift + 1];} // Smoothing first Stochastic if (st1_pass) ST[shift] = Factor * (ST[shift] - ST[shift + 1]) + ST[shift + 1]; st1_pass = true; // Have enough elements of first Stochastic to proceed to second if (st1_count >= Cycle) check_st2 = true; else st1_count++; if (check_st2) { // Finding Max and Min on Cycle of first smoothed Stoch for (i = 0; i < Cycle; i++) { if (i == 0) { LLV = ST[shift + i]; HHV = ST[shift + i]; } else { if (LLV > ST[shift + i]) LLV = ST[shift + i]; if (HHV < ST[shift + i]) HHV = ST[shift + i]; } } // Calculating second Stochastic if (HHV - LLV != 0) ST2[shift] = ((ST[shift] - LLV) / (HHV - LLV)) * 100; else {ST2[shift] = ST2[shift + 1];} // Smoothing second Stochastic if (st2_pass) ST2[shift] = Factor * (ST2[shift] - ST2[shift + 1]) + ST2[shift + 1]; st2_pass = true; } } shift--; } return(0); } //+----------------------------------------------------
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MT5源碼：//+------------------------------------------------------------------+ // SchaffTrendCycle.mq5 | //| Copyright ? 2011, EarnForex.com | //| http://www.tumamayizhan.com/ | //+------------------------------------------------------------------+ #property copyright "Copyright ? 2011, EarnForex.com" #property link "http://www.tumamayizhan.com" #property version "1.0" #property description "Schaff Trend Cycle - Cyclical Stoch over Stoch over MACD." #property description "Falling below 75 is a sell signal." #property description "Rising above 25 is a buy signal." #property description "Developed by Doug Schaff." #property description "Code adapted from the original TradeStation EasyLanguage version." #property indicator_separate_window #property indicator_buffers 3 #property indicator_plots 1 #property indicator_minimum 0 #property indicator_maximum 100 #property indicator_level1 25 #property indicator_level2 75 #property indicator_width1 2 #property indicator_type1 DRAW_LINE #property indicator_style1 STYLE_SOLID #property indicator_color1 DarkOrchid #property indicator_label1 "STC" //---- Input Parameters input int MAShort = 23; input int MALong = 50; input int Cycle = 10; //---- Global Variables double Factor = 0.5; int BarsRequired; //---- Buffers double MACD[]; double ST[]; double ST2[]; //---- MA Buffers double MAShortBuf[]; double MALongBuf[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { IndicatorSetString(INDICATOR_SHORTNAME, "STC(" + IntegerToString(MAShort) + ", " + IntegerToString(MALong) + ", " + IntegerToString(Cycle) + ")"); SetIndexBuffer(0, ST2, INDICATOR_DATA); SetIndexBuffer(1, ST, INDICATOR_CALCULATIONS); SetIndexBuffer(2, MACD, INDICATOR_CALCULATIONS); BarsRequired = MALong + Cycle * 2; } //+------------------------------------------------------------------+ //| Schaff Trend Cycle | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { if (rates_total <= BarsRequired) return(rates_total); int counted_bars = prev_calculated; double LLV, HHV; int shift, n = 1, i, myMA; // Static variables are used to flag that we already have calculated curves from the previous indicator run static bool st1_pass = false; static bool st2_pass = false; int st1_count = 0; bool check_st1 = false, check_st2 = false; if (counted_bars < BarsRequired) { for (i = 0; i < BarsRequired; i++) ST2[i] = 0; for (i = 0; i < BarsRequired; i++) ST[i] = 0; } if (counted_bars > 0) counted_bars--; shift = counted_bars - BarsRequired + MALong - 1; if (shift < 0) shift = 0; myMA = iMA(NULL, 0, MAShort, 0, MODE_EMA, PRICE_CLOSE); if (CopyBuffer(myMA, 0, 0, rates_total, MAShortBuf) != rates_total) return(0); myMA = iMA(NULL, 0, MALong, 0, MODE_EMA, PRICE_CLOSE); if (CopyBuffer(myMA, 0, 0, rates_total, MALongBuf) != rates_total) return(0); while (shift < rates_total) { MACD[shift] = MAShortBuf[shift] - MALongBuf[shift]; if (n >= Cycle) check_st1 = true; else n++; if (check_st1) { // Finding Max and Min on Cycle of MA differrences (MACD) for (i = 0; i < Cycle; i++) { if (i == 0) { LLV = MACD[shift - i]; HHV = MACD[shift - i]; } else { if (LLV > MACD[shift - i]) LLV = MACD[shift - i]; if (HHV < MACD[shift - i]) HHV = MACD[shift - i]; } } // Calculating first Stochastic if (HHV - LLV != 0) ST[shift] = ((MACD[shift] - LLV) / (HHV - LLV)) * 100; else {ST[shift] = ST[shift - 1];} // Smoothing first Stochastic if (st1_pass) ST[shift] = Factor * (ST[shift] - ST[shift - 1]) + ST[shift - 1]; st1_pass = true; // Have enough elements of first Stochastic to proceed to second if (st1_count >= Cycle) check_st2 = true; else st1_count++; if (check_st2) { // Finding Max and Min on Cycle of first smoothed Stoch for (i = 0; i < Cycle; i++) { if (i == 0) { LLV = ST[shift - i]; HHV = ST[shift - i]; } else { if (LLV > ST[shift - i]) LLV = ST[shift - i]; if (HHV < ST[shift - i]) HHV = ST[shift - i]; } } // Calculating second Stochastic if (HHV - LLV != 0) ST2[shift] = ((ST[shift] - LLV) / (HHV - LLV)) * 100; else {ST2[shift] = ST2[shift - 1];} // Smoothing second Stochastic if (st2_pass) ST2[shift] = Factor * (ST2[shift] - ST2[shift - 1]) + ST2[shift - 1]; st2_pass = true; } } shift++; } return(rates_total); } //+----------------------------------------------------
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