A Triple-EMA MACD Variant for DIF and DEA
Summary
The document presents a modified MACD indicator built by replacing standard exponential moving averages with a three-stage smoothing expression. It applies that transformation separately to closing prices over 12- and 26-period spans to form DIF, then applies the same style of smoothing over 9 periods to DIF to form DEA. The histogram remains twice the difference between DIF and DEA.
The post asks how the difference between DIF and DEA could be used for AI stock selection, but it does not define a screening rule, explain how to train or evaluate a model, or provide trading results. It offers formulas only, with no comparison against conventional MACD and no evidence that the altered smoothing improves signal quality. The 12, 26, and 9 periods are specified in the example, so other markets or timeframes may require separate evaluation. The indicator is a candidate feature, not a validated standalone strategy.
Key ideas
- The modified DIF uses a three-stage exponential smoothing expression on closing prices.\nThe example uses 12- and 26-period price smoothers and a 9-period smoother for DEA.\nThe histogram is still calculated from the gap between DIF and DEA.\nThe post raises AI-based selection as a question but gives no model, screening rule, or results.\nThe indicator's performance is not compared with standard MACD.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.