Type : Function, Name : McdMo
Inputs:
R(Numeric),
S(Numeric),
Q(NUmeric),
Dsp(Numeric),
Smth(Numeric);

Vars:
Mo(0),
Avg(0),
Diff(0);

Mo=MACD(C,R,S);
Avg=XAverage(MACD(C,R,S),Q);
Diff=Mo-Avg;
McdMo=Average(Diff-Diff[Dsp],Smth);

Notes: This calculates the difference between theMACD histogram and its value DSP bars ago, smooth by an SMTH bars simple moving average.

Type : Function, Name : MacdDiff
Inputs:
R(Numeric),
S(NUmeric),
Q(Numeric);
Vars: Mac(0),
Avg(0);

Mac=MACD(C,R,S);
Avg=Xaverage(MACD(C,R,S),Q);
MACDDiff=Mac-Avg;

Notes: This is the Macd Histogram.

Type : Signal, Name : Macd Momentum
Input:
R(12),
S(26),
Q(9),
Dsp(10),
Smth(3);

Vars:
Mcdif(0),
McdCr(0);

Mcdif=MacdDiff(R,S,Q);{Trigger}
McdCr=McdMo(R,S,Q,Dsp,Smth);{Filter}

Condition1=McdCr<0 and Mcdif crosses below 0;
Condition2=McdCr>0 and Mcdif crosses above 0;
Condition3=McdCr crosses above 0;
Condition4=mcdCr crosses below 0;

If Condition1 then sell 1 contract on close;
If Condition3 then exitshort 1 contract on close;
If Condition2 then buy 1 contract on close;
If Condition4 then exitlong 1 contract on close;