QuantHelper

Indicators (MACD / EMV / UOS)

Quick links: MACD • EMV • UOS

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MACD

Definition: Trend-following momentum indicator using two EMAs.
Formula:

• DIF (MACD line) = EMA(SHORT) − EMA(LONG)
• DEA (Signal line) = EMA(DIF, MID)
• Histogram = (DIF − DEA) × 2

How to use

• DIF crosses above DEA → bullish bias
• DIF crosses below DEA → bearish bias
• Histogram divergence may warn of momentum shift

JoinQuant API (single date)

# Get MACD of Ping An Bank on a specific date
from jqlib.technical_analysis import MACD

security = '000001.XSHE'
DIF, DEA, MACD_hist = MACD(
    security_list=security,
    check_date='2022-09-01',
    SHORT=12, LONG=26, MID=9
)
print(DIF, DEA, MACD_hist)

Notes

• Parameter name is check_date (not date).
• Ticker suffix: .XSHE (SZ), .XSHG (SH).

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EMV (Ease of Movement)

Definition: Volume-based oscillator measuring how “easily” price moves.

How to use

• EMV > 0 → upside moves are easier
• EMV < 0 → downside moves are easier
• Simple rule: cross above 0 = buy; cross below 0 = sell

JoinQuant API (multiple symbols)

from jqlib.technical_analysis import EMV

security_list = ['000001.XSHE', '000002.XSHE', '601211.XSHG']
EMV_val, MAEMV_val = EMV(
    security_list=security_list,
    check_date='2022-09-01',
    N=14, M=9
)
print(EMV_val)
print(MAEMV_val)

Notes

• EMV returns the raw EMV and its moving average (MAEMV).
• Avoid curly quotes or extra characters in tickers.

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UOS (Ultimate Oscillator)

Definition: Momentum oscillator combining 3 timeframes to reduce false signals.

How to use

• 70 often considered overbought; < 30 oversold

• Divergence with price can signal potential reversal
• Works best with a trend filter (e.g., 200-day SMA)

JoinQuant API (single symbol)

from jqlib.technical_analysis import UOS

security = ['000001.XSHE']  # list is accepted
uos_val, mauos_val = UOS(
    security_list=security,
    check_date='2022-09-01',
    N1=7, N2=14, N3=28, M=6
)
print(uos_val)
print(mauos_val)

Notes

• Returns UOS and its smoothed value (MAUOS).
• Use consistent date format YYYY-MM-DD.

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Quick Takeaways

• MACD → trend + momentum shifts
• EMV → price-volume “ease” / zero-line crosses
• UOS → multi-timeframe momentum; fewer whipsaws
  Combine them: trend (MACD) + confirmation (EMV) + timing (UOS).

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Common Pitfalls (fast)

• Using date= instead of check_date=.
• Ticker typos or curly quotes (e.g., ’ vs ').
• Forgetting to import from jqlib.technical_analysis.