wrong MACD formulas and example expression in docs (double division by CLOSE)

[genliusrocks]

📖 Documentation

Hi Qlib team,
In the page Building Formulaic Alphas(https://github.com/microsoft/qlib/blob/main/docs/advanced/alpha.rst), DIF is defined as
DIF = (EMA(CLOSE, 12) - EMA(CLOSE, 26)) / CLOSE
and DEA is defined as
DEA = EMA(DIF, 9) / CLOSE.
The example expression also computes EMA(...)/$close again. This makes DIF (dimensionless) and DEA (1/price) inconsistent. DEA should be EMA(DIF, 9) (no extra division). A corrected example expression is:

(EMA($close,12) - EMA($close,26)) / $close

• EMA((EMA($close,12) - EMA($close,26)) / $close, 9)

[SunsetWolf]

Hi, @genliusrocks
Thank you for your attention to qlib. The issue you mentioned has been fixed in PR 2046. In the latest version of the documentation, the issue has been fixed.