MACD Demo Implementation

Category: momentum, trend

A standard implementation of the Moving Average Convergence Divergence (MACD) oscillator, measuring the relationship between two exponential moving averages.

Formula

\text{MACD Line} = EMA(close, 12) - EMA(close, 26) \\ \text{Signal Line} = EMA(\text{MACD Line}, 9)

Inputs

• Fast length (default: 12)
• Slow length (default: 26)

See signal primitives and every published strategy that uses MACD Demo Implementation on WOBR StrategyVerse.