MACD

Category: momentum, trend

Difference of fast and slow EMAs with a signal line; measures trend momentum shifts.

Formula

MACD = EMA_{12} − EMA_{26}; Signal = EMA_9(MACD); Histogram = MACD − Signal

Inputs

• fast (default: 12)
• slow (default: 26)
• signal (default: 9)

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