Moving Average Convergence/Divergence (MACD)

Summary

Moving Average Convergence/Divergence: the difference between a fast and a slow EMA of the input, plus an EMA-smoothed signal line and their histogram. MACD crossing its signal line and histogram sign changes flag momentum shifts.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

• outMACD: line · zero · positive · negative
• outMACDSignal: dash_line · zero · positive · negative
• outMACDHist: histogram · zero · positive · negative

Formula

MACD = EMA_fast - EMA_slow; Signal = EMA(MACD, signalPeriod); Hist = MACD - Signal

Notes

• If the slow period is set smaller than the fast period, the two are swapped so the slow EMA is always the longer one.
• A signal period of 1 disables signal-line smoothing: the signal equals the MACD line and the histogram is zero. Before 0.6.5 this parameter value produced misaligned output (issues #48/#59).

Inputs

• inReal — Input series (typically close)

Outputs

• outMACD — Fast EMA minus slow EMA
• outMACDSignal — EMA of the MACD line
• outMACDHist — MACD minus signal line

Parameters

Parameter	Type	Default	Accepted values	Description
optInFastPeriod	integer	12	2–100000	Period of the fast EMA
optInSlowPeriod	integer	26	2–100000	Period of the slow EMA
optInSignalPeriod	integer	9	1–100000	Smoothing period of the signal line

Properties

Numerical Stability: Initial Unstable Period — Inherited from EMA, which MACD computes internally; tunable via EMA's unstable period.

☐ Overlap Input
✅ Independent Y-Axis i
☐ Candlestick
☐ Display Shift

☐ Can Output NaN or ±Inf
☐ Identity at Period 1
☐ Uses Transcendental
☐ Input Must Be Positive

Example

C

#include <stdio.h>
#include <ta_libc.h>

int n = 252;
double series[252]; /* your data, oldest first */
double macd[252], macdSignal[252], macdHist[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_MACD( 0, n - 1, series, 12, 26, 9, &outBegIdx, &outNBElement, macd, macdSignal, macdHist );
printf( "%d values from bar %d; last macd = %f\n", outNBElement, outBegIdx, macd[outNBElement - 1] );

Rust

use ta_lib::Core;

let series = vec![0.0; 252]; // your data, oldest first
let mut macd = vec![0.0; 252];
let mut macd_signal = vec![0.0; 252];
let mut macd_hist = vec![0.0; 252];

let core = Core::new();
let range = core.macd(0, series.len() - 1, &series, 12, 26, 9,
                      &mut macd, &mut macd_signal, &mut macd_hist)?;
println!("{} values from bar {}; last macd = {}", range.count, range.beg_idx, macd[range.count - 1]);

Java

import io.github.talib.Core;
import io.github.talib.OutRange;

double[] series = new double[252]; // your data, oldest first
double[] macd = new double[252];
double[] macdSignal = new double[252];
double[] macdHist = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.macd(0, series.length - 1, series, 12, 26, 9, macd, macdSignal, macdHist);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last macd = " + macd[r.count() - 1]);

C#

using System;
using TALib;

var series = new double[252]; // your data, oldest first
var macd = new double[252];
var macdSignal = new double[252];
var macdHist = new double[252];

var core = Core.Default;
OutRange r = core.Macd(0, series.Length - 1, series, 12, 26, 9, macd, macdSignal, macdHist);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last macd = {macd[r.Count - 1]}");

TypeScript

import { macd } from 'ta-lib';

const series = new Float64Array(252); // your data, oldest first

const {
  begIdx,
  outMacd,
  outMacdSignal,
  outMacdHist,
} = macd(series, { fastPeriod: 12, slowPeriod: 26, signalPeriod: 9 });
console.log(outMacd.length + ' values from bar ' + begIdx + '; last outMacd = ' + outMacd[outMacd.length - 1]);

Implementation

Added in 0.4.0.

TA-Lib Definition: macd.c · macd.yaml

Native	File
C	ta_MACD.c
Rust	macd.rs
Java	Core_MACD.java
C#	Core_MACD.cs
TypeScript	macd.ts

Python: talib.MACD, see ta-lib-python.

TA-Lib is also available for R and more using a wrapper.

Aliases

moving average convergence divergence, moving average convergence/divergence

See Also

MACDEXT · MACDFIX · EMA · APO

References

• Gerald Appel, Stock Market Trading Systems, Traders Pr (ISBN 0934380163)