MACD with controllable MA type (MACDEXT)

Summary

MACD variant where the fast, slow, and signal moving averages each use a user-selectable MA type. Outputs the MACD line, its signal line, and their difference (histogram). Hist sign change (MACD crossing its signal line) flags 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 = MA_fast(inReal) - MA_slow(inReal) Signal = MA_signal(MACD) Hist = MACD - Signal (each MA_* uses its own MA type and period)

Notes

• If the slow period is set smaller than the fast period, the fast and slow periods and their MA types are swapped so the slow moving average is always the longer one.
• A signal period of 1 disables signal-line smoothing for every signal MAType: the signal equals the MACD line and the histogram is zero.
• TA_MAType_MAMA ignores its period argument, so it always produces the same series regardless of the period requested. If both optInFastMAType and optInSlowMAType are set to MAMA, the fast and slow lines are therefore identical and MACD, Signal, and Hist are all zero at every bar. Select MAMA for only one side to get a meaningful spread.

Inputs

• inReal — Source series

Outputs

• outMACD — MACD line: fast MA minus slow MA
• outMACDSignal — Signal line: MA of the MACD line
• outMACDHist — Histogram: MACD minus signal

Parameters

Parameter	Type	Default	Accepted values	Description
optInFastPeriod	integer	12	2–100000	Period of the fast MA
optInFastMAType	MAType	SMA (0)	any MAType	MA type for the fast MA
optInSlowPeriod	integer	26	2–100000	Period of the slow MA
optInSlowMAType	MAType	SMA (0)	any MAType	MA type for the slow MA
optInSignalPeriod	integer	9	1–100000	Period of the signal-line MA
optInSignalMAType	MAType	SMA (0)	any MAType	MA type for the signal line

MAType values: 0 SMA · 1 EMA · 2 WMA · 3 DEMA · 4 TEMA · 5 TRIMA · 6 KAMA · 7 MAMA · 8 T3 · 9 HMA · 10 DISABLED · 11 DEFAULT · 12 ZLEMA · 13 RMA · 14 VIDYA · 15 ALMA

Properties

Numerical Stability: Depends on MA Type — This function's default, SMA, is start-independent.

☐ 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_MACDEXT( 0, n - 1, series, 12, TA_MAType_SMA, 26, TA_MAType_SMA, 9, TA_MAType_SMA,
            &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, MAType};

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.macdext(0, series.len() - 1, &series, 12, MAType::SMA, 26, MAType::SMA, 9, MAType::SMA,
                         &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.MAType;
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.macdext(0, series.length - 1, series, 12, MAType.SMA, 26, MAType.SMA, 9, MAType.SMA,
                          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.Macdext(0, series.Length - 1, series, 12, MAType.SMA, 26, MAType.SMA, 9, MAType.SMA,
                          macd, macdSignal, macdHist);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last macd = {macd[r.Count - 1]}");

TypeScript

import { MAType, macdext } from 'ta-lib';

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

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

Implementation

Added in 0.4.0.

TA-Lib Definition: macdext.c · macdext.yaml

Native	File
C	ta_MACDEXT.c
Rust	macdext.rs
Java	Core_MACDEXT.java
C#	Core_MACDEXT.cs
TypeScript	macdext.ts

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

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

Aliases

MACD Extended, MACD with controllable MA type

See Also

MACD · MACDFIX · MA · EMA · APO · PPO