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.

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.

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

optInFastPeriod — Period of the fast MA
optInFastMAType — MA type for the fast MA
optInSlowPeriod — Period of the slow MA
optInSlowMAType — MA type for the slow MA
optInSignalPeriod — Period of the signal-line MA
optInSignalMAType — MA type for the signal line

Implementation

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

Native	File
C	`ta_MACDEXT.c`
Rust	`macdext.rs`
Java	`Core.java`

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

Aliases

MACD Extended, MACD with controllable MA type