Moving Average Convergence/Divergence Fix 12/26 (MACDFIX)

Summary

MACD with the fast/slow EMAs fixed to the classic 12/26 periods (with the classic fixed smoothing factors 0.15 and 0.075), exposing only the signal period. Signal-line crossovers and histogram sign 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_12 - EMA_26 (fixed k: 0.15 for 12, 0.075 for 26) Signal = EMA(MACD, signalPeriod), k = 2/(signalPeriod+1) Hist = MACD - Signal

Notes

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 — Source series (typically close)

Outputs

outMACD — Fixed EMA12 minus EMA26
outMACDSignal — EMA of the MACD line
outMACDHist — MACD minus signal

Parameters

Parameter	Type	Default	Accepted values	Description
`optInSignalPeriod`	integer	9	1–100000	Smoothing period for the signal line

Properties

Numerical Stability: Initial Unstable Period — Inherited from EMA, which MACDFIX 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

#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_MACDFIX( 0, n - 1, series, 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.macdfix(0, series.len() - 1, &series, 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.macdfix(0, series.length - 1, series, 9, macd, macdSignal, macdHist);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last macd = " + macd[r.count() - 1]);

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.Macdfix(0, series.Length - 1, series, 9, macd, macdSignal, macdHist);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last macd = {macd[r.Count - 1]}");

TypeScript

import { macdfix } from 'ta-lib';

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

const {
  begIdx,
  outMacd,
  outMacdSignal,
  outMacdHist,
} = macdfix(series, { 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: macdfix.c · macdfix.yaml

Native	File
C	`ta_MACDFIX.c`
Rust	`macdfix.rs`
Java	`Core_MACDFIX.java`
C#	`Core_MACDFIX.cs`
TypeScript	`macdfix.ts`

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

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

Aliases

Moving Average Convergence/Divergence Fix