MACDFIX
Summary
MACD with the fast/slow EMAs fixed to the classic 12/26 periods, exposing only the signal period. Thin wrapper that delegates to MACD with fast=slow=0. Signal-line crossovers and histogram sign flag momentum shifts.
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 EMA26outMACDSignal— EMA of the MACD lineoutMACDHist— MACD minus signal
Parameters
optInSignalPeriod— Smoothing period for the signal line
Implementation
TA-Lib Definition: macdfix.c · macdfix.yaml
| Native | File |
|---|---|
| C | ta_MACDFIX.c |
| Rust | macdfix.rs |
| Java | Core.java |
TA-Lib is also available for Python, R and more using a wrapper.
Aliases
Moving Average Convergence/Divergence Fix