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MACD — Moving Average Convergence Divergence Trading Series

The MACD trading series represents the classic MACD indicator, which shows the relationship between two moving averages of a security’s price.

It is built upon the MACD indicator implementation from the indicators module.

Parameters

MACD(
    ticker: str,
    source: SourceType = SourceType.CLOSE,
    fast_length: int = 12,
    slow_length: int = 26,
    ma_type: SmoothingType = SmoothingType.EMA
)
  • ticker (str): Asset ticker symbol (e.g., "AAPL").
  • source (SourceType): Price source for the calculation. Default is SourceType.CLOSE. Supported sources are linked here.
  • fast_length (int): Lookback for the fast moving average. Default is 12.
  • slow_length (int): Lookback for the slow moving average. Default is 26.
  • ma_type (SmoothingType): Type of moving average used. Default is SmoothingType.EMA. Supported types are linked here.

Description

  • Shows the difference between a fast EMA and a slow EMA.
  • Useful for identifying trend changes and momentum.

Example Usage

MACD(
    ticker="AAPL",
    source=SourceType.CLOSE,
    fast_length=12,
    slow_length=26,
    ma_type=SmoothingType.EMA
)