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MACD (Moving Average Convergence Divergence)

Usage​

// Basic usage (12, 26, 9 is standard)
macd := s.k.Indicators().MACD(btc, 12, 26, 9)

s.k.Log().Debug("MACD", btc.Symbol(), "MACD: %s, Signal: %s, Histogram: %s",
    macd.MACD, macd.Signal, macd.Histogram)

// With options
macd := s.k.Indicators().MACD(btc, 12, 26, 9, indicators.IndicatorOptions{
    Interval: "4h",
})

In a Strategy​

func (s *Strategy) GetSignals() ([]*strategy.Signal, error) {
    btc := s.k.Asset("BTC")
    
    macd := s.k.Indicators().MACD(btc, 12, 26, 9)
    
    // Bullish crossover: MACD crosses above Signal
    if macd.MACD.GreaterThan(macd.Signal) && macd.Histogram.GreaterThan(decimal.Zero) {
        return []*strategy.Signal{
            s.Signal().
                Buy(btc).
                Quantity(decimal.NewFromFloat(0.1)).
                Reason("MACD bullish crossover").
                Build(),
        }, nil
    }
    
    // Bearish crossover: MACD crosses below Signal
    if macd.MACD.LessThan(macd.Signal) && macd.Histogram.LessThan(decimal.Zero) {
        return []*strategy.Signal{
            s.Signal().
                Sell(btc).
                Quantity(decimal.NewFromFloat(0.1)).
                Reason("MACD bearish crossover").
                Build(),
        }, nil
    }
    
    return nil, nil
}

Parameters​

MACD(asset, fastPeriod, slowPeriod, signalPeriod, ...options) *MACDResult
ParameterTypeDescription
assettypes.AssetAsset to calculate for
fastPeriodintFast EMA period (typically 12)
slowPeriodintSlow EMA period (typically 26)
signalPeriodintSignal line period (typically 9)
options...IndicatorOptionsOptional exchange/interval

Return Value​

type MACDResult struct {
    MACD      decimal.Decimal  // MACD line (fast - slow)
    Signal    decimal.Decimal  // Signal line (EMA of MACD)
    Histogram decimal.Decimal  // MACD - Signal
}

Common Patterns​

Crossover Signals​

macd := s.k.Indicators().MACD(btc, 12, 26, 9)

// Bullish: MACD crosses above Signal
if macd.MACD.GreaterThan(macd.Signal) {
    return s.Signal().Buy(btc).Build()
}

// Bearish: MACD crosses below Signal
if macd.MACD.LessThan(macd.Signal) {
    return s.Signal().Sell(btc).Build()
}

Histogram Momentum​

macd := s.k.Indicators().MACD(btc, 12, 26, 9)

// Histogram growing = momentum strengthening
if macd.Histogram.GreaterThan(decimal.Zero) {
    // Bullish momentum
}

// Histogram shrinking = momentum weakening
if macd.Histogram.LessThan(decimal.Zero) {
    // Bearish momentum
}

Zero Line Cross​

macd := s.k.Indicators().MACD(btc, 12, 26, 9)

// MACD above zero = uptrend
if macd.MACD.GreaterThan(decimal.Zero) {
    // Bullish trend
}

// MACD below zero = downtrend
if macd.MACD.LessThan(decimal.Zero) {
    // Bearish trend
}

What It Measures​

MACD shows the relationship between two moving averages:

Formulas​

MACD Line = EMA(12) - EMA(26)
Signal Line = EMA(9) of MACD Line
Histogram = MACD Line - Signal Line

Interpretation​

  • MACD > Signal: Bullish momentum
  • MACD < Signal: Bearish momentum
  • Histogram growing: Momentum strengthening
  • Histogram shrinking: Momentum weakening

See Also​

References​