1988issue C111-3
Rebuild MACD-Mo and MACD-H before treating them as signals
A named MACD variant is unfinished construction until a reader can recompute it from price without hunting an earlier installment. A reader asked for explicit steps for MACD-Mo and MACD-H after those series were named without being built.
- A reader asked for explicit computation of MACD-Mo and MACD-H after a MACD Momentum treatment named those series without showing how they are built.
- The same reader proposed a companion explanation whenever an article uses an indicator family without fully specifying construction.
- The editorial reply pointed to an earlier installment and textbook treatments rather than reprinting the missing steps, citing space limits.
- Editorial view: apply a rebuild test and treat a named MACD variant as unfinished until it can be recomputed from the materials at hand.
A named variant is not yet a built series
MACD is a price-based oscillator formed from the difference of two smoothed averages of the same market series. A later treatment of MACD Momentum named two further series, MACD-Mo and MACD-H, without showing how those series are built.
MACD-Mo is a momentum-style transform of MACD that a reader asked to have constructed explicitly after finding it named without a formula. MACD-H is a histogram-style MACD derivative that the same reader asked to have constructed explicitly alongside MACD-Mo.
The request was not for a new market claim. It was for the missing computation so that each named variant could be formed from price rather than taken on trust.
What the reader asked the series to supply
After reading a treatment of MACD Momentum that did not explain how MACD-Mo and MACD-H are built, the reader requested explicit computation steps for both variants.
The same reader proposed that when an article uses a family of indicators without fully specifying their computation, the missing construction should be supplied as a companion explanation. That practice is construction restatement: reprinting how an indicator is computed whenever a later article assumes that computation.
The reader also asked that mathematically explicit articles continue to appear, arguing that full computation is what distinguishes this kind of venue for quantitatively inclined readers.
What the editorial reply offered instead
The editorial reply said the requested construction information had already appeared in an earlier installment of the same MACD Momentum series. It stated that space limits prevent reprinting standard computations in every later article.
Rather than restating the formulas, the editorial reply referred readers to established textbook treatments of technical-analysis calculations. The later article therefore kept the names MACD-Mo and MACD-H in play while sending the construction elsewhere.
A rebuild test before any signal reading
Editorial view: do not treat MACD-Mo or MACD-H as a signal until a rebuild test is passed. A rebuild test is a check that a named MACD variant can be independently recomputed from the materials at hand before it is treated as a signal.
If the later article names the variant and the earlier installment or a textbook is not in hand, the construction is still missing. Construction restatement would close that gap in the same place the names are used. Pointing away from the article does not, by itself, let a reader form either series from price.
Until MACD-Mo and MACD-H can be rebuilt from the same market series that produces MACD, they remain labels attached to an unfinished construction, not series a reader can verify.
All readings on this track · 80 readings
- 1988Rebuild MACD-Mo and MACD-H before treating them as signals
- 1989Four-span MACD lookbacks as perishable parameters
- 1989Weekly then daily MACD confirmation on individual stocks
- 1991Regime-gated MACD and stochastic rules inside a checklist
- 1991Constructing MACD signal lines and divergence tests
- 1991MACD parameter order and cycle phase lag
- 1992Lengthened bond MACD as an equity regime filter
- 1992Long-horizon MACD construction from paired exponential averages
- 1993Constructing a signed ten-point trend filter
- 1994Constructing lag-reduced double exponential averages for MACD
- 1994Seeding DEMA2 filters to build a MACD signal
- 1994Constructing MACD from lag-reduced exponential averages
- 1994TEMA1 from nested exponential averages, then a two-horizon MACD
- 1994Constructing entry and exit on a relative-strength MACD
- 1994Constructing a relative-strength MACD crossover spreadsheet
- 1995Consensus presignal filters for Relative Strength Index, MACD and the Stochastic oscillator
- 1997Confirm the MACD turn with price, then exit on the histogram
- 1997Reconstructing a stochastic oscillator, MACD, and a triple-smoothed oscillator
- 1997Moving-average windows before crossovers and MACD
- 1999Second-stage MACD on relative-strength inputs
- 1999Constructing MACD from exponential-average spreads for crossover and divergence
- 1999Coding candlesticks into numeric indicators
- 2001Second-low confirmation with a percentage oscillator and money-flow filter
- 2001Constructing MACD from exponential average spreads and a signal line
- 2002Separate bounded and trend-following oscillator rules
- 2002Sort the regime before assigning MACD and stochastic jobs
- 2002Building classic divergence filters from RSI and MACD
- 2002Weekly highs and lows as trend gates
- 2002Constructing channel-normalized Fisher reversal signals
- 2002Affine-price and the Fisher transform as a constructed companion to MACD
- 2003Regularized EMA construction with a MACD line and a thrust oscillator
- 2003Curvature-penalized exponential averages versus MACD
- 2003MACD, moving averages, and a trend filter as one timing system
- 2003Fractional MACD and linear-regression reversal construction
- 2004Weekly MACD-histogram timing of bear-market rallies
- 2004Candlestick triggers filtered by MACD divergence
- 2004Staging energy-complex tops with trendline, breakout, and MACD
- 2005Selling climax holds versus fails
- 2006Treat a sideways Wave as permission before a breakout
- 2007MACD with a Stochastic oscillator for spotting trend reversals
- 2007Rebuilding an S&P 500 fifth-wave count after a broken target
- 2007Constructing MACD, RSI, and stochastic confirmation for futures
- 2007MACD histogram divergence needs a confirming close
- 2007Write the plan as a stack: ratio, boundary, then oscillators
- 2008MACD divergence and Stochastic oscillator confirmation on lumber futures
- 2008Assign confirmation, timing, and a stop before a currency pair is tested
- 2008Confirm the ten-bagger launch path before the MACD exit
- 2008Reading the offloaded evidence file
- 2008A Leader companion for MACD direction warnings
- 2008Relative strength exits with MACD averages and RSI
- 2008Assign one job per indicator in a three-screens rule set
- 2008Sequencing RSI, MACD, and average crossovers
- 2010Constructing the Schaff Trend Cycle from MACD and a dominant-cycle window
- 2010Schaff Trend Cycle as a MACD and Stochastic oscillator combination
- 2010Combining Relative Strength Index, the stochastic oscillator, and MACD as slope filters
- 2010Short-term wave and ratio clues without direction calls
- 2010A precise pullback entry and an unplanned profit-protection exit
- 2010Filtering MACD false signals with trendline breaks
- 2011Vendor feeds as an input variable in a MACD evaluation
- 2012Out-of-the-money versus in-the-money option sensitivity to implied volatility
- 2012MACD window tuning as hold-time control
- 2012Combining a moving-average crossover with MACD and support-resistance
- 2012Testing a published MACD entry with a histogram and signal-line agreement filter
- 2012Treat sample systems as a lab before live rules
- 2013Constructing moving averages and MACD from one price series
- 2013The next-bar price that forces a MACD signal-line cross
- 2013Constructing next-bar MACD reversal prices
- 2013Constructing inverted MACD reversal prices
- 2014Shared-filter combinations of the stochastic oscillator, MACD, and RSI
- 2014Square-root lookbacks for combined MACD and RSI
- 2015Audit open interest and trend before trusting oscillator crossovers
- 2016MACD without a signal line, confirmed by moving-average trend filters
- 2016Use RSI, MACD, and a moving average as a market-health consensus
- 2016MACD line versus histogram is a display problem first
- 2017Weekly and daily MACD on a single daily chart
- 2017Weekly and daily MACD as a stacked momentum filter
- 2017Nested weekly and daily MACD from paired EMA spreads
- 2018Weekly and daily PPO scale versus MACD, with bounded RSI and stochastic readings
- 2018Constructing a weekly and daily percentage price oscillator
- 2020Constructing Wyckoff tape reading with MACD, moving-average, and RSI filters