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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.
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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.

Educational research material, not investment advice. Historical source context does not establish present-day performance.
1 of 80 in the MACD track
19891-5 pp.Next on MACDFour-span MACD lookbacks as perishable parametersA four-span oscillator is built from two simple averages of the close, an exponential smoother of their difference, and a further exponential signal average.
All readings on this track · 80 readings
  1. 1988Rebuild MACD-Mo and MACD-H before treating them as signals
  2. 1989Four-span MACD lookbacks as perishable parameters
  3. 1989Weekly then daily MACD confirmation on individual stocks
  4. 1991Regime-gated MACD and stochastic rules inside a checklist
  5. 1991Constructing MACD signal lines and divergence tests
  6. 1991MACD parameter order and cycle phase lag
  7. 1992Lengthened bond MACD as an equity regime filter
  8. 1992Long-horizon MACD construction from paired exponential averages
  9. 1993Constructing a signed ten-point trend filter
  10. 1994Constructing lag-reduced double exponential averages for MACD
  11. 1994Seeding DEMA2 filters to build a MACD signal
  12. 1994Constructing MACD from lag-reduced exponential averages
  13. 1994TEMA1 from nested exponential averages, then a two-horizon MACD
  14. 1994Constructing entry and exit on a relative-strength MACD
  15. 1994Constructing a relative-strength MACD crossover spreadsheet
  16. 1995Consensus presignal filters for Relative Strength Index, MACD and the Stochastic oscillator
  17. 1997Confirm the MACD turn with price, then exit on the histogram
  18. 1997Reconstructing a stochastic oscillator, MACD, and a triple-smoothed oscillator
  19. 1997Moving-average windows before crossovers and MACD
  20. 1999Second-stage MACD on relative-strength inputs
  21. 1999Constructing MACD from exponential-average spreads for crossover and divergence
  22. 1999Coding candlesticks into numeric indicators
  23. 2001Second-low confirmation with a percentage oscillator and money-flow filter
  24. 2001Constructing MACD from exponential average spreads and a signal line
  25. 2002Separate bounded and trend-following oscillator rules
  26. 2002Sort the regime before assigning MACD and stochastic jobs
  27. 2002Building classic divergence filters from RSI and MACD
  28. 2002Weekly highs and lows as trend gates
  29. 2002Constructing channel-normalized Fisher reversal signals
  30. 2002Affine-price and the Fisher transform as a constructed companion to MACD
  31. 2003Regularized EMA construction with a MACD line and a thrust oscillator
  32. 2003Curvature-penalized exponential averages versus MACD
  33. 2003MACD, moving averages, and a trend filter as one timing system
  34. 2003Fractional MACD and linear-regression reversal construction
  35. 2004Weekly MACD-histogram timing of bear-market rallies
  36. 2004Candlestick triggers filtered by MACD divergence
  37. 2004Staging energy-complex tops with trendline, breakout, and MACD
  38. 2005Selling climax holds versus fails
  39. 2006Treat a sideways Wave as permission before a breakout
  40. 2007MACD with a Stochastic oscillator for spotting trend reversals
  41. 2007Rebuilding an S&P 500 fifth-wave count after a broken target
  42. 2007Constructing MACD, RSI, and stochastic confirmation for futures
  43. 2007MACD histogram divergence needs a confirming close
  44. 2007Write the plan as a stack: ratio, boundary, then oscillators
  45. 2008MACD divergence and Stochastic oscillator confirmation on lumber futures
  46. 2008Assign confirmation, timing, and a stop before a currency pair is tested
  47. 2008Confirm the ten-bagger launch path before the MACD exit
  48. 2008Reading the offloaded evidence file
  49. 2008A Leader companion for MACD direction warnings
  50. 2008Relative strength exits with MACD averages and RSI
  51. 2008Assign one job per indicator in a three-screens rule set
  52. 2008Sequencing RSI, MACD, and average crossovers
  53. 2010Constructing the Schaff Trend Cycle from MACD and a dominant-cycle window
  54. 2010Schaff Trend Cycle as a MACD and Stochastic oscillator combination
  55. 2010Combining Relative Strength Index, the stochastic oscillator, and MACD as slope filters
  56. 2010Short-term wave and ratio clues without direction calls
  57. 2010A precise pullback entry and an unplanned profit-protection exit
  58. 2010Filtering MACD false signals with trendline breaks
  59. 2011Vendor feeds as an input variable in a MACD evaluation
  60. 2012Out-of-the-money versus in-the-money option sensitivity to implied volatility
  61. 2012MACD window tuning as hold-time control
  62. 2012Combining a moving-average crossover with MACD and support-resistance
  63. 2012Testing a published MACD entry with a histogram and signal-line agreement filter
  64. 2012Treat sample systems as a lab before live rules
  65. 2013Constructing moving averages and MACD from one price series
  66. 2013The next-bar price that forces a MACD signal-line cross
  67. 2013Constructing next-bar MACD reversal prices
  68. 2013Constructing inverted MACD reversal prices
  69. 2014Shared-filter combinations of the stochastic oscillator, MACD, and RSI
  70. 2014Square-root lookbacks for combined MACD and RSI
  71. 2015Audit open interest and trend before trusting oscillator crossovers
  72. 2016MACD without a signal line, confirmed by moving-average trend filters
  73. 2016Use RSI, MACD, and a moving average as a market-health consensus
  74. 2016MACD line versus histogram is a display problem first
  75. 2017Weekly and daily MACD on a single daily chart
  76. 2017Weekly and daily MACD as a stacked momentum filter
  77. 2017Nested weekly and daily MACD from paired EMA spreads
  78. 2018Weekly and daily PPO scale versus MACD, with bounded RSI and stochastic readings
  79. 2018Constructing a weekly and daily percentage price oscillator
  80. 2020Constructing Wyckoff tape reading with MACD, moving-average, and RSI filters
All 115 readings tagged MACD
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