Research method
MACD
MACD is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- OHLC price structure and chart scale
- Horizon
- From intraday to several weeks
- Best use
- Turn a repeatable chart condition into a falsifiable trade hypothesis.
- Input: OHLC price structure and chart scale.
- Output: signal.
- Use boundary: Turn a repeatable chart condition into a falsifiable trade hypothesis.
The graph8
How the method is built, and where it has been read
Depends on
Often reviewed together
Breakout confirmation4 readings
Often reviewed together
Average Directional Index5 readings
Often reviewed together
Moving-average crossover7 readings
Often reviewed together
Stochastic oscillator12 readings
Often reviewed together
Relative Strength Index13 readings
Often reviewed together
Exponential smoothing13 readings
Often reviewed together
Price-indicator divergence16 readings
Derived from
Moving averageconfidence 0.78
MACD is constructed from exponential moving-average spreads and a signal line, so the indicator is derived from moving averages rather than only co-occurring with them.
Read in the archive24 of 121 readings
1988Weekly MACD as a two-clock momentum confirmation stack1988Combining weekly and daily MACD divergences with on-balance volume1988Rebuild MACD-Mo and MACD-H before treating them as signals1989Weekly then daily MACD confirmation on individual stocks1989Four-span MACD lookbacks as perishable parameters1990Constructing a lag-aligned triangular MACD1990Lag-aligned MACD from triangular moving averages1991Constructing MACD signal lines and divergence tests1991Regime-gated MACD and stochastic rules inside a checklist1991Constructing five-session forecasts from stochastic, ADX, and MACD inputs1991MACD parameter order and cycle phase lag1992Long-horizon MACD construction from paired exponential averages1992Lengthened bond MACD as an equity regime filter1993Constructing a signed ten-point trend filter1994Constructing lag-reduced double exponential averages for MACD1994TEMA1 from nested exponential averages, then a two-horizon MACD1994Histogram confirmation and a second-series veto for MACD-family alerts1994Constructing MACD from lag-reduced exponential averages1994Seeding DEMA2 filters to build a MACD signal1994MACD crossovers then short-horizon rank rotation1994Implied volatility as a band-defined regime filter for index options1994Constructing the thousand-line advance-decline indicator1994Constructing a relative-strength MACD crossover spreadsheet1994Constructing entry and exit on a relative-strength MACD
This registry entry describes a research method. It is not investment advice and does not make a performance claim.