NeuroBacktest
Glossary

MACD (Moving Average Convergence Divergence)

A trend-following momentum indicator that shows the relationship between two exponential moving averages of price.

MACD is calculated by subtracting the 26-period EMA from the 12-period EMA. A signal line (9-period EMA of MACD) is then plotted on top. Traders look for crossovers, divergences, and moves above or below the zero line to generate signals.

Key Points

  • A bullish signal occurs when MACD crosses above the signal line.
  • MACD is a lagging indicator because it is based on moving averages.
  • It works best in trending markets and often produces false signals in sideways markets.

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