MACD Strategy

Definition

MACD strategy is based on the Moving Average Convergence/Divergence (MACD) indicator. It enters long whenever MACD Histogram changes from negative to positive, and switches to short if the Histogram changes from positive to negative.

The underlying MACD indicator is described in detail in its respective Help Center article.

Inputs

Fast Length

The time period of the shorter term EMA. 12 days is the default.

Slow Length

The time period of the longer term EMA. 26 days is the default.

MACD Length

The time period for the EMA of the MACD Line otherwise known as the Signal Line. 9 Days is the default.