Moving Average Convergence/Divergence

MACD is a trend-following momentum indicator that shows the relationship between two EMAs.

Method

tm.ta.macd(source, fastperiod, slowperiod, signalperiod)

Inputs

Parameter	Argument type	Description	Default Value
source	pd.Series	Input data series	-
fastperiod	int	Fast period for the indicator	12
slowperiod	int	Slow period for the indicator	26
signalperiod	int	Signal period for the indicator	9

Outputs

Note

The outputs are returned as a tuple of objects. Make sure to unpack them as shown in the example usage.

Output	Type
macd	np.ndarray
macdsignal	np.ndarray
macdhist	np.ndarray

Example usage

strategy.py

import tradomate as tm

@tm.strategy()
def my_strategy(config: tm.TradomateConfig, data: tm.TradomateData):

    # Trying out Moving Average Convergence/Divergence
    macd, macdsignal, macdhist = tm.ta.macd(data.close, fastperiod=12, slowperiod=26, signalperiod=9)

    # Get the last value and print
    last_value = macd.iloc[-1]
    tm.log(f"Last value of Moving Average Convergence/Divergence is {last_value}")

    # Plot the values of macd
    tm.plot(macd, title="Moving Average Convergence/Divergence", overlay=False)