Back to Community
MACD exponential or weighted?

hello,

How is the MACD that Quantopian provides calculated?

Is it exponential, weighted, wilders, what?!?

4 responses

You may choose whatever you want.

def MACD(prices, fastperiod=9, fastmatype=1, slowperiod=80, slowmatype=1, signalperiod=3, signalmatype=1):  
    macd, signal, hist = talib.MACDEXT(prices,  
                                       fastperiod=fastperiod,  
                                       slowperiod=slowperiod,  
                                       signalperiod=signalperiod,  
                                       fastmatype=fastmatype,  
                                       slowmatype=slowmatype,  
                                       signalmatype=signalmatype)  
    return macd[-1]

# list of values for the Moving Average Type:  
#0: SMA (simple)  
#1: EMA (exponential)  
#2: WMA (weighted)  
#3: DEMA (double exponential)  
#4: TEMA (triple exponential)  
#5: TRIMA (triangular)  
#6: KAMA (Kaufman adaptive)  
#7: MAMA (Mesa adaptive)  
#8: T3 (triple exponential T3)  

You do not need .
But you may try whatever you want:

def MA(prices, maperiod=9, matype=1):  
    ma = talib.MA(prices, maperiod=maperiod,matype=matype)  
    return ma[-1]


Tipical settings are EMA 12, EMA 26, EMA 9.
Good place to find more about MACD