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Version: v5

macd

Calculate the Moving Average Convergence Divergence (MACD) oscillator.

Examples​

from openbb import obb
# MACD(12,26,9) on daily TSLA.
data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').results
macd = obb.technical.macd(data=data, fast=12, slow=26, signal=9)
# MACD with short windows for mock data.
obb.technical.macd(data=[{'date': '2023-01-02', 'open': 110.0, 'high': 120.0, 'low': 100.0, 'close': 115.0, 'volume': 10000.0}, {'date': '2023-01-03', 'open': 165.0, 'high': 180.0, 'low': 150.0, 'close': 172.5, 'volume': 15000.0}, {'date': '2023-01-04', 'open': 146.67, 'high': 160.0, 'low': 133.33, 'close': 153.33, 'volume': 13333.33}, {'date': '2023-01-05', 'open': 137.5, 'high': 150.0, 'low': 125.0, 'close': 143.75, 'volume': 12500.0}, {'date': '2023-01-06', 'open': 132.0, 'high': 144.0, 'low': 120.0, 'close': 138.0, 'volume': 12000.0}], fast=2, slow=3, signal=1)

Parameters​

data: Data | DataFrame | Series | dict | list | list[DataFrame] | list[Data] | list[Series] | ndarray
Input price series.

target: str
Default: close
Column to compute MACD on.

index: str
Default: date
Index column name in data.

fast: int
Default: 12
Fast EMA window.

slow: int
Default: 26
Slow EMA window.

signal: int
Default: 9
Signal-line EMA window.

chart: bool
Default: False
Whether to create a chart or not, by default False.

Returns​

results: list[MacdData]

Serializable results.

provider: str

Provider name.

warnings: Optional[list[Warning_]]

List of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

Data​

date: date | datetime | str
Observation date.

macd: float
MACD line — fast EMA minus slow EMA.

signal: float
Signal line — EMA of MACD.

histogram: float
MACD minus signal.

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