Moving Average Convergence/Divergence (MACD)
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Syntax
[MACDLine,SignalLine] = macd(Data)
Description
[MACDLine,SignalLine] = macd(Data) calculates the Moving Average Convergence/Divergence (MACD) line from the series of data and the nine-period exponential moving average from the MACDLine.
Examples
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Calculate the Moving Average Convergence/Divergence for a Stock
Open Live Script
Load the file SimulatedStock.mat, which provides a timetable (TMW) for financial data for TMW stock.
load SimulatedStock.mat[MACDLine, signalLine]= macd(TMW);plot(MACDLine.Time,MACDLine.Close,signalLine.Time,signalLine.Close);legend('MACDLine','NinePerMA')title('MACD for TMW')
Input Arguments
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Data — Data with high, low, open, close information
matrix | table | timetable
Data with high, low, open, close information, specified as a matrix, table, or timetable. For matrix input, Data is an M-by-4 matrix of high, low, opening, and closing prices. Timetables and tables with M rows must contain variables named 'High', 'Low', 'Open', and 'Close' (case insensitive).
Data Types: double | table | timetable
Output Arguments
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MACDLine — MACD series
matrix | table | timetable
MACD series, returned with the same number of rows (M) and type (matrix, table, or timetable) as the input Data. The MACDLine is calculated by subtracting the 26-period (7.5%) exponential.
SignalLine — Nine-period exponential series
matrix | table | timetable
Nine-period exponential series, returned with the same number of rows (M) and type (matrix, table, or timetable) as the input Data. The nine-period (20%) exponential moving average of the MACDLine is used as the SignalLine.
More About
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MACD
The MACD is calculated by subtracting the 26-period (7.5%) exponential moving average from the 12-period (15%) moving average.
The nine-period (20%) exponential moving average of the MACD line is used as the "signal" line. When the two lines are plotted, they can give you indications on when to buy or sell a stock, when overbought or oversold is occurring, and when the end of trend may occur. For example, when the MACD and the 20-day moving average line have crossed and the MACD line becomes below the other line, it is time to sell.
References
[1] Achelis, S. B. Technical Analysis from A to Z. Second Edition. McGraw-Hill, 1995, pp. 166–168.
Version History
Introduced before R2006a
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R2023a: fints support removed for Data input argument
fints object support for the Data input argument is removed.
R2022b: Support for negative price data
The Data input accepts negative prices.
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