11 — Trend & Momentum

MACD#

✓ Mathematical
◆ The PatternMACD Line = EMA(12) − EMA(26).

The Moving Average Convergence Divergence — Gerald Appel's trend-momentum hybrid (1979).

MACD Line = EMA(12) − EMA(26)
Signal Line = EMA(9) of MACD
Histogram = MACD − Signal
Three signals:
1. Signal crossover: MACD crosses above Signal → buy; below → sell
2. Zero-line crossover: MACD crosses above zero → bullish trend
3. Divergence: Price makes new high but MACD doesn't → weakening momentum

The histogram shows the rate of change of the MACD/Signal relationship — when bars shrink, a crossover is coming.

Pattern bridge: The difference between two EMAs is a residual — what the fast signal sees that the slow one doesn’t.
Performance in practice
  • MACD signal line crossovers generate ~60% winning trades in trending markets but ~40% in ranging — the key is filtering with ADX (only trade MACD when ADX > 25)
  • MACD histogram divergence is one of the most reliable early warning signals — appearing 1-3 bars before actual reversals
  • Default 12/26/9 settings were designed for weekly charts in the 1970s. Many modern traders use 8/17/9 for faster signals on daily charts
When to use this
Use when: Trending markets with clear directional moves. As a momentum confirmation alongside price action. Histogram divergences for early reversal warnings. Medium-term swing trading.
Skip when: Choppy, range-bound markets (many false signals). Very short timeframes (1-5 min). When you need a leading indicator — MACD is lagging by design. As your sole entry trigger.
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