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Hi,
I'm wondering if the the MACD indicator in QC is compliant with MACD on others brokers.
So I use MACD with a Exponential Moving Average on USDJPY and I get values for Fast and Slow that are in the scale of the USDJPY spot so around 100, if the spot of the forex is around 100.
But if I look at the values of the MACD in my broker I see for the same security values being more close to 0 with the same security, and actually on all security I tried.
So is the MACD in QC really true to the accepted formula ?
Alexandre Catarino
In QuantConnect Lean, MACD has four public members: Current, Signal, Fast and Slow. If we take the "default" MACD: MACD(12, 26, 9), Fast is EMA(12, Close), Slow is EMA(26, Close), Current is Fast - Slow and Signal is EMA(9, Current).
Therefore, when comparing against other brokerages/software, there comparable variables the indicator itself and Signal:
Plot("MACD", _macd, _macd.Signal);By the way, please take a look at the following thread:
Major Discrepancies between Indicators from QC and other sites
David Mabs
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