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MACD Fast And Slow values

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 ?

 

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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

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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