- OpenBacktesting
- Indicator catalog
- Fixed-period MACD (ta.macdfix)
Fixed-period MACD (ta.macdfix)¶
Fix the fast and slow periods at 12 and 26; only the signal period is adjustable.
Indicator catalog · How to use indicators
Run this example¶
This complete script uses bundled data. It observes the selected output without placing trades.
import numpy as np
from openbacktesting import Backtest, Strategy
from openbacktesting.test import GOOG
data = GOOG.copy()
class Example(Strategy):
def init(self):
self.value = self.ta.macdfix(self.close)
self.latest_value = None
def next(self):
channel = self.value.macd
if channel.valid[-1]:
self.latest_value = float(channel[-1])
result = Backtest(data, Example).run()
print(result["_strategy"].latest_value)
Call and parameters¶
Register in init(). Read the returned channel in next() after checking valid[-1].
| Parameter | Meaning | Type | Default | Allowed values |
|---|---|---|---|---|
signal |
Signal-line smoothing period in bars. | int |
9 |
Minimum: 1 |
source/named source arguments accept a column name or same-run single-channel handle. Alternatively, inputs maps each input below to a column or handle. backend selects a supported implementation; required_outputs selects channels for readiness diagnostics. See shared arguments and handles.
Inputs and outputs¶
Required inputs: close.
| Channel | Meaning |
|---|---|
macd |
Macd output |
histogram |
Difference between the main and signal lines |
signal |
Signal line |
Reading values safely¶
Insufficient history or missing inputs can make a channel invalid. Check that channel's valid mask; ready is diagnostic and never suppresses next(). Multi-output results may have different valid channels on the same bar.