Engineering Alpha

Engineering Alpha

The Hull MACD Oscillator.

Coding a Modified MACD in Python.

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Feb 03, 2022
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The MACD is a famous technical oscillator that is composed of the difference between two exponential moving averages which are used in trend-following strategies. The composition of the MACD leaves a lot of room for optimization and tweaks, among them, changing the moving average type. In this article, we will create a MACD using Hull moving averages bu…

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