MacdFix

MACD Fix (MACDFIX) — the classic MACD with the fast and slow EMAs fixed at 12 and 26, leaving only the signal period configurable.

Quick reference

Field	Value
Family	Trend & Directional
Input type	f64 (single close)
Output type	MacdOutput { macd, signal, histogram }
Output range	unbounded; histogram = macd − signal
Default parameters	signal is required (fast/slow fixed at 12/26)
Warmup period	same as MacdIndicator::new(12, 26, signal)
Interpretation	The standard 12/26 MACD; only the signal smoothing is tunable.

Formula

macd      = EMA(close, 12) − EMA(close, 26)
signal    = EMA(macd, signal_period)
histogram = macd − signal

MacdFix is exactly MacdIndicator::new(12, 26, signal), packaged as a single-parameter constructor for the overwhelmingly common 12/26 case. The output is the usual MacdOutput triple. See crates/wickra-core/src/indicators/macd_fix.rs.

Parameters

Name	Type	Default	Valid range	Description	Source
signal	usize	none	>= 1	Signal-line EMA period (the classic value is 9). signal = 0 errors with Error::PeriodZero.	macd_fix.rs:37

The fast (12) and slow (26) EMA periods are fixed and not configurable; use MacdIndicator if you need to change them.

Inputs / Outputs

From crates/wickra-core/src/indicators/macd_fix.rs:

use wickra::{Indicator, MacdFix};
use wickra::MacdOutput;
// MacdFix: Input = f64, Output = MacdOutput
const _: fn(&mut MacdFix, f64) -> Option<MacdOutput> = <MacdFix as Indicator>::update;

In Python update returns a (macd, signal, histogram) tuple (or None during warmup) and batch returns an (n, 3) numpy.ndarray. In Node update returns a { macd, signal, histogram } object and batch a flat Array<number> of length n · 3.

Warmup

MacdFix::new(signal).warmup_period() equals MacdIndicator::new(12, 26, signal).warmup_period() — the slow EMA must seed and then the signal EMA must seed on top of it. The unit test accessors_report_config pins this equality directly.

Edge cases

• Equivalence to MacdIndicator. MacdFix::new(s) produces output identical to MacdIndicator::new(12, 26, s) on the same series. The unit test matches_macd_with_fixed_periods pins this.
• Zero signal. MacdFix::new(0) returns Err(Error::PeriodZero). The unit test rejects_zero_signal pins this.
• Constant series. Once warmed, a flat price gives macd = 0, signal = 0, histogram = 0 (both EMAs converge to the constant). See the example below.
• Reset. m.reset() clears all three EMA states. The unit test reset_clears_state pins this.

Examples

Rust

use wickra::{BatchExt, Indicator, MacdFix};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let mut m = MacdFix::new(9)?;
    let out = m.batch(&[100.0; 60]);
    println!("{:?}", out.last().unwrap());
    Ok(())
}

Output:

Some(MacdOutput { macd: 0.0, signal: 0.0, histogram: 0.0 })

On a constant series both the 12- and 26-period EMAs converge to 100, so macd = 0, the signal EMA of zero is 0, and histogram = 0. On real data the three lines diverge; the histogram = macd − signal identity always holds.

Python

import numpy as np
import wickra as ta

m = ta.MacdFix(9)
out = m.batch(np.full(60, 100.0))   # (60, 3) array
print(out[-1])   # last row: macd, signal, histogram

Output:

[0. 0. 0.]

Node

const ta = require('wickra');
const m = new ta.MacdFix(9);
let last = null;
for (let i = 0; i < 60; i++) last = m.update(100);
console.log(last);

Output:

{ macd: 0, signal: 0, histogram: 0 }

Interpretation

MacdFix is the textbook MACD(12, 26, 9) momentum oscillator. Read it the standard way: macd crossing its signal line is the primary trade trigger, the histogram (their difference) shows momentum building or fading, and macd crossing zero marks the fast/slow EMA crossover. Use MacdFix when you want the canonical configuration without spelling out 12, 26; use MacdIndicator when you need non-standard fast/slow lengths.

Common pitfalls

• Expecting to change fast/slow. They are fixed at 12/26 by design; reach for MacdIndicator to vary them.
• Comparing histograms across instruments. MACD is in price units, so its scale depends on the instrument; normalise (e.g. by ATR) before comparing.

References

Gerald Appel's MACD (1979); the fixed-12/26 packaging matches TA-Lib's MACDFIX.

See also

• Indicator-MacdIndicator — the fully configurable MACD.
• Indicator-MacdExt — MACD with selectable moving-average types.
• Indicators-Overview — the full taxonomy.