MACDFix

Summary

MACDFix is RTTA's fixed-period MACD wrapper: EMA periods are locked at the classic 12/26 fast/slow lengths while the signal period remains configurable. It is a thin convenience layer over MACD.

Update API

result = rtta.MACDFix(signal=9, fillna=False).update(close)

update(close) returns macd, signal, histogram via the underlying MACD result struct. advance(close) and last() delegate to the inner MACD.

Theory Of Operation

Many charting APIs expose "MACD Fix" as MACD with non-adjustable 12/26 averages (signal still free). RTTA implements that by constructing

MACD(a=12, b=26, c=signal, fillna=fillna)

and forwarding every update. Numerically and semantically the indicator is identical to calling MACD(12, 26, signal, fillna) directly.

Recurrence

With fixed \(a=12\), \(b=26\), and configurable signal length \(c\):

Warm-up when fillna=False matches MACD: NaN until \(\max(12,26)+c = 26+c\) samples. Nested EMAs use fillna=True so state is always defined.

Implementation Notes

• Implemented in src/rtta/indicator.cpp in class MACDFix as a member MACD macd_(12, 26, signal, fillna).
• Batch helper: batch_macd_fix.
• See also MACD and MACDExt.

Reference

• StockCharts — MACD
• TA-Lib MACDFIX