Moving Average Convergence Divergence (MACD)
Calculate the Moving Average Convergence Divergence (MACD) indicator for a given price series.
The Moving Average Convergence Divergence (MACD) is a trend-following momentum indicator that shows the relationship between two moving averages of a security’s price. It consists of the MACD line, signal line, and MACD histogram.
The formula is as follows:
\[\text{MACD Line} = \text{Short-term EMA} - \text{Long-term EMA}\] \[\text{Signal Line} = \operatorname{SMA}(\text{MACD Line})\]Also known as: MACD, momentum indicator.
No programming experience? With the Finance Toolkit MCP server, AI assistants such as Claude and ChatGPT can calculate the Moving Average Convergence Divergence (MACD) for you. Just ask in plain English.
Calculate the Moving Average Convergence Divergence (MACD) in Python
The Moving Average Convergence Divergence (MACD) is available in the Technicals module of the open-source Finance Toolkit. Install it with:
pip install financetoolkit -U
Then call get_moving_average_convergence_divergence as shown below.
from financetoolkit import Toolkit
toolkit = Toolkit(tickers=["AAPL", "MSFT"])
toolkit.technicals.get_moving_average_convergence_divergence().xs("AAPL", level=1, axis="columns")
Which returns:
| Date | MACD Line | Signal Line |
|---|---|---|
| 2026-06-18 | 1.1803 | 3.2153 |
| 2026-06-22 | 0.9697 | 2.7662 |
| 2026-06-23 | 0.5776 | 2.3285 |
| 2026-06-24 | 0.1664 | 1.8961 |
| 2026-06-25 | -1.588 | 1.1993 |
| 2026-06-26 | -2.2559 | 0.5082 |
| 2026-06-29 | -2.9163 | -0.1767 |
| 2026-06-30 | -2.7926 | -0.6999 |
| 2026-07-01 | -2.2633 | -1.0125 |
| 2026-07-02 | -0.6862 | -0.9473 |
Parameters
get_moving_average_convergence_divergence accepts the following parameters:
- period (str, optional): The time period to consider for historical data. Can be “daily”, “weekly”, “quarterly”, or “yearly”. Defaults to “daily”.
- close_column (str, optional): The column name for closing prices in the historical data. Defaults to “Adj Close”.
- short_window (int, optional): The number of periods for the shorter moving average. Defaults to 12.
- long_window (int, optional): The number of periods for the longer moving average. Defaults to 26.
- signal_window (int, optional): The number of periods for the signal line. Defaults to 9.
- rounding (int | None, optional): The number of decimals to round the results to. Defaults to 4.
- growth (bool, optional): Whether to calculate the growth of the MACD and signal values. Defaults to False.
- lag (int | list[int], optional): The lag to use for the growth calculation.
- standardize (bool, optional): Whether to standardize (Z-Score) the result. When combined with growth=True, standardizes the growth values instead of the raw values. Defaults to False. Defaults to 1.
Related Momentum Indicators
The Technicals module page introduces the module, and the sidebar lists all of its functions.