MACD: o indicador e a estratégia automatizável.

The MACD seems intimidating at first — three elements, two numbers, a histogram — but the core idea is simple: it measures whether the trend is accelerating or decelerating by comparing two moving averages. After this guide, you'll understand each part and have the code to automate the classic strategy.

01What is the MACD

MACD stands for Moving Average Convergence Divergence, created by Gerald Appel in the late 1970s. It's simultaneously a trend and momentum indicator. It has three components:

• MACD Line: the difference between the 12-period exponential moving average (EMA) and the 26-period. When the fast is above the slow, it's positive (bullish momentum).
• Signal Line: a 9-period EMA of the MACD line itself. Serves as a trigger.
• Histograma: a diferença between a linha MACD e a linha de sinal. Mostra a força do movimento visualmente.

02Os sinais do MACD

1. Line crossover (the classic)

The most used signal: when the MACD line crosses the signal line upward → buy. When it crosses downward → sell. The foundation of the automatable strategy.

2. Zero line crossover

When the MACD line crosses zero upward, the fast average passed the slow — confirmation of uptrend. Downward, downtrend. Slower, but more reliable than the line crossover.

3. Histograma

The histogram grows when momentum accelerates and shrinks when it decelerates. Decreasing histogram (even if still positive) warns that the rally is losing strength — anticipates the crossover.

4. Divergences

Como no RSI, divergência between preço e MACD é poderosa: preço faz topo mais alto, MACD faz topo mais baixo → enfraquecimento, possível reversal.

03Coding the MACD

//@version=5
strategy("MACD Cruzamento", overlay=false)

rapida = input.int(12, "EMA Rápida")
lenta  = input.int(26, "EMA Lenta")
sinal  = input.int(9,  "Linha de Sinal")

[macdLine, signalLine, hist] = ta.macd(close, rapida, lenta, sinal)

plot(macdLine, "MACD", color=color.blue)
plot(signalLine, "Sinal", color=color.orange)
plot(hist, "Histograma", style=plot.style_histogram,
     color=hist >= 0 ? color.green : color.red)

// strategy: line crossover
if ta.crossover(macdLine, signalLine)
    strategy.entry("Compra", strategy.long)
if ta.crossunder(macdLine, signalLine)
    strategy.close("Compra")

import pandas as pd

def calcular_macd(precos, rapida=12, lenta=26, sinal=9):
    ema_rapida = precos.ewm(span=rapida, adjust=False).mean()
    ema_lenta  = precos.ewm(span=lenta,  adjust=False).mean()
    macd_line   = ema_rapida - ema_lenta
    signal_line = macd_line.ewm(span=sinal, adjust=False).mean()
    histograma  = macd_line - signal_line
    return macd_line, signal_line, histograma

macd, sinal_l, hist = calcular_macd(df["close"])

# detecta cruzamento de alta no último candle
cruzou_cima = (macd.iloc[-2] < sinal_l.iloc[-2]) and \
              (macd.iloc[-1] > sinal_l.iloc[-1])
if cruzou_cima:
    print("MACD cruzou for cima — sinal de compra")

04Melhorando a estratégia

Pure MACD crossover generates many false signals. Filters that greatly improve:

• Filtro de trend: só compre se o preço está above da média de 200, e MACD cruzou for cima.
• Filtro de linha zero: só valide o cruzamento se acontecer above de zero (já em trend de alta).
• Confirmação com RSI: cruzamento de MACD + RSI above de 50 = sinal mais forte.

05Preguntas frecuentes