MACD Trend System
Treat MACD line vs signal line (and optional histogram sign) as a trend state — an EMA-difference crossover with a built-in oscillator view.
Definition
MACD = EMA_fast − EMA_slow; signal = EMA of MACD. Long when MACD > signal (and sometimes > 0). It is a dual-EMA cross in another suit, plus a level that tells you if the trend is above or below a zero regime.
Why it matters
Desks already speak MACD. As a CTA signal it needs the same vol sizing as any other cross; the histogram is not a third uncorrelated factor.
Case
A zero-line reject that looks like a ‘MACD divergence’ and is just a range. Divergence overlays on a CTA are how systematic books grow discretion.
How to read it
Defaults (12/26/9) vs your horizon. If you tune all three plus a histogram filter, you have an overfit oscillator, not a century-robust trend.