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# Gerald Appel's Moving Average Convergence Divergence (MACD) Pro (v5.00)
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Quantitative Universal Multi-Algorithm MACD & Volume-Weighted Momentum Suite
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---
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## 1. Summary (Introduction)
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**MACD Pro** is an institutional-grade trend-following momentum oscillator developed by technical analyst Gerald Appel. It evaluates the relationship between two moving averages of price to identify trend direction, momentum acceleration, and structural inflection points.
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While standard platform MACDs restrict calculations to fixed exponential averages on raw close prices, **MACD Pro provides universal algorithmic modularity**:
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* **Universal Algorithm Selection:** Fast, Slow, and Signal smoothing lines can independently utilize all eight moving average models (SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA, and Volume-Weighted VWMA).
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* **Volume-Weighted Momentum (VWMA-MACD):** Incorporates real trade volume (`VOLUME_REAL`) or tick volume (`VOLUME_TICK`) into moving average calculations, filtering out low-liquidity false breakouts.
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* **Tri-Plot Visual Suite:** Displays the MACD Line, Signal Line, and difference Histogram together in a unified subwindow.
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* **Unified 2026 MTF Framework:** Higher-timeframe MACD curves (e.g., H1 or H4) map onto lower-timeframe execution charts (M1, M5, M15) with flat, non-warping steps via `DataSync_Tools.mqh`.
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* **Synthetic Heikin Ashi Support:** Fully compatible with filtered Heikin Ashi price series via `CMACDCalculator_HA` composition.
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```text
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┌────────────────────────────────────────────────────────────────────────┐
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│ MACD TRI-PLOT ARCHITECTURE │
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├──────────────────────┬────────────────────────┬────────────────────────┤
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│ Output Plot │ Color Code │ Core Role │
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├──────────────────────┼────────────────────────┼────────────────────────┤
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│ Histogram Difference │ clrSilver (Width:1) │ Momentum Acceleration │
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│ MACD Line │ clrDodgerBlue (Width:2)│ Fast - Slow Spread │
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│ Signal Trigger Line │ clrOrangeRed (Width:1) │ Smoothed Trigger Line │
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└──────────────────────┴────────────────────────┴────────────────────────┘
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```
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---
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## 2. Mathematical Foundations & Convergence Mechanics
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```text
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FAST MOVING AVERAGE: MA( Price, Period = P_Fast )
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SLOW MOVING AVERAGE: MA( Price, Period = P_Slow )
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│
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▼
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MACD Line = Fast MA - Slow MA
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│
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▼
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Signal Line = MA( MACD Line, Period = P_Signal )
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│
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▼
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Histogram = MACD Line - Signal Line
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```
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### 2.1. Fast & Slow Moving Average Calculation
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Given input price series $P_t$:
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$$\text{Fast MA}_t = \mathcal{MA}\left( P, \text{Period} = P_{\text{Fast}}, \text{Type} = \text{InpSourceMAType} \right)$$
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$$\text{Slow MA}_t = \mathcal{MA}\left( P, \text{Period} = P_{\text{Slow}}, \text{Type} = \text{InpSourceMAType} \right)$$
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*where standard parameters are $P_{\text{Fast}} = 12$ and $P_{\text{Slow}} = 26$.*
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---
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### 2.2. The MACD Line Formulation
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The MACD Line measures the absolute spread between the short-term and long-term moving averages:
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$$\text{MACD}_t = \text{Fast MA}_t - \text{Slow MA}_t$$
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---
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### 2.3. The Signal Line Smoothing
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The Signal Line is generated by smoothing the MACD Line over period $P_{\text{Signal}} = \text{InpSignalPeriod}$ (default: $9$):
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$$\text{Signal}_t = \mathcal{MA}\left( \text{MACD}, \text{Period} = P_{\text{Signal}}, \text{Type} = \text{InpSignalMAType} \right)$$
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---
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### 2.4. The MACD Difference Histogram
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The histogram reflects the instantaneous rate of convergence or divergence between the MACD Line and the Signal Line:
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$$\text{Histogram}_t = \text{MACD}_t - \text{Signal}_t$$
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---
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### 2.5. Volume-Weighted MACD Model (VWMA-MACD)
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When `InpSourceMAType = VWMA`, moving averages weight prices directly proportional to transacted trade volume ($V_k$):
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$$\text{Fast VWMA}_t = \frac{\sum_{k=0}^{P_{\text{Fast}}-1} P_{t-k} \cdot V_{t-k}}{\sum_{k=0}^{P_{\text{Fast}}-1} V_{t-k}}, \quad\quad \text{Slow VWMA}_t = \frac{\sum_{k=0}^{P_{\text{Slow}}-1} P_{t-k} \cdot V_{t-k}}{\sum_{k=0}^{P_{\text{Slow}}-1} V_{t-k}}$$
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$$\text{VWMA-MACD}_t = \text{Fast VWMA}_t - \text{Slow VWMA}_t$$
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---
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## 3. MQL5 Architecture & Engineering Standards
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```text
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┌────────────────────────────────────────────────────────┐
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│ MovingAverage_Engine.mqh │
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│ (Core Universal Math: 8 MA Types & VWMA) │
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└──────────────────────────┬─────────────────────────────┘
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│ Powers Fast, Slow & Signal MAs
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▼
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┌────────────────────────────────────────────────────────┐
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│ MACD_Calculator.mqh │
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│ (Fast/Slow Convergence, Signal & Histogram Engine) │
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├──────────────────────────┬─────────────────────────────┤
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│ Volume Routing Layer │ Composition Engine │
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│ • Real Volume Support │ • CMACDCalculator_HA │
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│ • Tick Volume Fallback │ • Leak-Free Destructors │
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└──────────────────────────┴─────────────────────────────┘
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│ Outputs MACD, Signal, Histogram
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▼
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┌────────────────────────────────────────────────────────┐
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│ MACD_Pro.mq5 │
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│ (Unified Wrapper: Native Timeframe & MTF Engine) │
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├──────────────────────────┬─────────────────────────────┤
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│ Direct Mode (O(1)) │ Synchronized MTF Pipeline │
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│ • Current Timeframe │ • DataSync_Tools Daemon │
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│ • 3 Output Plots │ • Staircase Flat-Force │
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└──────────────────────────┴─────────────────────────────┘
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```
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1. **3-Engine Composition Architecture:** `CMACDCalculator` coordinates three internal `CMovingAverageCalculator` engines (`m_fast_ma_engine`, `m_slow_ma_engine`, `m_signal_ma_engine`) with zero heap memory leaks.
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2. **Full VWMA Volume Routing:** Volume arrays (`h_vol[]` in MTF and `volume[]` in Native) are routed into Fast, Slow, and Signal smoothing pipelines.
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3. **2026 MTF Framework with Staircase Solution:**
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* Asynchronous 1-second timer daemon (`OnTimerUpdate`) ensures higher-timeframe data synchronization without UI lag.
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* Dynamic staircase anchor (`first_bar_of_forming_htf`) synchronizes all lower-timeframe sub-bars belonging to the active higher-timeframe candle.
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---
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## 4. Parameters Reference
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### Timeframe Settings
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* `InpTimeframe` (*default: `PERIOD_CURRENT`*): Calculation timeframe. When set to `PERIOD_CURRENT`, it operates in native zero-lag mode. When set to a higher timeframe (e.g., `PERIOD_H1`, `PERIOD_D1`), it activates the synchronized MTF engine.
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### MACD Core Settings
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* `InpFastPeriod` (*default: `12`*): Lookback period ($P_{\text{Fast}}$) for the fast moving average.
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* `InpSlowPeriod` (*default: `26`*): Lookback period ($P_{\text{Slow}}$) for the slow moving average.
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* `InpSignalPeriod` (*default: `9`*): Lookback period ($P_{\text{Signal}}$) for the signal line.
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* `InpSourceMAType` (*default: `EMA`*): Smoothing algorithm for Fast and Slow lines (`SMA`, `EMA`, `SMMA`, `LWMA`, `TMA`, `DEMA`, `TEMA`, `VWMA`).
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* `InpSignalMAType` (*default: `EMA`*): Smoothing algorithm for the Signal line.
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* `InpSourcePrice` (*default: `PRICE_CLOSE_STD`*): Price series source (Supports all 7 Standard and 7 Heikin Ashi modes).
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### Visual Settings - MACD Line
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* `InpColorMACD` (*default: `clrDodgerBlue`*): MACD Line color (Width: 2, Solid).
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* `InpStyleMACD` (*default: `STYLE_SOLID`*): Line style of the MACD Line.
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* `InpWidthMACD` (*default: `2`*): Line thickness.
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### Visual Settings - Signal Line
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* `InpColorSignal` (*default: `clrOrangeRed`*): Signal Line color (Width: 1, Solid).
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* `InpStyleSignal` (*default: `STYLE_SOLID`*): Line style of the Signal Line.
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* `InpWidthSignal` (*default: `1`*): Line thickness.
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### Visual Settings - Histogram
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* `InpColorHist` (*default: `clrSilver`*): Histogram difference color (Width: 1, Solid).
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* `InpStyleHist` (*default: `STYLE_SOLID`*): Histogram bar style.
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* `InpWidthHist` (*default: `1`*): Histogram bar width.
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---
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## 5. Quantitative Trading Playbooks
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```text
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┌────────────────────────────────────────────────────────────────────────┐
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│ MACD TRADING PLAYBOOKS │
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├────────────────────────────────────────────────────────────────────────┤
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│ 1. Centerline Regime Cross: MACD Line > 0 = Bullish Macro Momentum. │
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│ MACD Line < 0 = Bearish Macro Momentum. │
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│ 2. Signal Line Crossover: MACD Line crosses Signal Line in direction │
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│ of the 0.0 baseline bias. │
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│ 3. Histogram Acceleration: Expanding histogram bars confirm impulse │
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│ momentum; contracting bars warn exhaustion.│
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└────────────────────────────────────────────────────────────────────────┘
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```
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### 5.1. The 0.0 Centerline Macro Regime Filter
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* **Bullish Regime:** When `MACD Line > 0.0`, the Fast MA is trading above the Slow MA $\rightarrow$ Macro market markup is active. Focus on long continuation setups.
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* **Bearish Regime:** When `MACD Line < 0.0`, the Fast MA is trading below the Slow MA $\rightarrow$ Macro markdown is active. Focus on short setups.
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### 5.2. Signal Line Crossovers (MACD / Signal)
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* **Bullish Entry Trigger:** `MACD Line > 0.0` AND `MACD Line` crosses **above Signal Line** $\rightarrow$ High-probability long trend entry.
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* **Bearish Entry Trigger:** `MACD Line < 0.0` AND `MACD Line` crosses **below Signal Line** $\rightarrow$ High-probability short trend entry.
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### 5.3. Multi-Timeframe Macro Confluence
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* Attach an **H1-calculated MACD Pro** onto an **M5 execution chart**.
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* **Rule:** Only take M5 long breakout/pullback entries when **H1 MACD Line is above 0.0 AND above its H1 Signal Line**. This ensures that intraday execution aligns with macro institutional volume momentum.
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---
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## 6. Indicator Buffer Map (For Developers & EA Integration)
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| Buffer Index | Name | Type | Description |
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| :---: | :---: | :--- | :--- |
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| **0** | `BufferMACD_Histogram` | `INDICATOR_DATA` | Histogram Difference Plot ($\text{MACD} - \text{Signal}$) |
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| **1** | `BufferMACDLine` | `INDICATOR_DATA` | Main MACD Line ($\text{Fast MA} - \text{Slow MA}$) |
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| **2** | `BufferSignalLine` | `INDICATOR_DATA` | Smoothed Signal Line ($\mathcal{MA}(\text{MACD})$) |
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*All buffers strictly maintain non-series chronological order (`ArraySetAsSeries = false`), ensuring instant compatibility with Expert Advisors and scanner dashboards via `iCustom()`.*
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