Moving Average Convergence Divergence

Moving Average Convergence Divergence (MACD) is a trend-following momentum indicator that shows the relationship between two moving averages of prices. As a lower indicator, MACD appears in a separate panel below the price chart, using three components – the MACD line, signal line, and histogram – to reveal changes in strength, direction, and momentum of a trend. For option traders, MACD excels at identifying when trends are gaining or losing steam, helping time entries for selling premium when momentum shifts are likely. Unlike simple overbought/oversold indicators, MACD captures both trend and momentum, making it invaluable for avoiding trades against strong directional moves.

How MACD Works

MACD uses three calculated components:

The Three Elements

  1. MACD Line: 12-period EMA minus 26-period EMA
  2. Signal Line: 9-period EMA of the MACD line
  3. Histogram: MACD line minus Signal line

These work together to show momentum changes.

Standard Settings (12, 26, 9)

  • 12 EMA: Fast moving average (responsive)
  • 26 EMA: Slow moving average (smooth)
  • 9 Signal: Trigger line for trades

Can be adjusted but defaults work well for most timeframes.

Reading MACD Signals

As a lower indicator, MACD provides clear visual signals:

Centerline Crosses

MACD above zero: 12 EMA > 26 EMA (bullish)

MACD below zero: 12 EMA < 26 EMA (bearish)

Signal Line Crosses

MACD crosses above signal: Bullish momentum shift

  • New uptrend potentially starting
  • Put selling opportunities developing
  • Wait for confirmation

MACD crosses below signal: Bearish momentum shift

  • New downtrend potentially starting
  • Call selling opportunities developing
  • Momentum weakening

MACD Histogram

The histogram visualizes momentum strength:

Reading the Histogram

  • Growing positive bars: Bullish momentum accelerating
  • Shrinking positive bars: Bullish momentum waning
  • Growing negative bars: Bearish momentum accelerating
  • Shrinking negative bars: Bearish momentum waning

The histogram often turns before price, providing early warnings.

Histogram Trading Signals

Peak and Trough Formation:

  • Histogram peaks = momentum exhaustion up
  • Consider selling calls
  • Histogram troughs = momentum exhaustion down
  • Consider selling puts

Watch for histogram divergences with price.

MACD Divergences

The most powerful MACD signals:

Bullish Divergence

Price makes lower low, MACD makes higher low:

  • Downward momentum weakening
  • Reversal likely upward
  • Prime put selling setup
  • Often occurs at major bottoms

Bearish Divergence

Price makes higher high, MACD makes lower high:

  • Upward momentum weakening
  • Reversal likely downward
  • Prime call selling setup
  • Often occurs at major tops

Multiple divergences increase reliability.

MACD for Option Strategies

Applying this lower indicator to options:

Weekly Option Timing

Put Selling Setup:

  1. MACD histogram bottoming (momentum exhaustion)
  2. MACD line hooking up from below signal
  3. Price near support level
  4. Sell OTM puts for reversal

Call Selling Setup:

  1. MACD histogram topping (momentum exhaustion)
  2. MACD line rolling over from above signal
  3. Price near resistance level
  4. Sell OTM calls for reversal

Trend Confirmation

Strong uptrend characteristics:

  • MACD stays above zero
  • Pullbacks find support at signal line
  • Histogram stays mostly positive
  • Only sell puts on pullbacks

MACD Settings for Different Timeframes

Adjust this lower indicator for your options:

Timeframe Matching

  • 5-minute chart: Day trading (3, 10, 16)
  • Hourly chart: Weekly options (12, 26, 9)
  • Daily chart: Monthly options (12, 26, 9)
  • Weekly chart: LEAPS (6, 13, 5)

Faster settings = more signals but more noise.

Custom Settings

Fast MACD (6, 13, 5):

  • More responsive
  • Weekly option traders
  • More false signals
  • Requires confirmation

Slow MACD (24, 52, 18):

  • Major trend changes only
  • Position traders
  • Fewer but stronger signals
  • Less management needed

Combining MACD with Price Action

This lower indicator works best with context:

MACD + Support/Resistance

  • MACD bullish cross at support
  • Double confirmation for puts
  • Higher probability reversal
  • Clear stop levels

MACD + Moving Averages

  • MACD above zero + price above 50 MA
  • Strong bullish alignment
  • Only sell puts
  • Trend is your friend

MACD + RSI

  • MACD momentum shift + RSI oversold
  • Reversal highly probable
  • Size up put sales
  • Multiple confirmations

Common MACD Mistakes

Selling Against Strong MACD: Fighting momentum Ignoring Histogram: Missing early warnings Too Fast Settings: Whipsawed constantly No Price Context: MACD in isolation fails

Advanced MACD Strategies

Sophisticated uses of this lower indicator:

MACD Squeeze Pattern

When MACD and signal converge tightly:

  • Volatility contraction
  • Big move coming
  • Prepare for breakout
  • Buy options or wait

Hidden Divergences

Trend continuation signals:

  • Price higher low, MACD lower low (bullish)
  • Price lower high, MACD higher high (bearish)
  • Trade with trend after pullback
  • High probability setups

Building a MACD System

Systematic approach using this lower indicator:

MACD Option Selling Rules

  1. Only trade with MACD trend (above/below zero)
  2. Enter on signal line crosses in trend direction
  3. Exit if divergence appears against position
  4. Size down when histogram shrinking (momentum waning)
  5. Confirm with price action always

Weekly Income Example

  • Scan for MACD bullish crosses
  • Verify uptrend (MACD > 0)
  • Check price near support
  • Sell 0.25 delta puts
  • Exit on bearish cross

Key Takeaways

Moving Average Convergence Divergence (MACD):

  • Lower indicator below price chart
  • Shows trend and momentum
  • Three components work together
  • Signal crosses trigger trades
  • Divergences warn of reversals
  • Histogram shows momentum strength
  • Best combined with price action

MACD is one of the most versatile lower indicators, providing both trend direction and momentum strength in an easy-to-read format. For option sellers, it excels at keeping you on the right side of the trend while warning when momentum shifts are likely. Master MACD’s signals – especially divergences and histogram patterns – to time your premium sales when probability favors reversal rather than continuation.