Settings

Settings

This page walks through every configurable setting in the indicator, organized the way they appear in the TradingView settings panel. Each high-impact setting includes what it controls, its default, the tradeoff it creates, and what happens when you push it too far.

This is a working reference. You will probably come back to it when changing a setting produces behavior you did not expect.

Per-Slot Settings (MACD 01 / MACD 02 / MACD 03)

Each of the three slots has an identical block of settings. The only difference between slots out of the box is the timeframe: Slot 01 defaults to 5m, Slot 02 to 15m, Slot 03 to 60m. Everything else starts the same.

Enable

Disabling a slot is a clean removal. If you only need two timeframes, turn the third off rather than setting its weight to 0 — that is a different behavior (see Blended Weight below).

Hide Plot

This is useful when you want a slot's momentum data in the blended reading but do not want the visual clutter of three individual lines. You can hide the slots and monitor only the blended K/D and histogram.

Source

Most traders leave this on Close. Using High, Low, or HL2 changes what the MACD is tracking — you are measuring momentum of a different price series, not just seeing the same momentum from a different angle. That is a deliberate analytical choice, not a casual default swap.

Timeframe

An empty value means "use the chart timeframe." In that case the slot operates on whatever timeframe the chart is on, and there is no higher-timeframe data request.

The tradeoff between slot timeframes:

• Lower slot timeframes (closer to the chart TF) make the slot more responsive but noisier. It reacts to short-term price movement.

• Higher slot timeframes make the slot smoother and slower. It captures broader momentum direction but misses short-term shifts.

The default spread of 5m / 15m / 60m gives you a short, medium, and longer-term view. If your chart is on a daily timeframe, you would need to increase all three slots to daily or above (e.g., D / W / M).

Fast Length

Shorter Fast Length makes the MACD line more reactive to recent price changes. Longer Fast Length smooths the MACD line but adds lag. The classic MACD uses 12, and most traders will not need to change this unless they have a specific reason.

When it breaks:

If Fast Length equals or exceeds Slow Length, the indicator throws a runtime error. This is not a soft warning — it is a hard stop.

Slow Length

The MACD line is the difference between the fast and slow moving averages. Slow Length determines how far back the "anchor" MA looks. A longer Slow Length makes the MACD smoother and less reactive. A shorter one makes the MACD more sensitive to medium-term changes.

MACD MA Type

Changing the MA type changes the character of the MACD. EMA is the standard — it weights recent bars more heavily. SMA treats all bars equally. ALMA introduces a Gaussian-shaped weighting window.

ALMA dependency: If you select ALMA as the MACD MA Type, the ALMA Offset, ALMA Sigma, and ALMA Floor Offset settings in PU Settings become active for this slot's MACD calculation. For any other MA type, those parameters have no effect.

SWMA caveat: In the imported lite MA library, SWMA is fixed-length. If you select SWMA as the MACD MA Type, Fast Length and Slow Length no longer create a meaningful fast/slow pair, so the MACD spread effectively collapses. Use another MA type if you want a working MACD pair.

Signal Length

The Signal line is a moving average of the MACD line. Signal Length controls how tightly it tracks the MACD.

The classic value is 9. Lowering it below 5 tends to produce erratic, noisy regime flips. Raising it above 14 makes the signal sluggish enough that you might miss meaningful momentum shifts entirely.

Signal MA Type

This is independent from the MACD MA Type. You can use EMA for the MACD and SMA for the Signal, or any other combination. Like MACD MA Type, selecting ALMA activates the ALMA parameters in PU Settings. If you select SWMA here, Signal Length no longer changes the smoothing window because SWMA is fixed-length in the imported library.

Line Width

This is purely cosmetic. It does not affect calculation or blending. Increase it if you want a specific slot to stand out visually.

Blended Weight

Weights auto-normalize. This means the absolute numbers do not matter — only the ratios. Weights of 10 / 10 / 10 produce the same blend as 33.3 / 33.3 / 33.3. What matters is how the weights relate to each other.

A weight of 0 is a deliberate design choice, not a bug. It tells the blend to ignore this slot entirely. The slot still plots its own K line (unless hidden) and still fires per-slot alerts. It just does not contribute to the blended reading. This is useful when you want to monitor a timeframe without letting it influence the consensus.

The over-weighting trap: If you set one slot to 90 and the others to 5 each, the blended reading effectively becomes a copy of the dominant slot with minor perturbation from the other two. The blend looks like consensus but is really a single-timeframe reading wearing a multi-timeframe label. If you notice the blended K line tracking one slot almost exactly, check your weight distribution.

Optional Ticker

The ATR normalization makes cross-ticker blending meaningful — the readings are unitless and on the same -100 to +100 scale regardless of the instrument's price level or volatility. But the user should understand that when a slot uses a different ticker, it is reflecting momentum on that instrument, not the chart instrument.

See Multi-Ticker Mixing for detailed guidance on cross-ticker setups.

Settings dependency table

Some settings only become active under certain conditions. This table prevents confusion about settings that seem to do nothing.

General Oscillator Settings

These settings affect all three slots equally. They control the normalization and the reference levels.

ATR Length

ATR is the volatility measure that makes the normalization work. It converts raw MACD values (which are in price units) into values that are relative to recent volatility. This is what makes the -100 to +100 scale meaningful across different timeframes and tickers.

Longer ATR Length (e.g., 20-50): smoother normalization baseline. The oscillator adapts more slowly to volatility regime changes. On instruments with stable volatility, this works well. On instruments where volatility shifts frequently, the oscillator may be normalizing against a volatility level that no longer reflects current conditions.

Shorter ATR Length (e.g., 5-10): more reactive baseline. The normalization responds quickly to recent volatility changes. This can make the oscillator jittery if volatility itself is noisy, because the normalization denominator is jumping around.

The default of 14 is a middle ground. Most traders will not need to change it unless they are working with instruments that have unusual volatility profiles.

ATR Sensitivity

This is the single most impactful general setting. It controls how aggressively the oscillator uses its available range.

ATR Sensitivity comparison placeholder: Three versions of the same oscillator on the same chart: Sensitivity at 0.5 (readings near zero), at 1.0 (readings using the mid-range), and at 3.0 (readings pinned near the bounds). Same data, same timeframes, dramatically different behavior.

The resolution trap: Raising sensitivity feels like getting "stronger signals." The readings look more decisive — they spend more time near the bounds and less time in the ambiguous middle zone. But this is an illusion. What you are actually doing is compressing the oscillator's dynamic range. The difference between "momentum is present" and "momentum is extreme" disappears. You lose the very information that makes the oscillator useful for gauging relative strength.

Lower the sensitivity if you want more nuance in the mid-range. Raise it if you genuinely need a coarser reading that saturates early — there are setups where you care about "extreme or not" and do not need the mid-range detail. But know that you are making a tradeoff, not turning a dial toward "better." The oscillator at Sensitivity 3.0 is a fundamentally different tool than at 1.0. It is not a better or worse version of the same tool.

Overbought Level

This is a visual marker and alert threshold, not a hard barrier. The oscillator can and does continue past it. On trending instruments, readings above the overbought level can persist for extended periods.

Do not treat this as a reversal signal. The overbought level tells you the oscillator has reached an extended reading. Whether that means a pullback is coming or the trend is strong enough to stay extended is something you have to judge from context. See Limitations and Trust Boundaries for more on this.

Oversold Level

Same guidance applies. Extended oversold readings on downtrending instruments are common and do not predict a bounce.

Display Settings

These settings control what is visible in the pane. They do not affect calculations or alerts.

Plot Blended K/D

Turning this off hides the blended consensus view. The individual slot lines and the histogram remain visible (if enabled). You might turn this off if you only care about per-slot momentum and find the blended lines distracting.

Plot Blended Histogram

The histogram shows the blended H series — a weighted average of each slot's independently normalized MACD-minus-Signal value. It often moves with the blended K/D spread, but it is not literally the distance between those two lines. Turning it off removes the columns but does not affect the K and D lines.

Blended Line Width

The default is thicker than the individual slot lines (which default to 2). This creates a visual hierarchy where the blended reading stands out over the slot-level detail. Adjust to taste.

Master Smoothing

Master Smoothing applies a final moving average pass to the blended K, D, and Histogram after blending. It is off by default for a reason.

Enable Master Smoothing

Enabling this adds lag on top of an indicator that already has lag from three MACD calculations, ATR normalization, and weighted blending. The output looks cleaner — less noise, fewer false crossovers — but every signal arrives later. Regime flips, zero crosses, and OB/OS crosses all shift to the right on the chart.

This is not a "make it better" toggle. It is a tradeoff between visual smoothness and reaction speed. If you are already comfortable with the blended reading's noise level, you probably do not need this. If the blended output is too noisy for your workflow and you have already tried adjusting signal lengths and ATR settings, Master Smoothing is an option — but understand what it costs.

Master MA Type

Same library as the per-slot MA types. If you choose ALMA, the ALMA parameters in PU Settings become active for the smoothing pass as well. If you choose SWMA, Master Length no longer changes the smoothing window because SWMA is fixed-length in the imported library.

Master Length

Longer lengths produce smoother output with more lag. A length of 3 is mild smoothing. A length of 10 or above introduces significant delay in every blended signal. Test on your chart before committing to a value — the visual improvement may not be worth the timing cost.

PU (Power User) Settings

These settings affect global behavior across all slots. They are grouped separately because they require more understanding to use well.

On Bar Close?

When ON (default): Each slot uses the last fully confirmed higher-timeframe bar's values. What you see on the chart stays the same after it is plotted. History and live behavior agree.

When OFF: Each slot uses the current in-progress higher-timeframe bar's values. Readings update on every chart bar as the HTF bar builds. This is faster, but the most recent readings are provisional — they can change until the HTF bar closes. Historical readings look stable because they were already confirmed when recorded.

This setting is covered in depth in MTF and Repainting. The short version: leave it on unless you understand exactly what you are giving up by turning it off.

ALMA Floor Offset?

This is a fine-tuning parameter for ALMA users. If you are not using ALMA anywhere in the indicator — including Master Smoothing — this setting does nothing.

ALMA Offset

Lower values shift the weighting toward older data. Higher values shift it toward recent data. The default of 0.85 puts most of the weight near the recent end, which is the standard ALMA behavior.

ALMA Sigma

Lower sigma creates a narrower, more concentrated weighting. Higher sigma spreads the weighting over more bars. The default of 6.0 is the standard ALMA sigma.

The settings that matter most

If you remember nothing else from this page, remember these three:

1. ATR Sensitivity controls how the oscillator uses its range. Moving it far from 1.0 changes the character of the tool substantially. Understand the tradeoff before you move it.

1. On Bar Close controls whether your readings are stable or provisional. The default (on) is the safe choice. Turning it off is a valid choice for faster data, but you must understand that the last few readings on your chart can change.

1. Blended Weight distribution controls whether the consensus is real. Equal weights mean equal influence. Lopsided weights mean one timeframe dominates the blend. If the blended line looks like it is just tracking one slot, your weights are the reason.

Everything else is important, but these three shape the tool's fundamental behavior. If the oscillator is behaving in a way you did not expect, one of these three is usually the reason. Check them first before adjusting anything else.