[−][src]Struct ta::indicators::MovingAverageConvergenceDivergence
Moving average converge divergence (MACD).
The MACD indicator (or "oscillator") is a collection of three time series calculated from historical price data, most often the closing price. These three series are:
- The MACD series proper
- The "signal" or "average" series
- The "divergence" series which is the difference between the two
The MACD series is the difference between a "fast" (short period) exponential moving average (EMA), and a "slow" (longer period) EMA of the price series. The average series is an EMA of the MACD series itself.
Formula
Parameters
- fast_length - length for the fast EMA. Default is 12.
- slow_length - length for the slow EMA. Default is 26.
- signal_length - length for the signal EMA. Default is 9.
Example
use ta::indicators::MovingAverageConvergenceDivergence as Macd; use ta::Next; let mut macd = Macd::new(3, 6, 4).unwrap(); assert_eq!(round(macd.next(2.0)), (0.0, 0.0, 0.0)); assert_eq!(round(macd.next(3.0)), (0.21, 0.09, 0.13)); assert_eq!(round(macd.next(4.2)), (0.52, 0.26, 0.26)); assert_eq!(round(macd.next(7.0)), (1.15, 0.62, 0.54)); assert_eq!(round(macd.next(6.7)), (1.15, 0.83, 0.32)); assert_eq!(round(macd.next(6.5)), (0.94, 0.87, 0.07)); fn round(nums: (f64, f64, f64)) -> (f64, f64, f64) { let n0 = (nums.0 * 100.0).round() / 100.0; let n1 = (nums.1 * 100.0).round() / 100.0; let n2 = (nums.2 * 100.0).round() / 100.0; (n0, n1, n2) }
Methods
impl MovingAverageConvergenceDivergence
[src]
Trait Implementations
impl Clone for MovingAverageConvergenceDivergence
[src]
fn clone(&self) -> MovingAverageConvergenceDivergence
[src]
fn clone_from(&mut self, source: &Self)
1.0.0[src]
impl Debug for MovingAverageConvergenceDivergence
[src]
impl Default for MovingAverageConvergenceDivergence
[src]
impl Display for MovingAverageConvergenceDivergence
[src]
impl<'a, T: Close> Next<&'a T> for MovingAverageConvergenceDivergence
[src]
impl Next<f64> for MovingAverageConvergenceDivergence
[src]
impl Reset for MovingAverageConvergenceDivergence
[src]
Auto Trait Implementations
impl RefUnwindSafe for MovingAverageConvergenceDivergence
impl Send for MovingAverageConvergenceDivergence
impl Sync for MovingAverageConvergenceDivergence
impl Unpin for MovingAverageConvergenceDivergence
impl UnwindSafe for MovingAverageConvergenceDivergence
Blanket Implementations
impl<T> Any for T where
T: 'static + ?Sized,
[src]
T: 'static + ?Sized,
impl<T> Borrow<T> for T where
T: ?Sized,
[src]
T: ?Sized,
impl<T> BorrowMut<T> for T where
T: ?Sized,
[src]
T: ?Sized,
fn borrow_mut(&mut self) -> &mut T
[src]
impl<T> From<T> for T
[src]
impl<T, U> Into<U> for T where
U: From<T>,
[src]
U: From<T>,
impl<T> ToOwned for T where
T: Clone,
[src]
T: Clone,
type Owned = T
The resulting type after obtaining ownership.
fn to_owned(&self) -> T
[src]
fn clone_into(&self, target: &mut T)
[src]
impl<T> ToString for T where
T: Display + ?Sized,
[src]
T: Display + ?Sized,
impl<T, U> TryFrom<U> for T where
U: Into<T>,
[src]
U: Into<T>,
type Error = Infallible
The type returned in the event of a conversion error.
fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>
[src]
impl<T, U> TryInto<U> for T where
U: TryFrom<T>,
[src]
U: TryFrom<T>,