Struct yata::indicators::MACD

pub struct MACD<M: MovingAverageConstructor = MA> {
    pub ma1: M,
    pub ma2: M,
    pub signal: M,
    pub source: Source,
}

Moving average convergence/divergence (MACD)

Links

• https://en.wikipedia.org/wiki/MACD

2 values

• MACD value

Range in (-inf; +inf).

• Signal line value

Range in (-inf; +inf).

2 signal

• When MACD crosses Signal line upwards, returns full buy signal. When MACD crosses Signal line downwards, returns full sell signal. Otherwise returns no signal.

• When MACD crosses zero line upwards, returns full buy signal. When MACD crosses zero line downwards, returns full sell signal. Otherwise returns no signal.

Fields

ma1: M

Fast MA type.

Default is EMA(12).

Period range in [2; ma2’s period)

ma2: M

Slow MA type.

Default is EMA(26).

Period range in (ma1’s period; PeriodType::MAX)

signal: M

Signal line MA type.

Default is EMA(9).

Range in [2; PeriodType::MAX)

source: Source

Source value type. Default is Close

Trait Implementations

impl<M: Clone + MovingAverageConstructor> Clone for MACD<M>

fn clone(&self) -> MACD<M>

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<M: Debug + MovingAverageConstructor> Debug for MACD<M>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for MACD

fn default() -> Self

Returns the “default value” for a type.

impl<'de, M> Deserialize<'de> for MACD<M>

where M: Deserialize<'de> + MovingAverageConstructor,

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<M: MovingAverageConstructor> IndicatorConfig for MACD<M>

type Instance = MACDInstance<M>

Type of State

const NAME: &'static str = "MACD"

Name of an indicator

fn init<T: OHLCV>(self, candle: &T) -> Result<Self::Instance, Error>

Initializes the State based on current Configuration

fn validate(&self) -> bool

Validates if Configuration is OK

fn set(&mut self, name: &str, value: String) -> Result<(), Error>

Dynamically sets Configuration parameters

fn size(&self) -> (u8, u8)

Returns an IndicatorResult size processing by the indicator (count of raw values, count of signals)

fn name(&self) -> &'static str

Returns a name of the indicator

fn init_fn<'a, T: OHLCV>( self, initial_value: &'a T ) -> Result<Box<dyn FnMut(&'a T) -> IndicatorResult>, Error>

where Self: 'static,

Creates an IndicatorInstance function from this IndicatorConfig.

fn over<T, S>(self, inputs: S) -> Result<Vec<IndicatorResult>, Error>

where T: OHLCV, S: AsRef<[T]>, Self: Sized,

Evaluates indicator config over sequence of OHLC and returns sequence of IndicatorResults

impl<M> Serialize for MACD<M>

where M: Serialize + MovingAverageConstructor,

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl<M: Copy + MovingAverageConstructor> Copy for MACD<M>