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Module macd

finance_solution

Module macd 

Source
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§MACD (Moving Average Convergence Divergence)

MACD   = EMA(fast) − EMA(slow)     // default 12 and 26
Signal = EMA(signal) of MACD line  // default 9
Hist   = MACD − Signal

§Word problem

Using classic (12, 26, 9) settings on daily closes, when is the histogram first defined?

After the slow EMA seeds (26 bars) and then the signal EMA seeds on 9 MACD points — teaching tables show n/a until then. Live code: hold [MacdState] and read [MacdState::last] after warm-up.

§Variations (same core)

PackTypical use
MacdParams::standard() → (12,26,9)Default charting
MacdParams::new(8, 17, 9)Faster reaction
MacdParams::new(5, 35, 5)Custom desk setting

§Quant pattern

use finance_solution::stocks::ta::{MacdParams, ValidatedMacd, MacdState};

const STD: MacdParams = MacdParams::standard();
let eng = ValidatedMacd::new(STD).unwrap();
let s = eng.compute(&closes).unwrap();
let mut live = MacdState::new(STD).unwrap();
let _ = live.push_bars(&closes).unwrap();
assert_eq!(s.macd.len(), closes.len());

§Sample solution table

period  close   macd  signal  hist
------  ------  ----  ------  ----
    25  102.50   n/a     n/a   n/a
    26  102.60  0.12     n/a   n/a
    34  103.40  0.18    0.15  0.03

Structs§

MacdParams
MACD parameter pack: fast < slow, all periods ≥ 1.
MacdSeries
Aligned MACD / signal / histogram series.
MacdSolution
Teaching wrapper with formula strings and a printable table.
ValidatedMacd
Validated MACD config for reuse across many close series.

Functions§

macd
Free function: validate params then compute.
macd_solution
Solution with formulas + table for teaching / audit.