Struct MACD

pub struct MACD {
    pub fast_ema: ExponentialMovingAverage,
    pub slow_ema: ExponentialMovingAverage,
    pub signal_ema: ExponentialMovingAverage,
    pub histogram: Vec<f64>,
}

MACD (Moving Average Convergence Divergence) indicator.

Fields

fast_ema: ExponentialMovingAverage

slow_ema: ExponentialMovingAverage

signal_ema: ExponentialMovingAverage

histogram: Vec<f64>

Implementations

impl MACD

pub fn new(fast_period: usize, slow_period: usize, signal_period: usize) -> Self

Creates a new MACD indicator.

Arguments

• fast_period - The period for the fast EMA.
• slow_period - The period for the slow EMA.
• signal_period - The period for the signal EMA.

Example

use indexes_rs::v1::macd::main::MACD;

let macd = MACD::new(12, 26, 9);

pub fn calculate(&mut self, price: f64) -> Option<MACDResult>

Updates the MACD calculation with a new price and returns the current MACD result.

The method updates the fast and slow EMAs with the new price, calculates the MACD line as the difference between the fast and slow EMAs, and then updates the signal EMA using the MACD line. The histogram is computed as the difference between the MACD line and the signal line.

Arguments

• price - The latest price.

Returns

• Some(MACDResult) containing the MACD line, signal line, histogram, and trading signal, if the EMAs have been sufficiently initialized.
• None if any of the EMA calculations are not yet available.

pub fn determine_signal(&self, macd: f64, signal: f64) -> TradingSignal

Determines the trading signal based on the MACD line and the signal line.

If the MACD line is above the signal line, returns Buy. If the MACD line is below the signal line, returns Sell. Otherwise, returns Hold.

Arguments

• macd - The current MACD line value.
• signal - The current signal line value.

Returns

A TradingSignal representing the trading recommendation.