Module macd 

Moving Average Convergence Divergence (MACD).

Python source: indicators/trend/macd.py :: class MACD

Python algorithm (to port)

fast_ema = data[self.column].ewm(span=self.fast_period, adjust=False).mean()
slow_ema = data[self.column].ewm(span=self.slow_period, adjust=False).mean()
macd_line = fast_ema - slow_ema
signal_line = macd_line.ewm(span=self.signal_period, adjust=False).mean()
histogram = macd_line - signal_line

Output columns: "MACD_line", "MACD_signal", "MACD_histogram".

See also: crate::functions::macd() — already implemented for batch use.

Structs

Macd

MacdParams

Functions

factory