Struct Macd 

pub struct Macd { /* private fields */ }

Moving Average Convergence Divergence.

MACD = Ema(fast_len)(close) - Ema(slow_len)(close), both the shared Ema with its first-sample seed, running from the first bar; the line is published from the slow_len-th bar on. extra["signal"] is an Ema(signal_len) over the published MACD values, seeded with the first of them, and extra["hist"] is MACD - signal. Alerts fire on signal and zero crosses.

First output: with the slow_len-th bar. Indicator::reset clears all three averages.

Implementations

impl Macd

pub fn new(fast_len: usize, slow_len: usize, signal_len: usize) -> Self

pub fn with_defaults() -> Self

Trait Implementations

impl Indicator for Macd

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn reset(&mut self)

fn alerts(&self) -> Vec<IndicatorAlert>

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.