Struct ta::indicators::MovingAverageConvergenceDivergence

pub struct MovingAverageConvergenceDivergence { /* fields omitted */ }

Moving average converge divergence (MACD).

The MACD indicator (or “oscillator”) is a collection of three time series calculated from historical price data, most often the closing price. These three series are:

• The MACD series proper
• The “signal” or “average” series
• The “divergence” series which is the difference between the two

The MACD series is the difference between a “fast” (short period) exponential moving average (EMA), and a “slow” (longer period) EMA of the price series. The average series is an EMA of the MACD series itself.

Formula

Parameters

• fast_period - period for the fast EMA. Default is 12.
• slow_period - period for the slow EMA. Default is 26.
• signal_period - period for the signal EMA. Default is 9.

Example

use ta::indicators::MovingAverageConvergenceDivergence as Macd;
use ta::Next;

let mut macd = Macd::new(3, 6, 4).unwrap();

assert_eq!(round(macd.next(2.0).into()), (0.0, 0.0, 0.0));
assert_eq!(round(macd.next(3.0).into()), (0.21, 0.09, 0.13));
assert_eq!(round(macd.next(4.2).into()), (0.52, 0.26, 0.26));
assert_eq!(round(macd.next(7.0).into()), (1.15, 0.62, 0.54));
assert_eq!(round(macd.next(6.7).into()), (1.15, 0.83, 0.32));
assert_eq!(round(macd.next(6.5).into()), (0.94, 0.87, 0.07));

fn round(nums: (f64, f64, f64)) -> (f64, f64, f64) {
    let n0 = (nums.0 * 100.0).round() / 100.0;
    let n1 = (nums.1 * 100.0).round() / 100.0;
    let n2 = (nums.2 * 100.0).round() / 100.0;
    (n0, n1, n2)
}

Implementations

impl MovingAverageConvergenceDivergence

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

Trait Implementations

impl Clone for MovingAverageConvergenceDivergence

fn clone(&self) -> MovingAverageConvergenceDivergence

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for MovingAverageConvergenceDivergence

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

Formats the value using the given formatter.

impl Default for MovingAverageConvergenceDivergence

fn default() -> Self

Returns the “default value” for a type.

impl Display for MovingAverageConvergenceDivergence

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

Formats the value using the given formatter.

impl<T: Close> Next<&'_ T> for MovingAverageConvergenceDivergence

type Output = MovingAverageConvergenceDivergenceOutput

fn next(&mut self, input: &T) -> Self::Output

impl Next<f64> for MovingAverageConvergenceDivergence

type Output = MovingAverageConvergenceDivergenceOutput

fn next(&mut self, input: f64) -> Self::Output

impl Reset for MovingAverageConvergenceDivergence

fn reset(&mut self)