Struct yata::indicators::MACD

pub struct MACD {
    pub period1: PeriodType,
    pub method1: RegularMethods,
    pub period2: PeriodType,
    pub method2: RegularMethods,
    pub period3: PeriodType,
    pub method3: RegularMethods,
    pub source: Source,
}

Moving average convergence/divergence (MACD)

Links

• https://en.wikipedia.org/wiki/MACD

2 values

• MACD value

Range in (-inf; +inf).

• Signal line value

Range in (-inf; +inf).

2 signal

• When MACD crosses Signal line upwards, returns full buy signal. When MACD crosses Signal line downwards, returns full sell signal. Otherwise returns no signal.

• When MACD crosses zero line upwards, returns full buy signal. When MACD crosses zero line downwards, returns full sell signal. Otherwise returns no signal.

Fields

period1: PeriodType

Fast MA period. Default is 12.

Range in [2; period2)

method1: RegularMethods

Fast MA type. Default is EMA.

period2: PeriodType

Slow MA period. Default is 26.

Range in (period1; PeriodType::MAX)

method2: RegularMethods

Slow MA type. Default is EMA.

period3: PeriodType

Signal line MA period. Default is 9.

Range in [2; PeriodType::MAX)

method3: RegularMethods

Signal line MA type. Default is EMA.

source: Source

Source value type. Default is Close

Trait Implementations

impl Clone for MACD

fn clone(&self) -> MACD

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for MACD

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

Formats the value using the given formatter.

impl Default for MACD

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for MACD

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
    __D: Deserializer<'de>, 

Deserialize this value from the given Serde deserializer.

impl IndicatorConfig for MACD

type Instance = MACDInstance

Type of State

const NAME: &'static str

Name of an indicator

fn init<T: OHLCV>(self, candle: &T) -> Result<Self::Instance, Error>

Initializes the State based on current Configuration

fn validate(&self) -> bool

Validates if Configuration is OK

fn set(&mut self, name: &str, value: String) -> Result<(), Error>

Dynamically sets Configuration parameters

fn size(&self) -> (u8, u8)

Returns an IndicatorResult size processing by the indicator (count of raw values, count of signals)

fn name(&self) -> &'static str

Returns a name of the indicator

fn init_fn<'a, T: OHLCV>(
    self,
    initial_value: &'a T
) -> Result<Box<dyn FnMut(&'a T) -> IndicatorResult>, Error> where
    Self: 'static, 

Creates an IndicatorInstance function from this IndicatorConfig.

fn over<T, S>(self, inputs: S) -> Result<Vec<IndicatorResult>, Error> where
    T: OHLCV,
    S: AsRef<[T]>,
    Self: Sized, 

Evaluates indicator config over sequence of OHLC and returns sequence of IndicatorResults

impl Serialize for MACD

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error> where
    __S: Serializer, 

Serialize this value into the given Serde serializer.

impl Copy for MACD