34 lines
824 B
Go
34 lines
824 B
Go
package indicatorv2
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import (
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"git.qtrade.icu/lychiyu/bbgo/pkg/types"
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)
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type MACDStream struct {
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*SubtractStream
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shortWindow, longWindow, signalWindow int
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FastEWMA, SlowEWMA, Signal *EWMAStream
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Histogram *SubtractStream
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}
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func MACD2(source types.Float64Source, shortWindow, longWindow, signalWindow int) *MACDStream {
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// bind and calculate these first
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fastEWMA := EWMA2(source, shortWindow)
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slowEWMA := EWMA2(source, longWindow)
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macd := Subtract(fastEWMA, slowEWMA)
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signal := EWMA2(macd, signalWindow)
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histogram := Subtract(macd, signal)
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return &MACDStream{
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SubtractStream: macd,
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shortWindow: shortWindow,
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longWindow: longWindow,
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signalWindow: signalWindow,
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FastEWMA: fastEWMA,
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SlowEWMA: slowEWMA,
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Signal: signal,
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Histogram: histogram,
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}
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}
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