package indicator import ( "time" "github.com/c9s/bbgo/pkg/datatype/floats" "github.com/c9s/bbgo/pkg/types" ) /* macd implements moving average convergence divergence indicator Moving Average Convergence Divergence (MACD) - https://www.investopedia.com/terms/m/macd.asp - https://school.stockcharts.com/doku.php?id=technical_indicators:macd-histogram */ type MACDConfig struct { types.IntervalWindow // 9 // ShortPeriod is the short term period EMA, usually 12 ShortPeriod int `json:"short"` // LongPeriod is the long term period EMA, usually 26 LongPeriod int `json:"long"` } //go:generate callbackgen -type MACD type MACD struct { MACDConfig Values floats.Slice `json:"-"` lastEWMA, slowEWMA, signalLine *EWMA Histogram floats.Slice `json:"-"` EndTime time.Time updateCallbacks []func(value float64) } func (inc *MACD) Update(x float64) { if len(inc.Values) == 0 { // apply default values inc.lastEWMA = &EWMA{IntervalWindow: types.IntervalWindow{Window: inc.ShortPeriod}} inc.slowEWMA = &EWMA{IntervalWindow: types.IntervalWindow{Window: inc.LongPeriod}} inc.signalLine = &EWMA{IntervalWindow: types.IntervalWindow{Window: inc.Window}} if inc.ShortPeriod == 0 { inc.ShortPeriod = 12 } if inc.LongPeriod == 0 { inc.LongPeriod = 26 } } // update fast and slow ema inc.lastEWMA.Update(x) inc.slowEWMA.Update(x) // update macd macd := inc.lastEWMA.Last() - inc.slowEWMA.Last() inc.Values.Push(macd) // update signal line inc.signalLine.Update(macd) // update histogram inc.Histogram.Push(macd - inc.signalLine.Last()) } func (inc *MACD) Last() float64 { if len(inc.Values) == 0 { return 0.0 } return inc.Values[len(inc.Values)-1] } func (inc *MACD) Length() int { return len(inc.Values) } func (inc *MACD) PushK(k types.KLine) { inc.Update(k.Close.Float64()) } func (inc *MACD) MACD() types.SeriesExtend { out := &MACDValues{MACD: inc} out.SeriesBase.Series = out return out } func (inc *MACD) Singals() types.SeriesExtend { return inc.signalLine } type MACDValues struct { types.SeriesBase *MACD } func (inc *MACDValues) Last() float64 { if len(inc.Values) == 0 { return 0.0 } return inc.Values[len(inc.Values)-1] } func (inc *MACDValues) Index(i int) float64 { length := len(inc.Values) if length == 0 || length-1-i < 0 { return 0.0 } return inc.Values[length-1+i] } func (inc *MACDValues) Length() int { return len(inc.Values) }