FinTech utility to calculate MACD, the Moving Average Convergence / Divergence.
OTHER License
This module is lack of maintainance.
If you are familiar with python programming maybe you could check stock-pandas which provides powerful statistic indicators support, and is backed by numpy
and pandas
.
The performance of stock-pandas is many times higher than JavaScript libraries, and can be directly used by machine learning programs.
FinTech utility to calculate MACD.
MACD, short for Moving Average Convergence / Divergence, is a trading indicator used in technical analysis of stock prices, created by Gerald Appel in the late 1970s.
$ npm install macd
import macd from 'macd'
macd(data)
// which returns:
// {
// MACD: <Array>,
// signal: <Array>,
// histogram: <Array>
// }
Array.<Number>
the collection of pricesNumber=26
the size of slow periods. Defaults to 26
Number=12
the size of fast periods. Defaults to 12
Number=9
the size of periods to calculate the MACD signal line.Returns MACDGraph
MACDGraph
Array.<Number>
the difference between EMAs of the fast periods and EMAs of the slow periods.Array.<Number>
the EMAs of the MACD
Array.<Number>
MACD
minus signal
In some countries, such as China, the three series above are commonly known as:
MACD -> DIF
signal -> DEA
histogram -> MACD
MIT