https://github.com/kaelzhang/macd

FinTech utility to calculate MACD, the Moving Average Convergence / Divergence.
https://github.com/kaelzhang/macd

Last synced: 4 days ago
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FinTech utility to calculate MACD, the Moving Average Convergence / Divergence.

• Host: GitHub
• URL: https://github.com/kaelzhang/macd
• Owner: kaelzhang
• License: other
• Created: 2017-09-13T07:47:55.000Z (about 7 years ago)
• Default Branch: master
• Last Pushed: 2021-03-02T03:24:29.000Z (over 3 years ago)
• Last Synced: 2024-11-07T01:16:54.156Z (6 days ago)
• Language: JavaScript
• Size: 7.81 KB
• Stars: 24
• Watchers: 3
• Forks: 7
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • Changelog: HISTORY.md
  • License: LICENSE-MIT

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README

        
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# WARNING

This module is lack of maintainance.

If you are familiar with python programming maybe you could check [**stock-pandas**](https://github.com/kaelzhang/stock-pandas) which provides powerful statistic indicators support, and is backed by [`numpy`](https://numpy.org/) and [`pandas`](https://pandas.pydata.org/).

The performance of [**stock-pandas**](https://github.com/kaelzhang/stock-pandas) is many times higher than JavaScript libraries, and can be directly used by machine learning programs.

****

# macd

FinTech utility to calculate [MACD](https://en.wikipedia.org/wiki/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.

## Install

```sh

$ npm install macd

```

## Usage

```js

import macd from 'macd'

macd(data)

// which returns:

// {

//   MACD: ,

//   signal: ,

//   histogram: 

// }

```

## macd(data, slowPeriods, fastPeriods, signalPeriods)

- **data** `Array.` the collection of prices

- **slowPeriods** `Number=26` the size of slow periods. Defaults to `26`

- **fastPeriods** `Number=12` the size of fast periods. Defaults to `12`

- **signalPeriods** `Number=9` the size of periods to calculate the MACD signal line.

Returns `MACDGraph`

### struct `MACDGraph`

- **MACD** `Array.` the difference between [EMAs](https://www.npmjs.com/package/moving-averages#exponential-moving-average-emadata-size) of the fast periods and EMAs of the slow periods.

- **signal** `Array.` the EMAs of the `MACD`

- **histogram** `Array.` `MACD` minus `signal`

In some countries, such as China, the three series above are commonly known as:

```sh

MACD       -> DIF

signal     -> DEA

histogram  -> MACD

```

## License

MIT