macd v1.0.4

WARNING

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.

macd

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.

Install

$ npm install macd

Usage

import macd from 'macd'

macd(data)

// which returns:
// {
//   MACD: <Array>,
//   signal: <Array>,
//   histogram: <Array>
// }

macd(data, slowPeriods, fastPeriods, signalPeriods)

• data Array.<Number> 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.<Number> the difference between EMAs of the fast periods and EMAs of the slow periods.
• signal Array.<Number> the EMAs of the MACD
• histogram 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

License

MIT