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>
// }
- data
Array.<Number>
the collection of prices - slowPeriods
Number=26
the size of slow periods. Defaults to26
- fastPeriods
Number=12
the size of fast periods. Defaults to12
- signalPeriods
Number=9
the size of periods to calculate the MACD signal line.
Returns MACDGraph
- MACD
Array.<Number>
the difference between EMAs of the fast periods and EMAs of the slow periods. - signal
Array.<Number>
the EMAs of theMACD
- histogram
Array.<Number>
MACD
minussignal
In some countries, such as China, the three series above are commonly known as:
MACD -> DIF
signal -> DEA
histogram -> MACD
MIT