@thi.ng/transducers-stats/macd.d.ts

Transducers for statistical / technical analysis

import type { Transducer } from "@thi.ng/transducers";
export interface MACD {
    /**
     * Main MACD value: `ema(fast) - ema(slow)`
     */
    macd: number;
    /**
     * Smoothed MACD, i.e. EMA(smooth) of `macd` value
     */
    signal: number;
    /**
     * Divergence (histogram), i.e. `macd - signal`
     */
    div: number;
    /**
     * Fast EMA value
     */
    fast: number;
    /**
     * Slow EMA value
     */
    slow: number;
}
/**
 * Computes the Moving Average Convergence/Divergence (MACD) using given
 * periods.
 *
 * Note: the number of results will be `slow + smooth - 2` less than the number
 * of processed inputs.
 *
 * https://en.wikipedia.org/wiki/MACD
 *
 * @param fast - fast EMA period
 * @param slow - slow EMA period
 * @param smooth - signal smoothing EMA period
 */
export declare function macd(fast?: number, slow?: number, smooth?: number): Transducer<number, MACD>;
export declare function macd(src: Iterable<number>): IterableIterator<MACD>;
export declare function macd(fast: number, slow: number, smooth: number, src: Iterable<number>): IterableIterator<MACD>;
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