@thi.ng/transducers-stats/macd.js

Transducers for statistical / technical analysis

import { compR } from "@thi.ng/transducers/compr";
import { __iter } from "@thi.ng/transducers/iterator";
import { step } from "@thi.ng/transducers/step";
import { ema } from "./ema.js";
function macd(...args) {
  return __iter(macd, args) || ((rfn) => {
    const reduce = rfn[2];
    const maFast = step(ema(args[0] || 12));
    const maSlow = step(ema(args[1] || 26));
    const maSmooth = step(ema(args[2] || 9));
    return compR(rfn, (acc, x) => {
      const fast = maFast(x);
      const slow = maSlow(x);
      if (slow == null) return acc;
      const macd2 = fast - slow;
      const signal = maSmooth(macd2);
      if (signal == null) return acc;
      return reduce(acc, {
        macd: macd2,
        signal,
        div: macd2 - signal,
        fast,
        slow
      });
    });
  });
}
export {
  macd
};