series-processing/lib/studies/MACD.js

Time-series processing for forex, market analysis, including MA, EMA,...

'use strict';

Object.defineProperty(exports, "__esModule", {
  value: true
});
exports.MACD = undefined;

var _EMA = require('./EMA');

var _subtract = require('./subtract');

/**
 * Moving Average Convergence/Divergence (MACD)
 * @see https://en.wikipedia.org/wiki/Moving_average
 *
 * <output series> = macd(<input series>, fastLength, slowLength, signalLength)
 */
var MACD = exports.MACD = function MACD(outputKey, inputKey, fastLength, slowLength, signalLength) {
  return [(0, _EMA.EMA)(outputKey + '_fast', inputKey, fastLength), //                          fast = ema(close, fastLength)
  (0, _EMA.EMA)(outputKey + '_slow', inputKey, slowLength), //                          slow = ema(close, slowLength)
  (0, _subtract.subtract)(outputKey + '_macd', outputKey + '_fast', outputKey + '_slow'), // macd = fast - slow
  (0, _EMA.EMA)(outputKey + '_emacd', outputKey + '_macd', signalLength), //            emacd = ema(macd, signalLength)
  (0, _subtract.subtract)(outputKey, outputKey + '_macd', outputKey + '_emacd')];
};