stock-indicator/src/idicators/macd.ts

Stock Indicator Library

import {
  funRound,
  TMixed,
  funEMA,
  checkArrayOfNumbers,
  checkNumber,
} from "../common";

/**
 * - MACD (Moving Average Convergence Divergence)
 * @param {number[]} CLOSE - close prices
 * @param {number} SHORT - short period,default 12
 * @param {number} LONG - long period,default 26
 * @param {number} MID - mid period,default 9
 * @returns { DIF: TMixed[], DEA: TMixed[], MACD: TMixed[] } - DIF: Difference between fast and slow EMA, DEA: Exponential Moving Average of DIF, MACD: DIF minus DEA
 */
export function MACD(
  CLOSE: number[],
  SHORT: number = 12,
  LONG: number = 26,
  MID: number = 9
): { DIF: TMixed[]; DEA: TMixed[]; MACD: TMixed[] } {
  // - check input data
  checkArrayOfNumbers(CLOSE, "CLOSE");

  // - check n and m parameters
  checkNumber(SHORT, 2, LONG, "SHORT", "LONG");
  checkNumber(LONG, SHORT, CLOSE, "LONG", "CLOSE");
  checkNumber(MID, 2, CLOSE, "MID", "CLOSE");

  const fastMA = funEMA(CLOSE, SHORT);
  const slowMA = funEMA(CLOSE, LONG);
  const DIF: TMixed[] = fastMA.map((item, index) =>
    item !== null && slowMA[index] !== null
      ? funRound(item - slowMA[index], 3)
      : null
  );
  const DEA = funEMA(DIF, MID).map((item) => funRound(item, 3));
  const MACD = DIF.map((item, index) =>
    item && DEA[index] ? funRound(2 * (item - DEA[index]), 3) : null
  );
  return { DIF, DEA, MACD };
}