MACD (SDK Trading)
The Moving Average Convergence Divergence (MACD) is often calculated by subtracting the 26-period Exponential Moving Average (EMA) from the 12-period EMA. The signal line is calculated by adding recent differences of the EMA values and then dividing that by the number of time periods in the calculation average.
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MACD (SDK Trading)
registerIndicator("macd", "MACD(v1.0)", function (context) {
var dataInput = getDataInput(context, 0)
var dataFEMA = getDataOutput(context, "fastEMA")
var dataSEMA = getDataOutput(context, "slowEMA")
var dataOutputMain = getDataOutput(context, "main")
var dataOutputSignal = getDataOutput(context, "signal")
var fEMA = getIndiParameter(context, "fasteEMA")
var sEMA = getIndiParameter(context, "slowEMA")
var sgnlSMA = getIndiParameter(context, "signalSMA")
var calculatedLength = getCalculatedLength(context)
var i = calculatedLength
if (i == 0) {
dataFEMA[0] = dataInput[0]
dataSEMA[0] = dataInput[0]
dataOutputMain[0] = 0
i++
} else if (i == 1) {
} else {
i--
}
ema(dataInput, dataFEMA, calculatedLength, fEMA)
ema(dataInput, dataSEMA, calculatedLength, sEMA)
while (i < dataInput.length) {
dataOutputMain[i] = dataFEMA[i] - dataSEMA[i]
i++
}
sma(dataOutputMain, dataOutputSignal, calculatedLength, sgnlSMA)
},[{
name: "fasteEMA",
value: 12,
required: true,
type: PARAMETER_TYPE.INTEGER,
range: [1, 100]
},{
name: "slowEMA",
value: 26,
required: true,
type: PARAMETER_TYPE.INTEGER,
range: [1, 100]
},{
name: "signalSMA",
value: 9,
required: true,
type: PARAMETER_TYPE.INTEGER,
range: [1, 100]
}],
[{
name: DATA_NAME.CLOSE,
index: 0
}],
[{
name: "main",
visible: true,
renderType: RENDER_TYPE.HISTOGRAM,
color: "#4EC2B4"
},{
name: "signal",
visible: true,
renderType: RENDER_TYPE.LINE,
color: "#CCCCCC"
},{
name: "fastEMA",
visible: false
},{
name: "slowEMA",
visible: false
}],
WHERE_TO_RENDER.SEPARATE_WINDOW)