/// <summary>
/// Calculates Moving Average Convergence-Divergence (MACD) indicator
/// </summary>
/// <param name="input">Input signal</param>
/// <param name="fastPeriod">Number of periods for fast moving average</param>
/// <param name="slowPeriod">Number of periods for slow moving average</param>
/// <param name="signalPeriod">Number of periods for signal line</param>
/// <returns>Object containing operation results</returns>
public static MACDResult MACD(IEnumerable<double> input, int fastPeriod, int slowPeriod, int signalPeriod)
{
var MACD = new List<double>();
int MACDoffsetIndex = slowPeriod - 1;
int signalOffsetIndex = slowPeriod + signalPeriod - 2;
var fastEMA = EMA(input, fastPeriod);
var slowEMA = EMA(input, slowPeriod);
fastEMA.Values.RemoveRange(0, slowPeriod - fastPeriod);
for (int i = 0; i < fastEMA.Values.Count(); i++)
{
MACD.Add(fastEMA.Values[i] - slowEMA.Values[i]);
}
var signal = EMA(MACD, signalPeriod);
var result = new MACDResult()
{
MACD = MACD,
MACDStartIndexOffset = MACDoffsetIndex,
Signal = signal.Values,
SignalStartIndexOffset = signalOffsetIndex
};
return result;
}
/// <summary>
/// Calculates Moving Average Convergence-Divergence (MACD) indicator
/// </summary>
/// <param name="input">Input signal</param>
/// <param name="fastPeriod">Number of periods for fast moving average</param>
/// <param name="slowPeriod">Number of periods for slow moving average</param>
/// <param name="signalPeriod">Number of periods for signal line</param>
/// <returns>Object containing operation results</returns>
public static MACDResult MACD(IEnumerable <double> input, int fastPeriod, int slowPeriod, int signalPeriod)
{
var MACD = new List <double>();
int MACDoffsetIndex = slowPeriod - 1;
int signalOffsetIndex = slowPeriod + signalPeriod - 2;
var fastEMA = EMA(input, fastPeriod);
var slowEMA = EMA(input, slowPeriod);
fastEMA.Values.RemoveRange(0, slowPeriod - fastPeriod);
for (int i = 0; i < fastEMA.Values.Count(); i++)
{
MACD.Add(fastEMA.Values[i] - slowEMA.Values[i]);
}
var signal = EMA(MACD, signalPeriod);
var result = new MACDResult()
{
MACD = MACD,
MACDStartIndexOffset = MACDoffsetIndex,
Signal = signal.Values,
SignalStartIndexOffset = signalOffsetIndex
};
return(result);
}
