Class: DhanHQ::Indicators::MACD

Inherits:
Object
  • Object
show all
Defined in:
lib/DhanHQ/indicators.rb

Overview

Moving Average Convergence Divergence (MACD)

Trend-following momentum indicator showing relationship between two EMAs.

Examples:

Calculate MACD

closes = (0..99).map { |i| 100 + Math.sin(i * 0.1) * 10 }
macd = DhanHQ::Indicators::MACD.calculate(closes)
#=> { macd_line: [...], signal_line: [...], histogram: [...] }

Class Method Summary collapse

Class Method Details

.calculate(data, fast_period: 12, slow_period: 26, signal_period: 9) ⇒ Hash

Calculate MACD for the given data.

Parameters:

  • data (Array<Numeric>) —

    Input price data

  • fast_period (Integer) (defaults to: 12) —

    Fast EMA period (default: 12)

  • slow_period (Integer) (defaults to: 26) —

    Slow EMA period (default: 26)

  • signal_period (Integer) (defaults to: 9) —

    Signal line period (default: 9)

Returns:

  • (Hash) —

    Hash with :macd_line, :signal_line, and :histogram arrays



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# File 'lib/DhanHQ/indicators.rb', line 145

def self.calculate(data, fast_period: 12, slow_period: 26, signal_period: 9)
  return { macd_line: [], signal_line: [], histogram: [] } if data.nil? || data.empty?

  # Calculate fast and slow EMAs
  fast_ema = EMA.calculate(data, period: fast_period)
  slow_ema = EMA.calculate(data, period: slow_period)

  # Calculate MACD line (fast EMA - slow EMA)
  macd_line = fast_ema.zip(slow_ema).map do |fast, slow|
    next nil if fast.nil? || slow.nil?

    fast - slow
  end

  # Calculate signal line (EMA of MACD line)
  valid_macd = macd_line.compact
  signal_line_raw = valid_macd.empty? ? [] : EMA.calculate(valid_macd, period: signal_period)

  # Align signal line with MACD line
  signal_line = Array.new(macd_line.length - signal_line_raw.length, nil) + signal_line_raw

  # Calculate histogram (MACD line - signal line)
  histogram = macd_line.zip(signal_line).map do |macd, signal|
    next nil if macd.nil? || signal.nil?

    macd - signal
  end

  {
    macd_line: macd_line,
    signal_line: signal_line,
    histogram: histogram
  }
end