mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-31 19:07:42 +00:00
Miha Kralj
75 lines
3.1 KiB
Plaintext
75 lines
3.1 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Moving Average Convergence Divergence (MACD)", "MACD", overlay=false)
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//@function Calculates MACD with fast and slow EMAs and signal line
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//@param src Source series to calculate MACD from
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//@param fast_length Period for fast EMA
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//@param slow_length Period for slow EMA
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//@param signal_length Period for signal line EMA
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//@returns Tuple [macd, signal, histogram] values
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//@optimized for performance and dirty data with embedded EMA calculations
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macd(series float src, simple int fast_length, simple int slow_length, simple int signal_length) =>
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if fast_length <= 0 or slow_length <= 0 or signal_length <= 0
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runtime.error("All periods must be greater than 0")
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if fast_length >= slow_length
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runtime.error("Fast length must be less than slow length")
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float alpha_fast = 2.0 / (fast_length + 1)
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float alpha_slow = 2.0 / (slow_length + 1)
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float alpha_signal = 2.0 / (signal_length + 1)
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float beta_fast = 1.0 - alpha_fast
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float beta_slow = 1.0 - alpha_slow
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float beta_signal = 1.0 - alpha_signal
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var bool warmup = true
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var float e_fast = 1.0
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var float e_slow = 1.0
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var float e_signal = 1.0
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var float ema_fast = 0.0
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var float ema_slow = 0.0
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var float ema_signal = 0.0
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var float result_fast = src
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var float result_slow = src
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var float result_signal = 0.0
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ema_fast := alpha_fast * (src - ema_fast) + ema_fast
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ema_slow := alpha_slow * (src - ema_slow) + ema_slow
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if warmup
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e_fast *= beta_fast
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e_slow *= beta_slow
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e_signal *= beta_signal
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float c_fast = 1.0 / (1.0 - e_fast)
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float c_slow = 1.0 / (1.0 - e_slow)
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float c_signal = 1.0 / (1.0 - e_signal)
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result_fast := c_fast * ema_fast
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result_slow := c_slow * ema_slow
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float macd_line = result_fast - result_slow
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ema_signal := alpha_signal * (macd_line - ema_signal) + ema_signal
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result_signal := c_signal * ema_signal
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warmup := e_fast > 1e-10 or e_slow > 1e-10 or e_signal > 1e-10
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else
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result_fast := ema_fast
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result_slow := ema_slow
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float macd_line = result_fast - result_slow
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ema_signal := alpha_signal * (macd_line - ema_signal) + ema_signal
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result_signal := ema_signal
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float macd_line = result_fast - result_slow
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float histogram = macd_line - result_signal
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[macd_line, result_signal, histogram]
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// ---------- Main loop ----------
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// Inputs
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i_fast = input.int(12, "Fast Length", minval=1)
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i_slow = input.int(26, "Slow Length", minval=2)
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i_signal = input.int(9, "Signal Length", minval=1)
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i_source = input.source(close, "Source")
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// Calculation
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[macd_line, signal_line, histogram] = macd(i_source, i_fast, i_slow, i_signal)
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// Plot
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hline(0, "Zero Line", color=color.gray)
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plot(histogram, "Histogram", style=plot.style_columns, color=histogram >= 0 ? (histogram[1] < histogram ? color.green : color.green) : (histogram[1] < histogram ? color.red : color.red))
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plot(macd_line, "MACD", color=color.blue, linewidth=2)
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plot(signal_line, "Signal", color=color.red, linewidth=2)
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