macd: Moving average convergence/divergence

In imlijunda/tswbench: Tushare Workbench

Description

NOTICE: Traditionally, 0.15 and 0.075 are used as 12-day and 26-day EMA factor, however, this is convention is not used in make_macd. 2 / (period + 1) is used instead for consistency.

Usage

macd(
  x,
  period_short = 12L,
  period_long = 26L,
  period_signal = 9L,
  return = c("l", "m")
)

Arguments

x	measured variable
period_short	short EMA period
period_long	long EMA period
period_signal	signal EMA period
return	l for a named list, m for matrix

Value

numeric vector

imlijunda/tswbench documentation built on June 12, 2021, 12:45 p.m.