MACD

MACD

MACD(
    fast_period: int,
    slow_period: int,
    signal_period: int,
    input_values: List[float] = None,
    input_indicator: Indicator = None,
    input_modifier: InputModifierType = None,
    ma_type: MAType = MAType.EMA,
    input_sampling: SamplingPeriodType = None,
)

Bases: Indicator

Moving Average Convergence Divergence.

Input type: float

Output type: MACDVal

Parameters:

Name	Type	Description	Default
fast_period	int	Fast moving average period.	required
slow_period	int	Slow moving average period.	required
signal_period	int	Signal line moving average period.	required
input_values	List[float]	List of input values.	None
input_indicator	Indicator	Input indicator.	None
input_modifier	InputModifierType	Input modifier.	None
ma_type	MAType	Moving average type.	EMA
input_sampling	SamplingPeriodType	Input sampling type.	None

Source code in talipp/indicators/MACD.py

def __init__(self, fast_period: int,
             slow_period: int,
             signal_period: int,
             input_values: List[float] = None,
             input_indicator: Indicator = None,
             input_modifier: InputModifierType = None,
             ma_type: MAType = MAType.EMA,
             input_sampling: SamplingPeriodType = None):
    super().__init__(input_modifier=input_modifier,
                     output_value_type=MACDVal,
                     input_sampling=input_sampling)

    self.ma_fast = MAFactory.get_ma(ma_type, fast_period)
    self.ma_slow = MAFactory.get_ma(ma_type, slow_period)
    self.signal_line = MAFactory.get_ma(ma_type, signal_period)

    self.add_sub_indicator(self.ma_fast)
    self.add_sub_indicator(self.ma_slow)
    self.add_managed_sequence(self.signal_line)

    self.initialize(input_values, input_indicator)

MACDVal dataclass

MACDVal(
    macd: float = None,
    signal: float = None,
    histogram: float = None,
)

MACD output type.

Parameters:

Name	Type	Description	Default
macd	float	MACD value.	None
signal	float	Signal line.	None
histogram	float	Histogram.	None