How To Calculate Moving Average Convergence Divergence (MACD) in Golang?

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by brock , in category: General Help , 8 months ago

How To Calculate Moving Average Convergence Divergence (MACD) in Golang?

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1 answer

by raphaelle , 8 months ago

@brock 

To calculate the Moving Average Convergence Divergence (MACD) in Golang, you can follow these steps:

  1. Define a struct to hold the necessary data for the calculation:
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type MACD struct {
    prices []float64
    shortPeriod int
    longPeriod int
    signalPeriod int
    emaShort []float64
    emaLong []float64
    signalLine []float64
    macdLine []float64
}


  1. Create a function to initialize the MACD struct with the necessary parameters:
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func NewMACD(prices []float64, shortPeriod, longPeriod, signalPeriod int) *MACD {
    return &MACD{
        prices: prices,
        shortPeriod: shortPeriod,
        longPeriod: longPeriod,
        signalPeriod: signalPeriod,
        emaShort: make([]float64, len(prices)),
        emaLong: make([]float64, len(prices)),
        signalLine: make([]float64, len(prices)),
        macdLine: make([]float64, len(prices)),
    }
}


  1. Implement a function to calculate the MACD values based on the given prices:
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func (m *MACD) CalculateMACD() {
    // Calculate the EMA for short and long periods
    m.calculateEMA(m.shortPeriod, m.emaShort)
    m.calculateEMA(m.longPeriod, m.emaLong)

    // Calculate MACD Line
    for i := m.longPeriod; i < len(m.prices); i++ {
        m.macdLine[i] = m.emaShort[i] - m.emaLong[i]
    }

    // Calculate Signal Line
    m.calculateEMA(m.signalPeriod, m.macdLine, m.signalLine)
}


  1. Implement a helper function to calculate the EMA values:
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func (m *MACD) calculateEMA(period int, data []float64, result ...[]float64) {
    var ema float64
    multiplier := 2.0 / float64(period+1)

    // Calculate the EMA for the first value
    for i := 0; i < period; i++ {
        ema += data[i]
    }
    ema /= float64(period)

    if len(result) > 0 {
        result[0][period-1] = ema
    } else {
        m := len(data)
        m.emaLong[period-1] = ema
    }

    // Calculate the EMA for the rest of the values
    for i := period; i < len(data); i++ {
        ema = (data[i] - ema) * multiplier + ema
        if len(result) > 0 {
            result[0][i] = ema
        } else {
            m.emaLong[i] = ema
        }
    }
}


  1. Finally, you can use the MACD struct to calculate the MACD values for a given set of prices:
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func main() {
    prices := []float64{100, 110, 120, 130, 140, 150, 160, 170, 180, 190}
    shortPeriod := 12
    longPeriod := 26
    signalPeriod := 9

    macd := NewMACD(prices, shortPeriod, longPeriod, signalPeriod)
    macd.CalculateMACD()

    fmt.Println("MACD Line:", macd.macdLine)
    fmt.Println("Signal Line:", macd.signalLine)
}


This is a basic implementation of calculating the Moving Average Convergence Divergence (MACD) in Golang. You can further customize and optimize the code as per your requirements.