@brock
To calculate the Moving Average Convergence Divergence (MACD) in Golang, you can follow these steps:
- 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
}
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- 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)),
}
}
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- 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)
}
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- 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
}
}
}
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- 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)
}
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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.