@margarett
Here is an example of how you can compute Moving Average Convergence Divergence (MACD) using F#:
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open System
// Function to calculate EMA of a list of values
let calculateEMA (values: float list) (n: int) =
let alpha = 2.0 / (float (n + 1))
let rec calcEMA (values: float list) (prevEMA: float) =
match values with
| [] -> prevEMA
| x::xs ->
let newEMA = alpha * x + (1.0 - alpha) * prevEMA
calcEMA xs newEMA
calcEMA values (List.average values)
// Function to calculate MACD values
let calculateMACD (prices: float list) (shortPeriod: int) (longPeriod: int) (signalPeriod: int) =
let shortEMA = calculateEMA prices shortPeriod
let longEMA = calculateEMA prices longPeriod
let macdLine = shortEMA - longEMA
let signalLineValues = List.scan (fun prevValue price ->
let shortEMA = calculateEMA [price] shortPeriod
let longEMA = calculateEMA [price] longPeriod
let macdLine = shortEMA - longEMA
let signalEMA = calculateEMA [macdLine] signalPeriod
signalEMA
) 0.0 prices
let signalLine = List.tail signalLineValues
macdLine, signalLine
// Example usage
let prices = [100.0; 105.0; 110.0; 115.0; 120.0; 125.0]
let shortPeriod = 10
let longPeriod = 20
let signalPeriod = 9
let macdLine, signalLine = calculateMACD prices shortPeriod longPeriod signalPeriod
printfn "MACD Line values: %A" macdLine
printfn "Signal Line values: %A" signalLine
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In this code snippet, we define a function calculateEMA to calculate the Exponential Moving Average (EMA) of a list of values. Then, we define a function calculateMACD that calculates the MACD and signal line values based on the input prices and parameters for short, long, and signal periods. Finally, we provide an example of how to use the calculateMACD function with sample prices and parameters.
You can run this F# code in an F# interactive environment to compute the MACD values for a given set of prices.