@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 |
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.