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

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by irwin , in category: Technology , 10 months ago

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

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1 answer

Member

by pink , 10 months ago

@irwin 

To calculate Moving Average Convergence Divergence (MACD) in Go, you can use the following steps:

  1. Calculate the 12-period Exponential Moving Average (EMA) of the closing prices of the stock or asset you are analyzing.
  2. Calculate the 26-period EMA of the closing prices.
  3. Calculate the MACD line by subtracting the 26-period EMA from the 12-period EMA.
  4. Calculate the Signal line, which is a 9-period EMA of the MACD line.
  5. Calculate the MACD Histogram, which is the difference between the MACD line and the Signal line.


Here is a simple example of how you can calculate MACD in Go:

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package main

import (
	"fmt"
)

func main() {
	// Closing prices data
	closingPrices := []float64{100, 105, 110, 115, 120, 125, 130, 135, 140, 145, 150, 155}

	// Calculate 12-period EMA
	ema12 := calculateEMA(closingPrices, 12)

	// Calculate 26-period EMA
	ema26 := calculateEMA(closingPrices, 26)

	// Calculate MACD line
	macdLine := make([]float64, 0)
	for i := range ema12 {
		macdLine = append(macdLine, ema12[i]-ema26[i])
	}

	// Calculate Signal line (9-period EMA)
	signalLine := calculateEMA(macdLine, 9)

	// Calculate MACD Histogram
	macdHistogram := make([]float64, 0)
	for i := range macdLine {
		macdHistogram = append(macdHistogram, macdLine[i]-signalLine[i])
	}

	// Print MACD Histogram
	fmt.Println("MACD Histogram:", macdHistogram)
}

func calculateEMA(data []float64, period int) []float64 {
	ema := make([]float64, len(data))
	alpha := 2.0 / float64(period+1)

	// Initial EMA value
	ema[0] = data[0]

	// Calculate EMA
	for i := 1; i < len(data); i++ {
		ema[i] = (data[i]-ema[i-1])*alpha + ema[i-1]
	}

	return ema
}


In this example, we first calculate the 12-period and 26-period EMAs using the calculateEMA function. Then, we calculate the MACD line by subtracting the 26-period EMA from the 12-period EMA. We calculate the Signal line by taking a 9-period EMA of the MACD line. Finally, we calculate the MACD Histogram by finding the difference between the MACD line and the Signal line.


You can run this code in Go to calculate the MACD Histogram for a given set of closing prices.