ezyquant.indicators.ta.TA.macd#

static TA.macd(close: DataFrame, window_slow: int = 26, window_fast: int = 12, window_sign: int = 9, fillna: bool = False) → Tuple[DataFrame, DataFrame, DataFrame]#

Moving Average Convergence Divergence (MACD)

Parameters:

  • close (pd.DataFrame) – dataset ‘Close’ dataframe.

  • window_slow (int = 26) – n period short-term.

  • window_fast (int = 12) – n period long-term.

  • window_sign (int = 9) – n period to signal.

  • fillna (bool = False) – if True, fill nan values.

Returns:

Contains:

  • MACD

  • MACD Signal

  • MACD Histogram

Return type:

Tuple[pd.DataFrame]