An implementation of MACD in Go.

macd.go

package indicator

import (
	"strings"

	"github.com/shopspring/decimal"
)

/*
This indicator consists of 3 main parts:
The standard MACD is calculated using the closing prices of a 12-day exponential moving average (EMA) minus a 26-day EMA.
The signal is a 9-day EMA next to the MACD line and it signals turns in the indicator.
The third part is called the MACD-Histogram which shows the difference between the MACD line and the signal line and is 
plotted either above or below a zero line.
*/

type Macd struct {
	Histogram decimal.Decimal
	Diff      decimal.Decimal
	Result    decimal.Decimal
	Ema12     *Ema
	Ema26     *Ema
	Ema9      *Ema
	Hup       bool
	Hdn       bool
}

func NewMacd() *Macd {
	macd := Macd{}
	macd.Ema12 = NewEma(decimal.NewFromInt(MacdShort))
	macd.Ema26 = NewEma(decimal.NewFromInt(MacdLong))
	macd.Ema9 = NewEma(decimal.NewFromInt(MacdSignal))
	return &macd
}
func (m *Macd) Update(f decimal.Decimal) {
	pmacd := *m
	m.Diff = m.Ema12.Update(f).Sub(m.Ema26.Update(f))
	m.Result = m.Ema9.Update(m.Diff)
	m.Histogram = m.Result.Sub(m.Diff)
	m.Hup = pmacd.Histogram.LessThanOrEqual(decimal.Zero) && m.Histogram.GreaterThan(decimal.Zero)
	m.Hdn = pmacd.Histogram.GreaterThan(decimal.Zero) && m.Histogram.LessThanOrEqual(decimal.Zero)
}

func (m *Macd) String() string {
	var bldr = strings.Builder{}
	bldr.WriteString("Macd values:")
	bldr.WriteString("Histogram " + m.Histogram.String())
	bldr.WriteString("Diff " + m.Diff.String())
	bldr.WriteString("Result " + m.Result.String())
	bldr.WriteString("Ema12 Result " + m.Ema12.Result.String())
	bldr.WriteString("Ema26 Result " + m.Ema26.Result.String())
	bldr.WriteString("Ema9 Result " + m.Ema9.Result.String())
	return bldr.String()
}