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jsrimr/MACD.py

Created September 6, 2019 04:53
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MACD.py
def fnMACD(m_Df, m_NumFast=12, m_NumSlow=26, m_NumSignal=9):
EMAFast = m_Df['c'].ewm( span = m_NumFast, min_periods = m_NumFast - 1).mean()
EMASlow = m_Df['c'].ewm( span = m_NumSlow, min_periods = m_NumSlow - 1).mean()
MACD = EMAFast - EMASlow
MACDSignal= MACD.ewm( span = m_NumSignal, min_periods = m_NumSignal-1).mean()
MACDDiff= MACD - MACDSignal
return MACDDiff.mean()
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