MACD code

macd.jl

function macd{T}(ta::TimeArray{T,1}, fast::Int, slow::Int, signal::Int)
 
  fastma = ema(ta, fast)
  slowma = ema(ta, slow)
  mcdval = fastma - slowma
  sigval = ema(mcdval, signal)

  merge(mcdval, sigval, ["macd", "signal"])
end

Hmm, probably the most descriptive code to match algorithm would be this

function macd{T}(ta::TimeArray{T,1}, fast::Int, slow::Int, signal::Int) 
  mcdval = ema(ta, fast) -  ema(ta, slow)
  sigval = ema(mcdval, signal)
  merge(mcdval, sigval, ["macd", "signal"])
end