Paul Miller > stockmonkey-2.9405 > Math::Business::MACD

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NAME ^

Math::Business::MACD - Technical Analysis: Moving Average Convergence/Divergence

SYNOPSIS ^

  use Math::Business::MACD;

  # WARNING: To clear up any confusion, Appel used 12-26-9 rather
  # than the 26,12,9 shown here -- that is, he used
  # fast-slow-trigger instead of slow-fast-trigger as used below.

  my ($slow, $fast, $trigger) = (26, 12, 9);
  my $macd = new Math::Business::MACD;
     $macd->set_days( $slow, $fast, $trigger );

  # alternatively/equivelently
  my $macd = new Math::Business::MACD( $slow, $fast, $trigger );

  # or to just get the recommended model ... (26,12,9)
  my $macd = Math::Business::MACD->recommended;

  my @closing_values = map { 3+ int rand 27 } 1 .. $slow+$fast;

  # choose one:
  $macd->insert( @closing_values );
  $macd->insert( $_ ) for @closing_values;

  print "       MACD: ", scalar $macd->query,    "\n",
        "Trigger EMA: ", $macd->query_trig_ema,  "\n",
        "   Fast EMA: ", $macd->query_fast_ema,  "\n",
        "   Slow EMA: ", $macd->query_slow_ema,  "\n";
        "  Histogram: ", $macd->query_histogram, "\n";

  my @macd = $macd->query;
  # $macd[0] is the MACD
  # $macd[1] is the Fast
  # $macd[2] is the Slow
  # $macd[3] is the Trigger
  # $macd[4] is the Histogram

RESEARCHER ^

The MACD was designed by Gerald Appel in the 1960s.

MACD graphs usually show:

    1. The MACD=ema[fast]-ema[slow] -- query()
    2. The signal=ema[trig]         -- query_trig_ema()
    3. The histogram=MACD-signal    -- query_histogram()

Appel designed the MACD to spot tend changes.

It is believed that when the MACD crosses the signal line on the way up, it signals a buy condition and when the MACD crosses the signal line on the way down, it's time to sell. The histogram can help to visualize when a crossing is going to occur.

A upward crossing of the MACD through the zero-line indicates a bullish situation and vice versa.

THANKS ^

David Perry

AUTHOR ^

Paul Miller <jettero@cpan.org>

I am using this software in my own projects... If you find bugs, please please please let me know. There is a mailing list with very light traffic that you might want to join: http://groups.google.com/group/stockmonkey/.

COPYRIGHT ^

Copyright © 2013 Paul Miller

LICENSE ^

This is released under the Artistic License. See perlartistic.

SEE ALSO ^

perl(1), Math::Business::StockMonkey, Math::Business::StockMonkey::FAQ, Math::Business::StockMonkey::CookBook

http://en.wikipedia.org/wiki/MACD

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