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| # indicators/macd.py | |
| import pandas as pd | |
| def macd(df, fast_period=12, slow_period=26, signal_period=9, column="Close"): | |
| """ | |
| Calculates MACD Line, Signal Line, and Histogram | |
| """ | |
| ema_fast = df[column].ewm(span=fast_period, adjust=False).mean() | |
| ema_slow = df[column].ewm(span=slow_period, adjust=False).mean() | |
| macd_line = ema_fast - ema_slow | |
| signal_line = macd_line.ewm(span=signal_period, adjust=False).mean() | |
| histogram = macd_line - signal_line | |
| return macd_line, signal_line, histogram | |