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EasyAI / Python-Charting-Indicators

This repository contains a python file with is used to calculate charting indicators.
MIT License
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MACD zero lag is wrong #3

Closed dsiens closed 3 years ago

dsiens commented 3 years ago

Hello, I thing MACD zero lag calculation is not the correct one, I don't have any match with a TradingView MACD 0 lag chart.

I used to made it work with DEMA formula, perfect match with TradingView. This made me work my Python :)

You can used it:

def get_DEMA(prices, maPeriod, prec=8):

    EMA1 = get_EMA(prices, maPeriod)
    EMA2 = get_EMA(EMA1, maPeriod)
    DEMA = np.subtract ((2 * EMA1[:len(EMA2)]), EMA2)

    return DEMA.round(prec)
def get_zeroLagMACD(prices, Efast=12, Eslow=26, signal=9):

    z1 = get_DEMA (prices, Efast)
    z2 = get_DEMA (prices, Eslow)
    lineMACD = np.subtract (z1[:len(z2)], z2)
    lineSIGNAL = get_DEMA (lineMACD, signal)
    histogram = np.subtract(lineMACD[:len(lineSIGNAL)], lineSIGNAL)

    return [({
        "macd":float("{0}".format(lineMACD[i])), 
        "signal":float("{0}".format(lineSIGNAL[i])), 
        "hist":float("{0}".format(histogram[i]))}) for i in range(len(lineSIGNAL))]
EasyAI commented 3 years ago

Thank you very much for this solution, I will add this ASAP

EasyAI commented 3 years ago

Added in new version also added comment thanking you for logic fix.