[transducers-stats] Supported indicators MACD about umbrella HOT 6 CLOSED

Added and released as v0.3.0 😄

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Please use v0.3.1 instead...

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I use version "^0.3.1"

const chartDataMACD = Array.from(tx.iterator(stats.macd(fastPeriod, slowPeriod, signalPeriod), closeArray));
console.log('Length MACD: ' + chartDataMACD.length);
console.log('Length data: ' + closeArray.length);

result (with fast: 12, slow: 26, smooth: 9):
Length MACD: 52252
Length data: 52285 (expected: 52252 +26 -1 = 52277)

Can you check this problem? I think the MACD is being miscalculated.

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Hey @sy92th - did you read the docs?

https://github.com/thi-ng/umbrella/blob/master/packages/transducers-stats/src/macd.ts#L34

You didn't take into account the 2nd moving average smooth applied to difference between the fast and slow ones. That's why the total lag of the indicator is slow + smooth - 2...

52285-(26+9-2) = 52252

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Also see here: https://en.wikipedia.org/wiki/MACD#/media/File:MACDpicwiki.gif

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Ahh I'm wrong. So sorry

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