macd ( seq n1 n2 -- newseq )

Vocabulary

math.finance

Inputs

seq	a sequence
n1	short number of periods
n2	long number of periods

Outputs

newseq

a sequence

Word description

Returns the Moving Average Converge of the sequence, calculated by:

•	MACD[t] = EMA2[t] - EMA1[t]

Definition

USING: kernel math.vectors ;

IN: math.finance

: macd ( seq n1 n2 -- newseq ) rot dup ema [ swap ema ] dip v- ;