Let's implement a moving average convergence divergence signal with a fast EMA period of 10 days, a slow EMA period of 40 days, and with default smoothing factors of 2/11 and 2/41, respectively:
num_periods_fast = 10 # fast EMA time periodK_fast = 2 / (num_periods_fast + 1) # fast EMA smoothing factorema_fast = 0num_periods_slow = 40 # slow EMA time periodK_slow = 2 / (num_periods_slow + 1) # slow EMA smoothing factorema_slow = 0num_periods_macd = 20 # MACD EMA time periodK_macd = 2 / (num_periods_macd + 1) # MACD EMA smoothing factorema_macd = 0ema_fast_values = [] # track fast EMA values for visualization purposesema_slow_values = [] # track slow EMA values for visualization purposes ...
