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| import pandas as pd | |
| def calculate_macd(prices, fast_length=12, slow_length=26, signal_length=9): | |
| """ | |
| Calculates the Moving Average Convergence Divergence (MACD) along with the Signal line. | |
| Parameters: | |
| - prices (pd.Series): A pandas Series containing the stock's closing prices. | |
| - fast_length (int): The length of the fast EMA. Defaults to 12. | |
| - slow_length (int): The length of the slow EMA. Defaults to 26. | |
| - signal_length (int): The length of the signal line. Defaults to 9. | |
| Returns: | |
| - pd.DataFrame: A DataFrame containing the MACD, Signal line, and MACD Histogram. | |
| """ | |
| # Calculate the Fast and Slow EMAs | |
| ema_fast = prices.ewm(span=fast_length, adjust=False).mean() | |
| ema_slow = prices.ewm(span=slow_length, adjust=False).mean() | |
| # Calculate the MACD and Signal line | |
| macd = ema_fast - ema_slow | |
| signal_line = macd.ewm(span=signal_length, adjust=False).mean() | |
| macd_histogram = macd - signal_line | |
| macd_df = pd.DataFrame(data={ | |
| 'MACD': macd, | |
| 'Signal_Line': signal_line, | |
| 'MACD_Histogram': macd_histogram | |
| }) | |
| return macd_df | |
| if __name__ == "__main__": | |
| # Example usage | |
| data = {'Close': [22, 24, 23, 25, 26, 28, 27, 29, 30, 32, 31, 33]} | |
| prices = pd.Series(data['Close']) | |
| # User-defined parameters for MACD | |
| fast_length = 12 | |
| slow_length = 26 | |
| signal_length = 9 | |
| # Calculate MACD | |
| macd_df = calculate_macd(prices, fast_length, slow_length, signal_length) | |
| print(macd_df) | |