Apama 10.3 | Apama Capital Markets Foundation Documentation | Capital Markets Foundation | Finance Smart Blocks for Developing Scenarios | CMF financial analytic smart blocks | MACD Calculator v2.0
 
MACD Calculator v2.0
This block calculates the Moving Average Convergence Divergence, which measures the difference between two moving averages with different periods. A third moving average, called the “signal”, is generated and compared to the spread – when the spread crosses above or below the signal line this is an indicator for trade.
Description
To make this block available to your scenario, you must add the Analytics APIs bundle to your project.
Parameters
Parameter
Description
short duration
The time window for the short moving average in seconds.
long duration
The time window for the long moving average in seconds.
signal duration
The time window for the signal moving average in seconds.
Operations
Operation
Description
start
Starts the calculation of MACD. Must be called before the calculator will generate any statistics.
stop
Stops the calculation of further MACD. Any subsequent input feeds are ignored.
clear
Clears the current data set.
Input feeds
Feed
Fields
Description
data
value
The feed of values.
Output feeds
Feed
Fields
Description
macd
value
Spread between long and short duration averages.
short
Current short moving average.
long
Current long moving average.
signal
Current value of signal moving average.

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