From 4aa51e12f184a2da4714422b3aae33e39ecb5817 Mon Sep 17 00:00:00 2001 From: Julio Antonio Soto Date: Wed, 9 Sep 2020 12:31:23 +0200 Subject: [PATCH] Fixed bug in EMA for MACD values, previously using the wrong K --- Chapter2/macd.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Chapter2/macd.py b/Chapter2/macd.py index cd29818..6936f5d 100644 --- a/Chapter2/macd.py +++ b/Chapter2/macd.py @@ -63,7 +63,7 @@ if ema_macd == 0: ema_macd = macd else: - ema_macd = (macd - ema_macd) * K_slow + ema_macd # signal is EMA of MACD values + ema_macd = (macd - ema_macd) * K_macd + ema_macd # signal is EMA of MACD values macd_values.append(macd) macd_signal_values.append(ema_macd)