Class: SQA::Strategy::MACD

Inherits:
Object
  • Object
show all
Defined in:
lib/sqa/strategy/macd.rb

Overview

MACD (Moving Average Convergence Divergence) crossover strategy Buy when MACD line crosses above signal line (bullish) Sell when MACD line crosses below signal line (bearish)

Class Method Summary collapse

Class Method Details

.trade(vector) ⇒ Object 



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# File 'lib/sqa/strategy/macd.rb', line 9

def self.trade(vector)
  return :hold unless vector.respond_to?(:prices) && vector.prices&.size >= 35

  prices = vector.prices

  # Calculate MACD using SQAI (returns macd, signal, histogram)
  macd_line, signal_line, histogram = SQAI.macd(
    prices,
    fast_period: 12,
    slow_period: 26,
    signal_period: 9
  )

  return :hold if macd_line.nil? || signal_line.nil? || macd_line.size < 2

  # Get current and previous values
  current_macd = macd_line[-1]
  current_signal = signal_line[-1]
  prev_macd = macd_line[-2]
  prev_signal = signal_line[-2]

  # Bullish crossover: MACD crosses above signal
  if prev_macd <= prev_signal && current_macd > current_signal
    :buy

  # Bearish crossover: MACD crosses below signal
  elsif prev_macd >= prev_signal && current_macd < current_signal
    :sell

  # No crossover
  else
    :hold
  end
rescue => e
  warn "MACD strategy error: #{e.message}"
  :hold
end