@jacey.lubowitz
Computing Moving Average Convergence Divergence (MACD) in SQL involves calculating the difference between two Exponential Moving Averages (EMAs) and plotting the result against a signal line, which is typically the EMA of the MACD itself. Here is an example of how you can compute MACD in SQL:
- Calculate the short-term EMA:
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SELECT *,
(SELECT AVG(price) FROM stock_prices s2
WHERE s2.date BETWEEN s.date - INTERVAL 12 HOUR AND s.date) as short_ema
FROM stock_prices s;
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- Calculate the long-term EMA:
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SELECT *,
(SELECT AVG(price) FROM stock_prices s2
WHERE s2.date BETWEEN s.date - INTERVAL 26 HOUR AND s.date) as long_ema
FROM stock_prices s;
|
- Calculate the MACD:
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SELECT *,
(short_ema - long_ema) as macd
FROM (
SELECT *,
(SELECT AVG(price) FROM stock_prices s2
WHERE s2.date BETWEEN s.date - INTERVAL 12 HOUR AND s.date) as short_ema,
(SELECT AVG(price) FROM stock_prices s2
WHERE s2.date BETWEEN s.date - INTERVAL 26 HOUR AND s.date) as long_ema
FROM stock_prices s
) t;
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- Calculate the signal line (typically a 9-period EMA of the MACD):
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SELECT *,
(SELECT AVG(macd) FROM (
SELECT *,
(short_ema - long_ema) as macd
FROM (
SELECT *,
(SELECT AVG(price) FROM stock_prices s2
WHERE s2.date BETWEEN s.date - INTERVAL 12 HOUR AND s.date) as short_ema,
(SELECT AVG(price) FROM stock_prices s2
WHERE s2.date BETWEEN s.date - INTERVAL 26 HOUR AND s.date) as long_ema
FROM stock_prices s
) t
) t2
WHERE t2.rowid BETWEEN t.rowid - 8 AND t.rowid) as signal_line
FROM (
SELECT *,
(short_ema - long_ema) as macd
FROM (
SELECT *,
(SELECT AVG(price) FROM stock_prices s2
WHERE s2.date BETWEEN s.date - INTERVAL 12 HOUR AND s.date) as short_ema,
(SELECT AVG(price) FROM stock_prices s2
WHERE s2.date BETWEEN s.date - INTERVAL 26 HOUR AND s.date) as long_ema
FROM stock_prices s
) t
) t;
|
Please note that this is a simplified example and may need to be adjusted based on the specific requirements of your dataset and the version of SQL you are using.