,

@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; |

- 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; |

- 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.

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