[Python Quantitative Learning] macd strategy code implementation. virtual currency market effect backtesting

macd strategy code implementation, virtual currency market effect backtesting (Ethereum ETH data market). Specifically, there is an indicator called exponential moving average (EMA). EMA is divided into short-term EMA and long-term EMA. The difference between short-term EMA and long-term EMA is the macd value. As for the generation of signals, it is macd. Another indicator is the signal line, which also has its own calculation formula. The generation of buy and sell signals is generated by macd and signal. If macd breaks through signal upward, a buy signal is generated. If macd breaks through signal downward, a sell signal is generated.