macd return in matlab

main.m
% Assume you have historical price data stored in a column vector called 'prices'

% Calculate the 12-day and 26-day exponential moving averages (EMA)
ema12 = movmean(prices, 12, 'exponential');
ema26 = movmean(prices, 26, 'exponential');

% Calculate the MACD line
macdLine = ema12 - ema26;

% Calculate the 9-day EMA of the MACD line (signal line)
signalLine = movmean(macdLine, 9, 'exponential');

% Calculate the MACD histogram
macdHistogram = macdLine - signalLine;

% Calculate the MACD return
macdReturn = diff(macdLine);

% Plotting the MACD line, signal line, and MACD histogram
figure;
subplot(2, 1, 1);
plot(macdLine);
hold on;
plot(signalLine);
hold off;
title('MACD Line and Signal Line');
legend('MACD Line', 'Signal Line');

subplot(2, 1, 2);
bar(macdHistogram);
title('MACD Histogram');

% Displaying MACD return
fprintf('MACD Return: %.4f\n', mean(macdReturn));
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