行情指标

EMA它的定义是 Y=[2*X+(N-1)*Y‘]/(N+1) Y‘是上一个周期的计算值。这样的函数是一个递归函数，不断的调用前一个周期的值来参加计算的。我们为了加快计算的速度，没有采用递归的方式。

实现的EMA是这样的
public static List<float> EMA(this List<float> input,int n)
        {
            float[] list = new float[input.Count];
            list[0] = input[0];

float x;
            float y;
            float yLast;
            for (int i = 1;i < input.Count;i++)
            {
                yLast = list[i - 1];
                x = input[i];

y = (x * 2 + (n - 1) * yLast) / (n + 1);
                list[i] = y;
            }
            return list.ToList();
        }

我们直接根据原来的值返回一个有同样位数的返回值。这样软件同样可以非常方便的去判断。最后期的一个值是不是满足条件了。

现在来看一下如何写一个MACD的函数

DIFF : EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);

DEA : EMA(DIFF,M);
MACD : 2*(DIFF-DEA), COLORSTICK;

上面的是Macd在大智慧中的函数。

先定义了一个MacdInfo的类

public class MacdInfo
    {
        public List<float> Diff
        { get; set; }

public List<float> DEA
        { get; set; }

public List<float> MACD
        { get; set; }
    }
Diff DEA MACD上面的三个我们都有定义了。

public class MACD
    {
        /// <summary>
        /// DIFF : EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);
        /// DEA  : EMA(DIFF,M);
        /// MACD : 2*(DIFF-DEA), COLORSTICK;
        /// </summary>
        /// <param name="list"></param>
        /// <param name="?"></param>
        /// <returns></returns>
        public MacdInfo Calculate(List<StockLog> list,int s,int l,int m)
        {
            var closeList = list.Select(it => it.Close).ToList();//先得到所有的Close的值
            var shortList = closeList.EMA(s);//算出短期的滑动平均
            var longList = closeList.EMA(l);//算出长期的滑动平均
            List<float> diff = new List<float>();
            for (int i = 0;i < shortList.Count;i++)//使用循环的方法算出每一个周期的diff
            {
                diff.Add(shortList[i] - longList[i]);
            }
            var dea = diff.EMA(m);//跟据diff算出dea
            List<float> macd = new List<float>();
            for (int i = 0;i < diff.Count;i++)//算出macd
            {
                macd.Add(2 * (diff[i] - dea[i]));
            }
            MacdInfo info = new MacdInfo();
            info.DEA = dea;
            info.Diff = diff;
            info.MACD = macd;
            return info;
        }
    }
///StockLog是我们的股票K线记录类
 public class StockLog
    {
        public string StockCode
        { get; set; }
        public DateTime Date
        { get; set; }
        public float Open
        { get; set; }
        public float Low
        { get; set; }
        public float Close
        { get; set; }
        public float High
        { get; set; }
        ///新浪不支持啊
        //public decimal Amount
        //{ get; set; }
        public float Volume
        { get; set; }

        public StockLog Clone()
        {
            return this.MemberwiseClone() as StockLog;
        }
        public string ToChartTip()
        {
            return string.Format("高:{0}\r\n低:{1}\r\n开:{2}\r\n收:{3}\r\n日期:{4}", High.ToString("f3"), Low.ToString("f3"), Open.ToString("f3"), Close.ToString("f3"),Date.ToShortDateString());
        }
    }