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  • 指标

    MACD指标:
    12日EMA的计算:EMA12 = 前一日EMA12×11/13 + 今日收盘×2/13
    26日EMA的计算:EMA26 = 前一日EMA26×25/27 + 今日收盘×2/27
    差离值(DIFF)的计算: DIFF = EMA12 - EMA26 。
    离差平均值(DEA值): 今日DEA = (前一日DEA×8/10 + 今日DIFF×2/10)
    MACD=(DIF-DEA)*2
    初始的DIF、DEA、MACD值均为0,首个EMA12和EMA26的值第一个交易日的收盘价。

    function GenMADCData(data,startIndex,count) {
        var result = {};
        var diffArr = new Array();
        var deaArr = new Array();
        var macdArr = new Array();
    
        var lastEma12 = data[0].close; //首个EMA12和EMA26的值第一个交易日的收盘价
        var lastEma26 = data[0].close; //首个EMA12和EMA26的值第一个交易日的收盘价
        var diff;
        var dea;
        for (var i = 0; i < data.length; i++) {
            if (i === 0) {
                    diffArr.push(0);
                    deaArr.push(0);
                    macdArr.push(0);
            } else {
                var ema12 = lastEma12 * 11 / 13 + data[i].close * 2 / 13; //EMA12 = 前一日EMA12×11/13 + 今日收盘×2/13
                var ema26 = lastEma26 * 25 / 27 + data[i].close * 2 / 27;  //EMA26 = 前一日EMA26×25 / 27 + 今日收盘×2 / 27
                diff = ema12 - ema26; //差离值(DIFF)的计算: DIFF = EMA12 - EMA26 
                //记录上一次ema
                lastEma12 = ema12;
                lastEma26 = ema26;
                //生成dea
                dea = deaArr[i - 1] * 8 / 10 + diff * 2 / 10;
                var macd = (diff - dea) * 2;
                diffArr.push(diff);
                deaArr.push(dea);
                macdArr.push(macd);
            }
        }
    
        for (var i = 0; i < startIndex; i++)
        {
            diffArr.shift();
            deaArr.shift();
            macdArr.shift();
        }
        for (var i = 0; i < data.length - startIndex - count; i++)
        {
            diffArr.pop();
            deaArr.pop();
            macdArr.pop();
        }
    
    
        result.DiffArr = diffArr;
        result.DeaArr = deaArr;
        result.MacdArr = macdArr;
        window.Diff = diffArr;
        window.Dea = deaArr;
        window.Macd = macdArr;
        return result;
    }

    RSI相对强弱指标:
    RSI6:SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*100;
    RSI12:SMA(MAX(CLOSE-LC,0),N2,1)/SMA(ABS(CLOSE-LC),N2,1)*100;
    RSI24:SMA(MAX(CLOSE-LC,0),N3,1)/SMA(ABS(CLOSE-LC),N3,1)*100;
    CLOSE为收盘价,LC为昨收盘价,SMA(X,N,M) N1,N2,N3分别为6,12,24,M为权重1,Y=(X*M+前一日Y*(N-M))/N
    首个交易日Y为0,指标显示为RSI6:- 、RSI12:- 、RSI24:-;
    纵坐标位置分别取【0.00;20.00;50.00;80.00;100.00】

    function GenRSIData(data, startIndex, count) {
        var result = {};
        var rsi6Arr = new Array();
        var rsi12Arr = new Array();
        var rsi24Arr = new Array();
        var lastY1 = 0;
        var lastY2 = 0;
    
        rsi6Arr.push(NaN);
        rsi12Arr.push(NaN);
        rsi24Arr.push(NaN);
        // getRsi6
        for (var i = 1; i < data.length; i++) {
            var riseRange = data[i].close - data[i - 1].close;
            var X1;
            var X2;
            var Y1;
            var Y2;
            var val = 0;
            if (riseRange >= 0) {
                X1 = riseRange;
                X2 = riseRange;
            }
            else {
                X1 = 0;
                X2 = (-1 * riseRange);
            }
    
            var Y1 = (X1 + lastY1 * 5) / 6;
            var Y2 = (X2 + lastY2 * 5) / 6;
    
            if (Y2 == 0) {
                val = 100;
            }
            else {
                val = Y1 / Y2 * 100;
            }
    
            rsi6Arr.push(val);
            lastY1 = Y1;
            lastY2 = Y2;
        }
    
        // getRsi12
        lastY1 = 0;
        lastY2 = 0;
        for (var i = 1; i < data.length; i++) {
            var riseRange = data[i].close - data[i - 1].close;
            var X1;
            var X2;
            var Y1;
            var Y2;
            var val = 0;
            if (riseRange >= 0) {
                X1 = riseRange;
                X2 = riseRange;
            }
            else {
                X1 = 0;
                X2 = (-1 * riseRange);
            }
    
            var Y1 = (X1 + lastY1 * 11) / 12;
            var Y2 = (X2 + lastY2 * 11) / 12;
    
            if (Y2 == 0) {
                val = 100;
            }
            else {
                val = Y1 / Y2 * 100;
            }
    
            rsi12Arr.push(val);
            lastY1 = Y1;
            lastY2 = Y2;
        }
    
        // getRsi24
        lastY1 = 0;
        lastY2 = 0;
        for (var i = 1; i < data.length; i++) {
            var riseRange = data[i].close - data[i - 1].close;
            var X1;
            var X2;
            var Y1;
            var Y2;
            var val = 0;
            if (riseRange >= 0) {
                X1 = riseRange;
                X2 = riseRange;
            }
            else {
                X1 = 0;
                X2 = (-1 * riseRange);
            }
    
            var Y1 = (X1 + lastY1 * 23) / 24;
            var Y2 = (X2 + lastY2 * 23) / 24;
    
            if (Y2 == 0) {
                val = 100;
            }
            else {
                val = Y1 / Y2 * 100;
            }
    
            rsi24Arr.push(val);
            lastY1 = Y1;
            lastY2 = Y2;
        }
    
        for (var i = 0; i < startIndex; i++) {
            rsi6Arr.shift();
            rsi12Arr.shift();
            rsi24Arr.shift();
        }
        for (var i = 0; i < data.length - startIndex - count; i++) {
            rsi6Arr.pop();
            rsi12Arr.pop();
            rsi24Arr.pop();
        }
    
        result.Rsi6Arr = rsi6Arr;
        result.Rsi12Arr = rsi12Arr;
        result.Rsi24Arr = rsi24Arr;
        window.Rsi6 = rsi6Arr;
        window.Rsi12 = rsi12Arr;
        window.Rsi24 = rsi24Arr;
        return result;
    }

    KDJ随机指标:
    n日RSV=(Cn-Ln)÷(Hn-Ln)×100
    公式中,Cn为第n日收盘价;Ln为n日内的最低价;Hn为n日内的最高价。
    其次,计算K值与D值:
    当日K值=2/3×前一日K值+1/3×当日RSV
    当日D值=2/3×前一日D值+1/3×当日K值
    J值=3*当日K值-2*当日D值
    初始的K、D值,取当日RSV的值
    纵坐标位置分别取【0.00;20.00;50.00;80.00;100.00】

    function GetKDJData(filedata, startIndex, count) {
        var result = {};
        var kl = new Array();
        var dl = new Array();
        var jl = new Array();
        var rsv;
        var cn;
        var ln;
        var hn;
        for (var i = 0; i < filedata.length; i++) {
            if (0 === i) {
                ln = filedata[0].low;
                hn = filedata[0].high;
            }
            else if(i<10) {
                ln = Math.min(ln, filedata[i].low);
                hn = Math.max(hn, filedata[i].high);
            }
            else {
                ln = filedata[i].low;
                hn = filedata[i].high;
                for (j = i - 8; j < i; j++) {
                    ln = Math.min(ln, filedata[j].low);
                    hn=Math.max(hn,filedata[j].high);
                }
            }
            cn = filedata[i].close;
            if (hn === ln)
                rsv = 100;
            else
                rsv = (cn - ln) / (hn - ln) * 100;
            if (0 === i) {
                //rsv = rsv < 0 ? 0 : (rsv > 100 ? 100 : rsv);
                kl.push(rsv);
                dl.push(rsv);
                jl.push(rsv);
            }
            else {
                //K
                var itemk = kl[i - 1] * 2 / 3 + rsv / 3;
                //itemk = itemk < 0 ? 0 : (itemk > 100 ? 100 : itemk);
                kl.push(itemk);
                //D
                var itemd = dl[i - 1] * 2 / 3 + itemk * 1 / 3;
                //itemd = itemd < 0 ? 0 : (itemd > 100 ? 100 : itemd);
                dl.push(itemd);
                //J
                var itemj = itemk * 3 - itemd * 2;
                //itemj = itemj < 0 ? 0 : (itemj > 100 ? 100 : itemj);
                jl.push(itemj);
            }
        }
    
        for (var i = 0; i < startIndex; i++) {
            kl.shift();
            dl.shift();
            jl.shift();
        }
        for (var i = 0; i < filedata.length - startIndex - count; i++) {
            kl.pop();
            dl.pop();
            jl.pop();
        }
    
        result.Kl = kl;
        result.Dl = dl;
        result.Jl = jl;
        window.Kl = kl;
        window.Dl = dl;
        window.Jl = jl;
        return result;
    }
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  • 原文地址:https://www.cnblogs.com/ariter/p/5871569.html
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