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;
}

 

posted @ 2016-09-14 13:09  Ariter  阅读(401)  评论(0编辑  收藏  举报