c# MACD 算法实现

此算法在自己WP7应用中 用到  

同花顺 算法

DIFF : EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);
DEA  : EMA(DIFF,M);
MACD : 2*(DIFF-DEA);
Zero : 0;

关键点是第一天的数据

如果是区间的数据，区间第一天的DIF DEA MACD 都是0

 

 1   /// <summary>
 2         /// MACD算法
 3         /// </summary>
 4         /// <param name="n1">12</param>
 5         /// <param name="n2">26</param>
 6         /// <param name="n3">9</param>
 7         /// <param name="day">K线数据</param>
 8         /// <returns></returns>
 9         public static List<KLinfo> ComputationMACD2(int SHORT, int LONG, int M, List<KLinfo> KLStocklist)
10         {
11             for (int i = 0; i < KLStocklist.Count;i++ )
12             {
13 
14                 if (KLStocklist[i].KID == 1)
15                 {
16                     KLStocklist[i].Ema12Value = KLStocklist[i].ClosePrice;
17                     KLStocklist[i].Ema26Value = KLStocklist[i].ClosePrice;
18                     KLStocklist[i].DifValue = KLStocklist[i].Ema12Value - KLStocklist[i].Ema26Value;
19                     KLStocklist[i].DeaValue = KLStocklist[i].DifValue;
20                     KLStocklist[i].MacdValue = 2.0 * (KLStocklist[i].DifValue - KLStocklist[i].DeaValue);
21                 }
22                 else
23                 {
24                     KLStocklist[i].Ema12Value = (2 * KLStocklist[i].ClosePrice + (SHORT - 1) * KLStocklist[KLStocklist[i].KID - 2].Ema12Value) / (SHORT + 1);
25                     KLStocklist[i].Ema26Value = (2 * KLStocklist[i].ClosePrice + (LONG - 1) * KLStocklist[KLStocklist[i].KID - 2].Ema26Value) / (LONG + 1);
26                     KLStocklist[i].DifValue = KLStocklist[i].Ema12Value - KLStocklist[i].Ema26Value;
27                     KLStocklist[i].DeaValue = (2 * KLStocklist[i].DifValue + (M - 1) * KLStocklist[KLStocklist[i].KID - 2].DeaValue) / (M + 1);
28                     KLStocklist[i].MacdValue = 2.0 * (KLStocklist[i].DifValue - KLStocklist[i].DeaValue);
29 
30                 }
31             }
32 
33              return KLStocklist;
34         }