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c# KDJ算法实现

 

此算法在WP7 个人炒股软件GilStock 中用到

 

同花顺算法描述:

 

 1 RSV=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;

 2 a=SMA(RSV,M1,1);

 3 b=SMA(a,M2,1);

 4 e=3*a-2*b;

 5 IF(a<0) a=0;

 6 IF(a>100) a=100;

 7 IF(b<0) b=0;

 8 IF(b>100) b=100;

 9 IF(e<0) e=0;

10 IF(e>100) e=100;

11 K:a;

12 D:b;

13 J:e;

 

 

c#实现,理论区间内和新股上市的9天后的KDJ数据才是正确的。

 

View Code

 1  /// <summary>

 2         /// KDJ算法

 3         /// </summary>

 4         /// <param name="N">9</param>

 5         /// <param name="M1">3</param>

 6         /// <param name="M2">3</param>

 7         /// <param name="KLStocklist">K线数据</param>

 8         /// <returns></returns>

 9         public static List<KLinfo> ComputationKJD(int N, int M1, int M2, List<KLinfo> KLStocklist)

10         {

11

12             for (int i = 0; i < KLStocklist.Count; i++)

13             {

14                 double RSV = 0;

15                 double a = 0;

16                 double b = 0;

17                 double e = 0;

18

19                 GetMinMaxPirce(i + 1, N, KLStocklist);

20

21                 if (KLStocklist[i].KID == 1)

22                 {

23                     RSV = (KLStocklist[i].ClosePrice - KLStocklist[i].MinPrice) / (KLStocklist[i].MaxPrice - KLStocklist[i].MinPrice) * 100;

24                     a= (1 * RSV + (M1 - 1) * 0) / 1;

25                     b = (1 * a + (M2 - 1) * 0) / 1;

26                     e = 3 * a - 2 * b;

27                  

28                 }

29                 else

30                 {

31                     RSV = (KLStocklist[i].ClosePrice - KLStocklist[i].MinPrice) / (KLStocklist[i].MaxPrice - KLStocklist[i].MinPrice) * 100;

32                     a= (1 * RSV + (M1 - 1) * KLStocklist[i - 1].Kvalue) / M1;

33                     b = (1 * a + (M2 - 1) * KLStocklist[i - 1].Dvalue) / M2;

34                     e = 3 * a - 2 * b;

35                 }

36

37                 KLStocklist[i].RSV = RSV;

38                 KLStocklist[i].Kvalue = a;

39                 KLStocklist[i].Dvalue = b;

40                 KLStocklist[i].Jvalue = e;

41

42                 if (a < 0) KLStocklist[i].Kvalue = 0;

43                 if (a > 100) KLStocklist[i].Kvalue = 100;

44                 if (b < 0) KLStocklist[i].Dvalue = 0;

45                 if (b > 100) KLStocklist[i].Dvalue = 100;

46                 if (e < 0) KLStocklist[i].Jvalue = 0;

47                 if (e > 100) KLStocklist[i].Jvalue = 100;

48             }

49

50

51

52             return null;

53

54         }

55

56         /// <summary>

57         /// 获取区间最大最小

58         /// </summary>

59         /// <param name="Index">当日K线</param>

60         /// <param name="N">9</param>

61         /// <param name="KLStocklist">K线数据</param>

62         /// <returns></returns>

63         public static void GetMinMaxPirce(int Index, int N, List<KLinfo> KLStocklist)

64         {

65

66             var MinPirce = from n in KLStocklist where n.KID <= Index && n.KID > ((Index - N) < 0 ? 0 : (Index - N)) select n;

67

68             if (MinPirce.Count() != 0)

69       &n

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