public MACDIndicator(DateTime time, double closePrice, IMACD preMACD = null)
{
// 快速移动平均值周期 默认12
SlowEMACycle = SHORT;
// 快速移动平均值 EMA12 = 前一日EMA12 X 11/13 + 今日收盘 X 2/13
SlowEMA = (preMACD == null ? closePrice : (2 * closePrice + (SHORT - 1) * preMACD.SlowEMA) / (SHORT + 1));
// 慢速移动平均值 默认26
FastEMACycle = LONG;
// 慢速移动平均值 EMA26 = 前一日EMA26 X 25/27 + 今日收盘 X 2/27
FastEMA = (preMACD == null ? closePrice : (2 * closePrice + (LONG - 1) * preMACD.FastEMA) / (LONG + 1));
// 差离值 DIF = EMA12 - EMA26
DIF = SlowEMA - FastEMA;
// 离差平均值 DEA = （前一日DEA X 8/10 + 今日DIF X 2/10）
DEA = (preMACD == null ? DIF : (2 * DIF + (M - 1) * preMACD.DEA) / (M + 1));
// MACD 指数平滑移动平均线 （DIF-DEA）*2
MACD = 2.0 * (DIF - DEA);
Time = time;
}
private static IMACD MACD(this IEnumerable<IStockKLine> self, int index, IMACD preMACD = null)
{
if (self == null || self.Count() <= index)
return null;
var lstStockKLine = self.ToList();
if (index == 0)
{
return new MACDIndicator(lstStockKLine[index].Time, lstStockKLine[index].Close);
}
else
{
return new MACDIndicator(lstStockKLine[index].Time, lstStockKLine[index].Close, preMACD);
}
}
