Example #1
0
        /// <summary>
        /// 获取MACD背离个股
        /// </summary>
        /// <param name="codes"></param>
        /// <param name="maxCount"></param>
        /// <returns></returns>
        public static int GetMacdDeviationCodes(List <String> codes)
        {
            LoadHistoryDatas();
            int           id          = SecurityFilterExternFunc.CreateIndicatorExtern("DIF:EMA(CLOSE,SHORT)-EMA(CLOSE,LONG);DEA:EMA(DIF,MID);MACD:(DIF-DEA)*2;REFCLOSE:REF(CLOSE,20);REFMACD:REF(MACD,20);NOWCLOSE:CLOSE;", "SHORT,0,1000,12;LONG,0,1000,26;MID,0,1000,9;");
            List <String> tradedCodes = new List <String>();

            GetTradedCodes(tradedCodes);
            int tradedCodesSize = tradedCodes.Count;

            for (int i = 0; i < tradedCodesSize; i++)
            {
                String tradedCode = tradedCodes[i];
                if (m_historyDatas.ContainsKey(tradedCode) && m_historyDatas[tradedCode].Count > 200)
                {
                    Dictionary <String, double> values = SecurityFilterExternFunc.CalculateIndicatorExtern(id, tradedCode);
                    double nowClose = values["NOWCLOSE"];
                    double refClose = values["REFCLOSE"];
                    double macd     = values["MACD"];
                    double refMacd  = values["REFMACD"];
                    if ((nowClose - refClose > 0 && macd < refMacd) || (nowClose - refClose < 0 && macd > refMacd))
                    {
                        codes.Add(tradedCode);
                    }
                }
            }
            SecurityFilterExternFunc.DeleteIndicatorExtern(id);
            return(1);
        }
Example #2
0
        /// <summary>
        /// MACD金叉或死叉个股
        /// </summary>
        /// <param name="codes"></param>
        /// <param name="goldOrDeal"></param>
        /// <returns></returns>
        public static int GetMacdGoldDead(List <String> codes, bool goldOrDeal)
        {
            LoadHistoryDatas();
            String str = "DIF:EMA(CLOSE,SHORT)-EMA(CLOSE,LONG);DEA:EMA(DIF,MID);MACD:(DIF-DEA)*2;IC:CROSS(DIF,DEA);";

            if (!goldOrDeal)
            {
                str = "DIF:EMA(CLOSE,SHORT)-EMA(CLOSE,LONG);DEA:EMA(DIF,MID);MACD:(DIF-DEA)*2;IC:CROSS(DEA,DIF);";
            }
            int           id          = SecurityFilterExternFunc.CreateIndicatorExtern(str, "SHORT,0,1000,12;LONG,0,1000,26;MID,0,1000,9;");
            List <String> tradedCodes = new List <String>();

            GetTradedCodes(tradedCodes);
            int tradedCodesSize = tradedCodes.Count;

            for (int i = 0; i < tradedCodesSize; i++)
            {
                String tradedCode = tradedCodes[i];
                if (m_historyDatas.ContainsKey(tradedCode) && m_historyDatas[tradedCode].Count > 200)
                {
                    Dictionary <String, double> values = SecurityFilterExternFunc.CalculateIndicatorExtern(id, tradedCode);
                    if (values.ContainsKey("IC"))
                    {
                        if (values["IC"] == 1)
                        {
                            codes.Add(tradedCode);
                        }
                    }
                }
            }
            SecurityFilterExternFunc.DeleteIndicatorExtern(id);
            return(1);
        }