/// <summary>
/// VAR0:=(2*CLOSE+HIGH+LOW)/4;
/// B:=XMA((VAR0-LLV(LOW,30))/(HHV(HIGH,30)-LLV(LOW,30))*100,12);
/// 主力做多资金:EMA(B,3),LINETHICK2,COLORWHITE;
/// </summary>
/// <param name="kline"></param>
/// <param name="begin"></param>
/// <param name="end"></param>
/// <param name="param"></param>
/// <returns></returns>
public static TimeSeries <ITimeSeriesItem <double> > indicator_fund_main1(this KLine kline, int begin = 0, int end = 0, PropertyDescriptorCollection param = null)
{
TimeSeries <ITimeSeriesItem <double> > close = kline.Select <double>("CLOSE", begin, end);
TimeSeries <ITimeSeriesItem <double> > open = kline.Select <double>("OPEN", begin, end);
TimeSeries <ITimeSeriesItem <double> > high = kline.Select <double>("HIGH", begin, end);
TimeSeries <ITimeSeriesItem <double> > low = kline.Select <double>("LOW", begin, end);
TimeSeries <ITimeSeriesItem <double> > VAR0 = (close * 2.0 + open + low) / 4;
TimeSeries <ITimeSeriesItem <double> > t1 = VAR0 - low.LLV(30);
TimeSeries <ITimeSeriesItem <double> > t2 = high.HHV(30) - low.LLV(30);
TimeSeries <ITimeSeriesItem <double> > t3 = (t1 / t2) * 100;
TimeSeries <ITimeSeriesItem <double> > B = t3.XMA(12);
TimeSeries <ITimeSeriesItem <double> > results = B.EMA(3);
return(results);
}
/// <summary>
/// VAR0:=(2*CLOSE+HIGH+LOW)/4;
/// B:=XMA((VAR0-LLV(LOW,30))/(HHV(HIGH,30)-LLV(LOW,30))*100,12);
/// 主力做多资金:EMA(B,3),LINETHICK2,COLORWHITE;
/// </summary>
/// <param name="kline"></param>
/// <param name="begin"></param>
/// <param name="end"></param>
/// <param name="param"></param>
/// <returns></returns>
public static TimeSeries <ITimeSeriesItem <List <double> > > executeIndicator(this KLine kline, int begin = 0, int end = 0, PropertyDescriptorCollection param = null)
{
TimeSeries <ITimeSeriesItem <double> > close = kline.Select <double>("CLOSE", begin, end);
TimeSeries <ITimeSeriesItem <double> > open = kline.Select <double>("OPEN", begin, end);
TimeSeries <ITimeSeriesItem <double> > high = kline.Select <double>("HIGH", begin, end);
TimeSeries <ITimeSeriesItem <double> > low = kline.Select <double>("LOW", begin, end);
TimeSeries <ITimeSeriesItem <double> > VAR0 = (close * 2.0 + high + low) / 4;
TimeSeries <ITimeSeriesItem <double> > t1 = VAR0 - low.LLV(20);
TimeSeries <ITimeSeriesItem <double> > t2 = high.HHV(20) - low.LLV(20);
TimeSeries <ITimeSeriesItem <double> > t3 = (t1 / t2) * 100;
//TimeSeries<ITimeSeriesItem<double>> B = t3.XMA(12);
TimeSeries <ITimeSeriesItem <double> > B = t3.EMA(12);
TimeSeries <ITimeSeriesItem <double> > mainforces = B.EMA(3);
TimeSeries <ITimeSeriesItem <double> > retailInverstors = mainforces.EMA(30);
TimeSeries <ITimeSeriesItem <List <double> > > results = new TimeSeries <ITimeSeriesItem <List <double> > >();
foreach (ITimeSeriesItem <double> mainforce in mainforces)
{
TimeSeriesItem <List <double> > r = new TimeSeriesItem <List <double> >();
r.Value = new List <double>(new double[2] {
0, 0
});
r.Date = mainforce.Date;
r.Value[0] = mainforce.Value;
ITimeSeriesItem <double> retailInverstor = retailInverstors[r.Date];
r.Value[1] = retailInverstor == null ? 0 : retailInverstor.Value;
results.Add(r);
}
return(results);
}
/// <summary>
/// DIF:EMA(CLOSE,SHORT)-EMA(CLOSE,LONG);
/// DEA:EMA(DIF, MID);
/// MACD:(DIF-DEA)*2,COLORSTICK;
/// 其中SHORT = 12,LONG = 26,MID = 9
/// </summary>
/// <param name="kline"></param>
/// <returns></returns>
public static MACD Create(KLine kline)
{
if (kline == null)
{
return(null);
}
int p_short = 12, p_long = 26, p_mid = 9;
TimeSeries <ITimeSeriesItem <double> > CLOSE = kline.Select <double>("close");
TimeSeries <ITimeSeriesItem <double> > DIF = CLOSE.EMA(p_short) - CLOSE.EMA(p_long);
TimeSeries <ITimeSeriesItem <double> > DEA = DIF.EMA(p_mid);
TimeSeries <ITimeSeriesItem <double> > MACD = (DIF - DEA) * 2;
MACD macd = new MACD(kline.Code, kline.TimeUnit);
double prevDif = 0, prevdea = 0;
for (int i = 0; i < kline.Count; i++)
{
DateTime d = kline[i].Date;
MACDItem item = new MACDItem();
item.Date = d;
ITimeSeriesItem <double> difItem = DIF[d];
if (difItem == null)
{
continue;
}
item.DIF = difItem.Value;
if (prevDif == 0)
{
prevDif = difItem.Value;
}
ITimeSeriesItem <double> deaItem = DEA[d];
if (deaItem == null)
{
continue;
}
item.DEA = deaItem.Value;
if (prevdea == 0)
{
prevdea = deaItem.Value;
}
ITimeSeriesItem <double> macdItem = MACD[d];
if (macdItem == null)
{
continue;
}
item.MACD = macdItem.Value;
if (prevDif < prevdea && difItem.Value > deaItem.Value)
{
item.CROSS = difItem.Value - deaItem.Value;//金叉点
}
else if (prevDif > prevdea && difItem.Value < deaItem.Value)
{
item.CROSS = difItem.Value - deaItem.Value;//死叉点
}
macd.Add(item);
prevDif = difItem.Value;
prevdea = deaItem.Value;
}
return(macd);
}
/// <summary>
/// 买线:EMA(CLOSE,3),COLORRED,LINETHICK1;
/// 卖线:EMA(SLOPE(CLOSE,21)*20+CLOSE,42),COLORBLUE,LINETHICK2;
/// </summary>
/// <param name="kline"></param>
/// <returns></returns>
public static TradingLine indicator_trading_stereo1(this KLine kline, int begin = 0, int end = 0)
{
TimeSeries <ITimeSeriesItem <double> > close = kline.Select <double>("close", begin, end);
TimeSeries <ITimeSeriesItem <double> > buyLine = close.EMA(3);
TimeSeries <ITimeSeriesItem <double> > sellLine = (close.SLOPE(21) * 20 + close).EMA(42);
TimeSeries <ITimeSeriesItem <char> > buysellPoints = new TimeSeries <ITimeSeriesItem <char> >();
int buy_gt_sell = 1, sell_gt_buy = 2; //买大于卖为1，卖大于买为2
int state = 0; //前一个状态
for (int i = 0; i < buyLine.Count; i++)
{
ITimeSeriesItem <double> buyItem = buyLine[i];
ITimeSeriesItem <double> sellItem = sellLine[buyItem.Date];
if (sellItem == null)
{
continue;
}
double t = buyItem.Value - sellItem.Value;
if (t == 0)
{
continue;
}
if (state == 0)
{
state = t > 0 ? buy_gt_sell : sell_gt_buy;
continue;
}
int cs = t > 0 ? buy_gt_sell : sell_gt_buy;
if (cs == state)
{
continue;
}
if (state == buy_gt_sell)
{
TimeSeriesItem <char> v = new TimeSeriesItem <char>()
{
Date = buyItem.Date,
Value = 'S'
};
buysellPoints.Add(v);
}
else if (state == sell_gt_buy)
{
TimeSeriesItem <char> v = new TimeSeriesItem <char>()
{
Date = buyItem.Date,
Value = 'B'
};
buysellPoints.Add(v);
}
state = cs;
}
return(new TradingLine()
{
buyLine = buyLine,
sellLine = sellLine,
buysellPoints = buysellPoints
});
}
/// <summary>
/// VAR0:=(2*CLOSE+HIGH+LOW)/4;
///B:=XMA((VAR0-LLV(LOW,30))/(HHV(HIGH,30)-LLV(LOW,30))*100,12);
///主力做多资金:EMA(B,3),LINETHICK2,COLORWHITE;
///个股做空资金:EMA(主力做多资金,30),COLORD9D919,LINETHICK2;
/// </summary>
/// <param name="kline"></param>
/// <param name="begin"></param>
/// <param name="end"></param>
/// <param name="param"></param>
/// <returns></returns>
public static TimeSeries <ITimeSeriesItem <double> > indicator_fund_ratailinvestor1(this KLine kline, int begin = 0, int end = 0, PropertyDescriptorCollection param = null)
{
TimeSeries <ITimeSeriesItem <double> > t1 = kline.indicator_fund_main1(begin, end, param);
return(t1.EMA(30));
}