public jun_xian_dou_tout(kdata series)
: base(series)
{
if (series.Any())
{
var current = series.Last();
var ma5 = (double)new MA(series.close(), 5);
var ma30 = (double)new MA(series.close(), 30);
var ma55 = (double)new MA(series.close(), 55);
var ma120 = (double)new MA(series.close(), 120);
value = ma5 >= ma30 && ma30 >= ma55 && ma55 >= ma120;
}
}
public JAX(kdata data, int N, int M)
{
var MA = new MA(data.close(), N);
var MA3 = new MA(data.series(d => (2 * d.close + d.low + d.high) / 4), M);
var func = new Func <kdatapoint, double, double>((d, salt) => d.close / salt * (2 * d.close + d.low + d.high) / 4);
var dmaPrevValue = 0d;
for (int i = M - 1; i < data.Count; i++)
{
var curr = data[i];
if (MA[curr.date] == 0d)
{
continue;
}
var AA = Math.Abs((2 * curr.close + curr.high + curr.low) / 4 - MA[curr.date]) / MA[curr.date];
var dmaValue = (2 * curr.close + curr.low + curr.high) / 4;
var jax = AA * dmaValue + (1 - AA) * dmaPrevValue;
dmaPrevValue = jax;
var MA1 = data.Skip(i + 1 - M).Take(M).Select(p => func(p, jax)).Average();
var MAAA = ((MA1 - jax) / jax) / 3.0d;
var TMP = MA1 - MAAA * MA1;
var J = TMP <= jax ? jax : 0d;
var A = TMP;
var X = TMP <= jax ? TMP : 0d;
Add(new jax {
Date = curr.date, JAX = Math.Round(jax, 2), J = Math.Round(J, 2), A = Math.Round(A, 2), X = Math.Round(X, 2)
});
}
}
void confirm(kdata k, crosstype confirmcross, PEAK_TYPE type)
{
var crosses = new MACD(k.close()).cross();
var list = new List <sValue <double> >();
DateTime?lastcrossdate = null;
foreach (var peak in this)
{
var cross = crosses.FirstOrDefault(p => p.value.Date >= peak.Date);
if (cross != null)
{
if (cross.type != confirmcross)
{
cross = crosses.FirstOrDefault(p => p.value.Date > peak.Date);
}
if (cross.type == confirmcross)
{
if (lastcrossdate == cross.value.Date)
{
switch (type)
{
case PEAK_TYPE.high:
if (peak.Value > list[list.Count - 1].Value)
{
list.RemoveAt(list.Count - 1);
list.Add(peak);
}
break;
case PEAK_TYPE.low:
if (peak.Value < list[list.Count - 1].Value)
{
list.RemoveAt(list.Count - 1);
list.Add(peak);
}
break;
}
}
else
{
list.Add(peak);
}
lastcrossdate = cross.value.Date;
}
}
}
Clear();
AddRange(list);
}
public BOTTOM(kdata data)
{
var macd = new MACD(data.close());
var lows = new PEAK(data, PEAK_TYPE.low).Select(p => new { p.Date, p.Value, type = PEAK_TYPE.low }).ToArray();
var highs = new PEAK(data, PEAK_TYPE.high).Select(p => new { p.Date, p.Value, type = PEAK_TYPE.high }).ToArray();
var peaks = lows.Concat(highs).OrderBy(p => p.Date).ToArray();
for (var i = 0; i < peaks.Length - 3; ++i)
{
var a = peaks[i];
var b = peaks[i + 1];
var c = peaks[i + 2];
var d = peaks[i + 3];
if (a.type == PEAK_TYPE.low &&
b.type == PEAK_TYPE.high &&
c.type == PEAK_TYPE.low &&
d.type == PEAK_TYPE.high &&
b.Value > a.Value &&
c.Value < b.Value &&
c.Value >= a.Value &&
d.Value > b.Value)
{
//var next = macd.Where(p => p.Date > d.Date).ToArray();
//for(var k = 2; k < next.Length; ++k)
//{
// if (next[k].DIF < 0 &&
// next[k - 1].DIF < 0 &&
// next[k - 2].DIF < 0 &&
// next[k].DIF > next[k - 1].DIF &&
// next[k].DIF > next[k - 2].DIF)
// {
// var v = data.FirstOrDefault(p=>p.date == next[k].Date);
// if (v != null)
// {
// if (!this.Any(p => p.Date == next[k].Date))
// {
// Add(next[k].Date, v.high);
// }
// }
// break;
// }
//}
var next = macd.cross_gold().Where(p => p.Date > d.Date).ToArray();
if (next.Any())
{
Add(next.First().Date, 0);
}
}
}
}
public QUOTATION(kdata data)
{
var close = data.close();
var macd = new MACD(close);
var ma120 = new MA(close, 120);
var q = (from a in data
join m in macd on a.date equals m.Date
select new { date = a.date, price = a, macd = m, ma120 = ma120[m.Date] }).ToArray();
for (var i = 0; i < q.Length; ++i)
{
var item = q[i];
var state = quotationstate.None;
if (item.macd.MACD < 0)
{
state = quotationstate.调整;
if (item.price.close >= item.price.open)
{
state = quotationstate.反弹;
}
}
else
{
state = quotationstate.升;
if (i - 1 > 0)
{
if (this[i - 1].state == quotationstate.回调 ||
this[i - 1].state == quotationstate.调整)
{
state = quotationstate.回升;
}
}
if (item.price.close < item.price.open)
{
state = quotationstate.回调;
}
}
Add(new quotation
{
date = item.date,
state = state,
position = judgePosition(state, item.price, item.ma120),
strategy = judgeStrategy(state, item.price, item.ma120)
});
}
}