/// <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);
}
/// <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);
}
