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ykklineindicator's Introduction

YKKLineIndicator

YKKLineIndicator是一个用C语言编写的K线指标库,其中包含了19种K线指标以及基础的指标函数。它可以让你在计算K线指标时,直接接入并赋以KLOC数据即可,免去了编写指标公式的繁琐步骤。

基础函数

1、MA: 简单移动平均

MA(X,N):X的N日简单移动平均
算法(X1+X2+X3+...+Xn)/N,N支持变量

2、 EMA: 指数移动平均

EMA(X,N):X的N日指数移动平均
算法:Y=(X2+Y'(N-1))/(N+1),N支持变量

3、 SMA: 移动平均

SMA(X,N,M):X的N日移动平均,M为权重
算法:Y=(XM+Y'(N-M))/N

4、 HHV: 求周期内最高值

HHV(X,N),求N周期内X最高值,N=0则从第一个有效值开始

5、 LLV: 求周期内最低值

LLV(X,N),求N周期内X最低值,N=0则从第一个有效值开始.

6、 REF: 引用若干周期前的数据

REF(X,A),引用A周期前的X值.A可以是变量.

7、 STD: 估算标准差

K线指标

1、BOLL (布林线)

公式:
BOLL:MA(CLOSE,M);
UB:BOLL+2STD(CLOSE,M);
LB:BOLL-2
STD(CLOSE,M);

2、MA(均线)

公式:
MA1:MA(CLOSE,M1);
MA2:MA(CLOSE,M2);
MA3:MA(CLOSE,M3);

3、MACD(平滑异同平均)

公式:
DIF:EMA(CLOSE,SHORT)-EMA(CLOSE,LONG);
DEA:EMA(DIF,MID);
MACD:(DIF-DEA)*2,COLORSTICK;

4、KDJ(随机指标)

公式:
RSV:=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))100;
K:SMA(RSV,M1,1);
D:SMA(K,M2,1);
J:3
K-2*D;

5、RSI(相对强弱指标)

公式:
LC:=REF(CLOSE,1);
RSI1:SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*100;
RSI2:SMA(MAX(CLOSE-LC,0),N2,1)/SMA(ABS(CLOSE-LC),N2,1)*100;
RSI3:SMA(MAX(CLOSE-LC,0),N3,1)/SMA(ABS(CLOSE-LC),N3,1)*100;

6、BIAS(乖离率)

公式:
BIAS1 :(CLOSE-MA(CLOSE,N1))/MA(CLOSE,N1)*100;
BIAS2 :(CLOSE-MA(CLOSE,N2))/MA(CLOSE,N2)*100;
BIAS3 :(CLOSE-MA(CLOSE,N3))/MA(CLOSE,N3)*100;

7、ATR(真实波幅)

公式:
MTR:MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR:MA(MTR,N);

8、CCI(商品路径指标)

公式:
TYP:=(HIGH+LOW+CLOSE)/3;
CCI:(TYP-MA(TYP,N))/(0.015*AVEDEV(TYP,N));

9、DMI(趋向指标)

公式:
MTR:=SUM(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(REF(CLOSE,1)-LOW)),N);
HD :=HIGH-REF(HIGH,1);
LD :=REF(LOW,1)-LOW;
DMP:=SUM(IF(HD>0&&HD>LD,HD,0),N);
DMM:=SUM(IF(LD>0&&LD>HD,LD,0),N);
PDI: DMP100/MTR;
MDI: DMM
100/MTR;
ADX: MA(ABS(MDI-PDI)/(MDI+PDI)*100,M);
ADXR:(ADX+REF(ADX,M))/2;

10、WR(威廉指标)

公式: WR1:100*(HHV(HIGH,N)-CLOSE)/(HHV(HIGH,N)-LLV(LOW,N)); WR2:100*(HHV(HIGH,N1)-CLOSE)/(HHV(HIGH,N1)-LLV(LOW,N1));

11、CR(带状能量线)

公式:
MID:=REF(HIGH+LOW,1)/2;
CR:SUM(MAX(0,HIGH-MID),N)/SUM(MAX(0,MID-LOW),N)*100;
MA1:REF(MA(CR,M1),M1/2.5+1);
MA2:REF(MA(CR,M2),M2/2.5+1);
MA3:REF(MA(CR,M3),M3/2.5+1);
MA4:REF(MA(CR,M4),M4/2.5+1);

12、DMA(平均差)

公式:
DIF:MA(CLOSE,N1)-MA(CLOSE,N2);
DIFMA:MA(DIF,M);

13、BRAR(情绪指标)

公式:
BR:SUM(MAX(0,HIGH-REF(CLOSE,1)),N)/SUM(MAX(0,REF(CLOSE,1)-LOW),N)*100;
AR:SUM(HIGH-OPEN,N)/SUM(OPEN-LOW,N)*100;

14、ENV(轨道线)

公式:
UPPER:(1+M1/100)*MA(CLOSE,N);
LOWER:(1-M2/100)*MA(CLOSE,N);
MID:(UPPER+LOWER)/2;

15、EXPMA(指数平滑移动平均线)

公式:
EXP1:EMA(CLOSE,M1);
EXP2:EMA(CLOSE,M2);
EXP3:EMA(CLOSE,M3);
EXP4:EMA(CLOSE,M4);

16、DPO(区间震荡线)

公式:
DPO:CLOSE-REF(MA(CLOSE,N),N/2+1);
MADPO:MA(DPO,M);

17、CDP(逆势操作)

公式:
CH:=REF(H,1);
CL:=REF(L,1);
CC:=REF(C,1);
CDP:(CH+CL+CC)/3;
AH:2CDP+CH-2CL;
NH:CDP+CDP-CL;
NL:CDP+CDP-CH;
AL:2CDP-2CH+CL;

18、PSY(心理线)

公式:
PSY:COUNT(CLOSE>REF(CLOSE,1),N)/N*100;
PSYMA:MA(PSY,M);

19、ROC(变动率指标)

公式:
ROC:100*(CLOSE-REF(CLOSE,N))/REF(CLOSE,N);
MAROC:MA(ROC,M);

联系

如在使用指标库的过程中遇到问题,可随时发邮件至[email protected]与我取得联系。

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