c# MACD 算法实现

此算法在自己WP7应用中 用到
同花顺 算法
DIFF : EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);

DEA : EMA(DIFF,M);

MACD : 2*(DIFF-DEA);

Zero : 0;
关键点是第一天的数据
如果是区间的数据，区间第一天的DIF DEA MACD 都是0




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Code

1 /// <summary>

2 /// MACD算法

3 /// </summary>

4 /// <param name="n1">12</param>

5 /// <param name="n2">26</param>

6 /// <param name="n3">9</param>

7 /// <param name="day">K线数据</param>

8 /// <returns></returns>

9 public static List<KLinfo> ComputationMACD2(int SHORT, int LONG, int M, List<KLinfo> KLStocklist)

10 {

11 for (int i = 0; i < KLStocklist.Count;i++ )

12 {

13

14 if (KLStocklist[i].KID == 1)

15 {

16 KLStocklist[i].Ema12Value = KLStocklist[i].ClosePrice;

17 KLStocklist[i].Ema26Value = KLStocklist[i].ClosePrice;

18 KLStocklist[i].DifValue = KLStocklist[i].Ema12Value - KLStocklist[i].Ema26Value;

19 KLStocklist[i].DeaValue = KLStocklist[i].DifValue;

20 KLStocklist[i].MacdValue = 2.0 * (KLStocklist[i].DifValue - KLStocklist[i].DeaValue);

21 }

22 else

23 {

24 KLStocklist[i].Ema12Value = (2 * KLStocklist[i].ClosePrice + (SHORT - 1) * KLStocklist[KLStocklist[i].KID - 2].Ema12Value) / (SHORT + 1);

25 KLStocklist[i].Ema26Value = (2 * KLStocklist[i].ClosePrice + (LONG - 1) * KLStocklist[KLStocklist[i].KID - 2].Ema26Value) / (LONG + 1);

26 KLStocklist[i].DifValue = KLStocklist[i].Ema12Value - KLStocklist[i].Ema26Value;

27 KLStocklist[i].DeaValue = (2 * KLStocklist[i].DifValue + (M - 1) * KLStocklist[KLStocklist[i].KID - 2].DeaValue) / (M + 1);

28 KLStocklist[i].MacdValue = 2.0 * (KLStocklist[i].DifValue - KLStocklist[i].DeaValue);

29

30 }

31 }

32

33 return KLStocklist;

34 }