EMA它的定义是 Y=[2*X+(N-1)*Y']/(N+1) Y'是上一个周期的计算值。这样的函数是一个递归函数，不断的调用前一个周期的值来参加计算的。我们为了加快计算的速度，没有采用递归的方式。

实现的EMA是这样的

public static List<float> EMA(this List<float> input,int n)

        {

            float[] list = new float[input.Count];

            list[0] = input[0];

            float x;

            float y;

            float yLast;

            for (int i = 1;i < input.Count;i++)

            {

                yLast = list[i - 1];

                x = input[i];

                y = (x * 2 + (n - 1) * yLast) / (n + 1);

                list[i] = y;

            }

            return list.ToList();

        }

我们直接根据原来的值返回一个有同样位数的返回值。这样软件同样可以非常方便的去判断。最后期的一个值是不是满足条件了。

现在来看一下如何写一个MACD的函数

DIFF : EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);

DEA : EMA(DIFF,M);

MACD : 2*(DIFF-DEA), COLORSTICK;   

 

上面的是Macd在大智慧中的函数。

先定义了一个MacdInfo的类

    public class MacdInfo

    {

        public List<float> Diff

        { get; set; }

        public List<float> DEA

        { get; set; }

        public List<float> MACD

        { get; set; }

    }

Diff DEA MACD上面的三个我们都有定义了。

public class MACD    {        /// 
        /// DIFF : EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);        /// DEA  : EMA(DIFF,M);        /// MACD : 2*(DIFF-DEA), COLORSTICK;        /// 
        ///         ///         /// 
              public MacdInfo Calculate(List
      
        list,int s,int l,int m)        {            var closeList = list.Select(it => it.Close).ToList();//先得到所有的Close的值            var shortList = closeList.EMA(s);//算出短期的滑动平均            var longList = closeList.EMA(l);//算出长期的滑动平均            List
       
         diff = new List
        
         ();            for (int i = 0;i < shortList.Count;i++)//使用循环的方法算出每一个周期的diff            {                diff.Add(shortList[i] - longList[i]);            }            var dea = diff.EMA(m);//跟据diff算出dea            List
         
           macd = new List
          
           ();            for (int i = 0;i < diff.Count;i++)//算出macd            {                macd.Add(2 * (diff[i] - dea[i]));            }            MacdInfo info = new MacdInfo();            info.DEA = dea;            info.Diff = diff;            info.MACD = macd;            return info;        }    }///StockLog是我们的股票K线记录类 public class StockLog    {        public string StockCode        { get; set; }        public DateTime Date        { get; set; }        public float Open        { get; set; }        public float Low        { get; set; }        public float Close        { get; set; }        public float High        { get; set; }        ///新浪不支持啊        //public decimal Amount        //{ get; set; }        public float Volume        { get; set; }        public StockLog Clone()        {            return this.MemberwiseClone() as StockLog;        }        public string ToChartTip()        {            return string.Format("高:{0}\r\n低:{1}\r\n开:{2}\r\n收:{3}\r\n日期:{4}", High.ToString("f3"), Low.ToString("f3"), Open.ToString("f3"), Close.ToString("f3"),Date.ToShortDateString());        }    }