K线图指标算法（BOLL MACD） -- 知识铺

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/** * 布林带BOLL（n， k） 一般n默认取20，k取2, mb为计算好的中轨线 * 中轨线MB: n日移动平均线 MA(n) * 上轨线：MB + 2*MD * 下轨线：MB - 2*MD * MD：n日方差 * * @param entries * @param n * @param k * @return */ public static List<Entry>[] getMB(List<CandleEntry> entries, int n, int k) { ArrayList<Entry> resultMB = new ArrayList<>(); // 中轨线 ArrayList<Entry> resultUp = new ArrayList<>(); // 上轨线 ArrayList<Entry> resultDn = new ArrayList<>(); // 下轨线 for (int i = 0, len = entries.size(); i < len; i++) { if (i < n - 1) { continue; } float sumMB = 0; float sumMD = 0; for (int j = n - 1; j >= 0; j--) { float thisClose = entries.get(i - j).getClose(); sumMB += thisClose; } float mb = sumMB / n; float x = entries.get(i).getX(); resultMB.add(new Entry(x, mb)); for (int j = n - 1; j >= 0; j--) { float thisClose = entries.get(i - j).getClose(); float cma = thisClose - mb; // C-MB sumMD += cma * cma; } float md = (float) Math.pow(sumMD / (n - 1), 1.0 / k); //MD=前n日C-MB的平方和来开根 resultUp.add(new Entry(x, mb + 2 * md)); // UP=MB+2*MD resultDn.add(new Entry(x, mb - 2 * md)); // DN=MB+2*MD } return new ArrayList[]{resultMB, resultUp, resultDn}; }

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/** * MACD算法： * DIF：EMA(short) - EMA(long) 一般short取12，long取26 * DEA: EMA(DIF, mid), mid一般取9 * MACD:(DIF-DEA)*2 * * @param entries * @param s short * @param l long * @param m mid * @return */ public static List[] getMACD(List<CandleEntry> entries, int s, int l, int m) { ArrayList<Entry> listDIF = new ArrayList<>(); ArrayList<Entry> listDEA = new ArrayList<>(); ArrayList<BarEntry> listMACD = new ArrayList<>(); float lastEmaS = entries.get(0).getClose(); float lastEmaL = lastEmaS; float lastDIF = 0; listDIF.add(new Entry(0, 0)); listDEA.add(new Entry(0, 0)); listMACD.add(new BarEntry(0, 0)); float[] factorShort = getEMAFactor(s); float[] factorLong = getEMAFactor(l); float[] factorMid = getEMAFactor(m); for (int i = 1; i < entries.size(); i++) { float x = entries.get(i).getX(); // 短线EMA float valueS = factorShort[0] * entries.get(i).getClose() + factorShort[1] * lastEmaS; lastEmaS = valueS; // 长线EMA float valueL = factorLong[0] * entries.get(i).getClose() + factorLong[1] * lastEmaL; lastEmaL = valueL; // DIF：EMA(short) - EMA(long) float valueDIF = valueS - valueL; listDIF.add(new Entry(x, valueDIF)); // EMA(DIF, mid) float valueDEA = factorMid[0] * valueDIF + factorMid[1] * lastDIF; listDEA.add(new Entry(x, valueDEA)); lastDIF = valueDEA; // MACD:(DIF-DEA)*2 listMACD.add(new BarEntry(x, (valueDIF - valueDEA) * 2)); } return new ArrayList[]{listDIF, listDEA, listMACD}; } /** * 获取EMA计算时的相关系数 * @param n * @return */ private static float[] getEMAFactor(int n) { return new float[]{2f / (n + 1), (n - 1) * 1.0f / (n + 1)}; }