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feature_box_madx.go 1.54 KB
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package factors
import (
"gitee.com/quant1x/engine/utils"
"gitee.com/quant1x/pandas"
. "gitee.com/quant1x/pandas/formula"
)
type JuXianDongXiang struct {
Dm0 float64 // 3日线差
Dm1 float64 // 5日线差
Dm2 float64 // 10日线差
Diverging float64 // 均线发散度
B bool // 买入信号
BN int // 连续B信号周期数
}
// 多空趋势
func computeJuXianDongXiang(OPEN, CLOSE, HIGH, LOW pandas.Series) *JuXianDongXiang {
//{均线动向, V1.0.3, 2023-09-18}
//P0:=3;
P0 := 3
//P1:=5;
P1 := 5
//P2:=10;
P2 := 10
//P3:=20;
P3 := 20
//MX:=CLOSE;
MX := CLOSE
//MA0:=MA(MX,P0);
MA0 := MA(MX, P0)
//MA1:=MA(MX,P1);
MA1 := MA(MX, P1)
//MA2:=MA(MX,P2);
MA2 := MA(MX, P2)
//MA3:=MA(MX,P3);
MA3 := MA(MX, P3)
//DM0:MA0-MA3;
DM0 := MA0.Sub(MA3)
//DM1:MA1-MA3;
DM1 := MA1.Sub(MA3)
//DM2:MA2-MA3;
DM2 := MA2.Sub(MA3)
//X0:=DM0-REF(DM0,1);
X0 := DM0.Sub(REF(DM0, 1))
//X1:=DM1-REF(DM1,1);
X1 := DM1.Sub(REF(DM1, 1))
//X2:=DM2-REF(DM2,1);
X2 := DM2.Sub(REF(DM2, 1))
//DIVERGING:X0+X1+X2;
DIVERGING := X0.Add(X1).Add(X2)
//B:X0>0 AND X1>0 AND X2>0,NODRAW;
B := X0.Gt(0).And(X1.Gt(0)).And(X2.Gt(0))
//DRAWICON(B,0.01,1);
// BN:BARSLASTCOUNT(B),COLORRED,NODRAW;
BN := BARSLASTCOUNT(B)
madx := JuXianDongXiang{
Dm0: utils.Float64IndexOf(DM0, -1),
Dm1: utils.Float64IndexOf(DM1, -1),
Dm2: utils.Float64IndexOf(DM2, -1),
Diverging: utils.Float64IndexOf(DIVERGING, -1),
B: utils.BoolIndexOf(B, -1),
BN: utils.IntegerIndexOf(BN, -1),
}
return &madx
}
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https://gitee.com/quant1x/engine.git
git@gitee.com:quant1x/engine.git
quant1x
engine
engine
v1.8.37

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