ZGfinance on Nostr: // 定义数据长度 data_length = 100 // 定义短期和长期移动平均线长度 ...
// 定义数据长度
data_length = 100
// 定义短期和长期移动平均线长度
short_length = 12
long_length = 26
// 定义快速线和慢速线的加权参数
fast_weight = 2.0 / (short_length + 1)
slow_weight = 2.0 / (long_length + 1)
// 初始化DIF和DEA线
dif = 0.0
dea = 0.0
// 根据个股特性,动态调整参数
if (stock_volatility > 0.5):
short_length = 10
long_length = 30
elif (stock_volatility < 0.2):
short_length = 5
long_length = 15
// 计算移动平均线和MACD指标
ema_short = ema(data, short_length, fast_weight)
ema_long = ema(data, long_length, slow_weight)
dif = ema_short - ema_long
dea = ema(dif, 9, 2.0 / (9 + 1))
macd = (dif - dea) * 2
data_length = 100
// 定义短期和长期移动平均线长度
short_length = 12
long_length = 26
// 定义快速线和慢速线的加权参数
fast_weight = 2.0 / (short_length + 1)
slow_weight = 2.0 / (long_length + 1)
// 初始化DIF和DEA线
dif = 0.0
dea = 0.0
// 根据个股特性,动态调整参数
if (stock_volatility > 0.5):
short_length = 10
long_length = 30
elif (stock_volatility < 0.2):
short_length = 5
long_length = 15
// 计算移动平均线和MACD指标
ema_short = ema(data, short_length, fast_weight)
ema_long = ema(data, long_length, slow_weight)
dif = ema_short - ema_long
dea = ema(dif, 9, 2.0 / (9 + 1))
macd = (dif - dea) * 2