/*backtest
start: 2019-06-03 00:00:00
end: 2019-07-03 00:00:00
period: 1h
exchanges: [{"eid":"Huobi","currency":"BTC_USDT","balance":10000,"stocks":3}]
*/
// 指标函数
function ADX(MDI, PDI, adx_period) {
if(typeof(MDI) == "undefined" || typeof(PDI) == "undefined"){
return false
}
if(MDI.length < 10 || PDI.length < 10){
return false
}
/*
DX = abs(DIPlus-DIMinus) / (DIPlus+DIMinus)*100
ADX = sma(DX, len)
*/
var dx = []
for(var i = 0; i < MDI.length; i++){
if(!MDI[i] || !PDI[i]){
continue
}
var dxValue = Math.abs((PDI[i] - MDI[i])) / (PDI[i] + MDI[i]) * 100
var obj = {
Close : dxValue,
}
dx.push(obj)
}
if(dx.length < adx_period){
return false
}
var adx = talib.SMA(dx, adx_period)
return adx
}
function DMI(records, pdi_period, mdi_period, adxr_period, adx_period) {
var recordsHLC = []
for(var i = 0; i < records.length ; i++){
var bar = {
High : records[i].High,
Low : records[i].Low,
Close : records[i].Close,
}
recordsHLC.push(bar)
}
var m_di = talib.MINUS_DI(recordsHLC, mdi_period)
var p_di = talib.PLUS_DI(recordsHLC, pdi_period)
var adx = ADX(m_di, p_di, adx_period)
// ADXR=（当日的ADX+前n日的ADX）÷2
var n = 0
var adxr = []
for (var j = 0 ; j < adx.length; j++) {
if (typeof(adx[j]) == "number") {
n++
}
if (n >= adxr_period) {
var currAdxr = (adx[j] + adx[j - adxr_period]) / 2
adxr.push(currAdxr)
} else {
adxr.push(NaN)
}
}
return [m_di, p_di, adx, adxr]
}
function main() {
while(1){
var records = exchange.GetRecords()
var ret = DMI(records, 14, 14, 14, 14)
var preTime = records[records.length - 2].Time
$.PlotRecords(records, "K")
$.PlotLine("m_di", ret[0][ret[0].length - 2], preTime)
$.PlotLine("p_di", ret[1][ret[1].length - 2], preTime)
$.PlotLine("adx", ret[2][ret[2].length - 2], preTime)
$.PlotLine("adxr", ret[3][ret[3].length - 2], preTime)
Sleep(1000)
}
}
190655567 var m_di = talib.MINUS_DI(recordsHLC, mdi_period) var p_di = talib.PLUS_DI(recordsHLC, pdi_period) 这两个函数可以贴出来吗？大佬
小小梦 这两个是 talib 库的 指标函数。talib 库开源的。