技术指标

公式

移动平均线(MA)

$\text{MA}\left(N\right)=\frac{1}{N}{\displaystyle \sum _{i=1}^N{u}_{i,\text{close}}}$

指数移动平均值(EMA)

$\text{EMA}\left(N\right)=\{\begin{array}{l}{u}_{i,\text{close}}N=1\\ \frac{2}{N+1}\ast u_{i,\text{close}}+\frac{N-1}{N+1}\ast \text{EMA}\left(N-A\right)N>1\end{array}$

异同移动平均线(MACD)

$\text{DIF}\left(i\right)=\text{EMA}\left(N_{\text{fast}}\right)-\text{EMA}\left(N_{\text{slow}}\right)$

$\text{DEA}\left(i\right)=\partial \ast \text{DEA}\left(i-1\right)+\left(1-\partial \right)\ast \text{DIF}\left(i\right)$

$\text{MACD}\left(i\right)=2\ast \left(\text{DIF}\left(i\right)-\text{DEA}\left(I\right)\right)$

相对强弱指数(RSI)

$\text{RSI}\left(N\right)=100-\frac{100}{1+\text{EMA}{\left(N\right)}_{\text{up}}/\text{EMA}{\left(N\right)}_{\text{down}}}$

动量指标(MTM)

$\text{MTM}\left(i,N\right)=u_{i,\text{close}}-u_{i-N,\text{close}}$