技术指标

公式

移动平均线(MA)

MA ( N ) = 1 N i = 1 N u i , close

指数移动平均值(EMA)

EMA ( N ) = { u i , close N = 1 2 N + 1 u i , close + N 1 N + 1 EMA ( N A ) N > 1

异同移动平均线(MACD)

DIF ( i ) = EMA ( N fast ) EMA ( N slow )

DEA ( i ) = DEA ( i 1 ) + ( 1 ) DIF ( i )

MACD ( i ) = 2 ( DIF ( i ) DEA ( I ) )

相对强弱指数(RSI)

RSI ( N ) = 100 100 1 + EMA ( N ) up / EMA ( N ) down

动量指标(MTM)

MTM ( i , N ) = u i , close u i N , close