K線微積分律MACD小論文

相關(guān)標(biāo)簽:

 

{K線微積分律與MACD；MACD_DCIC_K ；原創(chuàng)及版權(quán)屬于JIPGEMLING.見凌見；}
{關(guān)鍵詞：K線微積分律，MACD指標(biāo)}
{僅允許個人自用、互聯(lián)網(wǎng)傳播并帶上作者筆名及版權(quán)聲明}

{本文實(shí)際證明了等式：
DIF=(LONG-SHORT)/2*EMA(EMA((C-REF(C,1)),SHORT),LONG)
=((LONG-SHORT)/2)*EMA(EMA(C,SHORT)-REF(EMA(C,SHORT),1),LONG)
=EMA(C,SHORT)-EMA(C,LONG) }
{即，對于SHORT>=1和LONG>=1 的所有正整數(shù)，上述等式成立。}


{證明：用數(shù)學(xué)歸納法。由于我們不知道股軟函數(shù)EMA()、REF()的具體形式，所以計(jì)算過程要結(jié)合股軟(TDX)輔證。
1、首先當(dāng)SHORT=1、LONG=1時，公式兩邊0=0，等式顯然成立；
2、當(dāng)SHORT=1、LONG=>2時并在股軟上任意調(diào)節(jié)對比，等式兩邊數(shù)值非恒量但均相等，故等式成立；
3、當(dāng)LONG=1時，SHORT=>2并在股軟上任意調(diào)節(jié)對比，等式兩邊數(shù)值非恒量但均相等，故等式成立；
4、其余任意正整數(shù)，在股軟上任意調(diào)節(jié)對比，等式兩邊數(shù)值非恒量但均相等，故等式成立；
5、根據(jù)上述結(jié)論和數(shù)學(xué)歸納法原理，對于SHORT>=1和LONG>=1 的所有正整數(shù)，等式成立。證畢。}

{同理可證1：DIF_H =(LONG-SHORT)/2*EMA(EMA((H-REF(H,1)),SHORT),LONG)=}
{=((LONG-SHORT)/2)*EMA(EMA(H,SHORT)-REF(EMA(H,SHORT),1),LONG)=EMA(H,SHORT)-EMA(H,LONG)；}
{同理可證2：DIF_L =(LONG-SHORT)/2*EMA(EMA((L-REF(L,1)),SHORT),LONG)=}
{=((LONG-SHORT)/2)*EMA(EMA(L,SHORT)-REF(EMA(L,SHORT),1),LONG)=EMA(L,SHORT)-EMA(L,LONG)；}
{同理可證3：DIF_O =(LONG-SHORT)/2*EMA(EMA((O-REF(O,1)),SHORT),LONG)=}
{=((LONG-SHORT)/2)*EMA(EMA(O,SHORT)-REF(EMA(O,SHORT),1),LONG)=EMA(O,SHORT)-EMA(O,LONG)；}
{同理可證4：DIF_CC =(LONG-SHORT)/2*EMA(EMA((CC-REF(CC,1)),SHORT),LONG)=}
{=((LONG-SHORT)/2)*EMA(EMA(CC,SHORT)-REF(EMA(CC,SHORT),1),LONG)=EMA(CC,SHORT)-EMA(CC,LONG)；}
{其中CC=(C+H+L)/3；只要C、H、L、O 屬于相同時序的常系數(shù)線性組合（可否為有理式組合？）}

{可否考慮將上述事實(shí)作為一個【K線定理、定律】來看待？}

{MACD功效、一般應(yīng)用、典型應(yīng)用條件}
{一般應(yīng)用條件:LONG>SHORT；典型應(yīng)用:LONG=2*(SHORT+1),}
{即LONG是SHORT的2個倍頻程+2個K線單位時程（看待為積分一個完整的脈沖周期而又不致于丟失信息和混入雜波）}
{微分具有剔除低頻(長線資金)的作用，積分是微分的反運(yùn)算,并有壓制高頻雜波(投機(jī)資金)的作用。}
{MACD式子是個“有源平直中頻帶通濾波器”,做法是差值濾波并作2倍放大，取得中線資金激勵信息。}
{MACD指標(biāo)突出中線資金的買賣趨勢。0軸為多空平衡位。參數(shù)設(shè)置應(yīng)考慮是否符合指標(biāo)本身固有功能}

{受中波廣播頻段(535kHz--1605kHz)設(shè)置的啟發(fā)，現(xiàn)提出 LONG<=3*SHORT 這樣的條件是否合理？}

{語句注釋}
DFC:=C-REF(C,1);{收盤價前差值，K線微分}
WJXS:=(LONG-SHORT)/2;{微積分系數(shù)，可由中值定理導(dǎo)出，為兼顧后面引用及統(tǒng)一標(biāo)尺，前移至此}
JGL_JF:=WJXS*EMA(DFC,SHORT);{內(nèi)層積分，隱含積分限[1--SHORT],結(jié)果:WJXS*EMA(EMA(CC,SHORT)-REF(EMA(CC,SHORT),1),LONG)}
DIF_JIP:EMA(JGL_JF,LONG);{外層積分，重積分，隱含積分限[1--LONG],結(jié)果:EMA(CC,SHORT)-EMA(CC,LONG)}
DEA_GEM:EMA(DIF_JIP,MID);{平滑，壓制高頻}
MACD_LING:2*(DIF_JIP-DEA_GEM),COLOR1133FF,COLORSTICK;{差值濾波然后作2倍放大，顯示紅、青色針狀線柱}

{“類KDJ”}
{以下為“類KDJ”及顯示“J值前差值柱”，后者可提高對漲跌的肉眼分辨率，提高對短線波動的感知度}
{J值式子具有“有源高頻濾波器”性質(zhì),經(jīng)典KDJ的J是對高頻信號作3倍放大，D是對中高頻作2倍放大，}
{然后差值濾波,濾掉中低頻和雜波信號，所以在選擇系數(shù)時應(yīng)考慮使激勵與阻尼達(dá)平衡,避免過激勵和欠激勵}
{J_DF系數(shù)，設(shè)A=2.00~3.00,B=1.00~2.00,弱必要條件是 A-B=1，使差值信號仍有1倍放大，3條線間隔大致等距}

K_DF_J:SMA(JGL_JF,M1,1),COLORFEDCBA;{平滑，壓制超短線雜波}
D_DF_G:SMA(K_DF_J,M2,1),COLOR13F8F9;{再平滑，圓滑超短線造成的擾動}
J_DF_L:2.5*K_DF_J-1.5*D_DF_G,COLORF813F9;{有源差值濾波，取得中高頻短線信號}
RF:=REF(J_DF_L,1);
DJ:=ABS(J_DF_L-RF);
MM:=(HHV(DJ,120)+LLV(DJ,120))/2;
STICKLINE(J_DF_L>RF,J_DF_L,RF,2.3,0),COLOR1388D3;
STICKLINE(J_DF_L>RF,J_DF_L,RF,1.0,0),COLOR13AAD3;
STICKLINE(J_DF_L<RF,J_DF_L,RF,2.3,0),COLOR338833;
STICKLINE(J_DF_L<RF,J_DF_L,RF,1.0,0),COLOR33AA33;
STICKLINE(J_DF_L<RF AND DJ<0.2*MM,J_DF_L+0.15*MM,RF-0.15*MM,0.1,0),COLOR33AA33;
STICKLINE(J_DF_L>=RF AND DJ<0.2*MM,RF-0.1*MM,J_DF_L+0.1*MM,0.1,0),COLOR13AADD;

{軌道設(shè)置，僅作試用;KG(開關(guān)，默認(rèn) 開)；{飛狐等版本可考慮用虛線}}

N:=SQRT(SHORT*LONG);
NN:=IF(N<9,9,N);
BZC:=STD(DFC,NN);
U:IF(KG=1,K_DF_J+2*BZC,MA(C,25600)),COLORFE9813,CROSSDOT,LINETHICK2;
D:IF(KG=1,K_DF_J-2*BZC,MA(C,25600)),COLOR33EAEA,CROSSDOT,LINETHICK2;



{實(shí)際加入編譯的語句及“說明頭”如下}



{副圖：MACD_DCIC ；K線微積分律與MACD；}
{原創(chuàng)及版權(quán)屬于JIPGEMLING.見凌見;JIPGEMLING.簽名版}
{參數(shù)設(shè)置: SHORT(1,300,12);LONG(2,300,26);MID(2,200,9);}
{參數(shù)設(shè)置: M1(2,300,3);M2(2,300,3);KG(1,2,1);}
{坐標(biāo)線位置：自動；額外Y軸分界 值1=0；}
{TDX版(基本通用版)中高分辨率屏幕;如嫁接其他版本，可調(diào)整“J值前差值柱”的寬度}

DFC:=C-REF(C,1);
WJXS:=(LONG-SHORT)/2;
JGL_JF:=WJXS*EMA(DFC,SHORT);
DIF_JIP:EMA(JGL_JF,LONG),COLOR1188FF,LINETHICK2;
DEA_GEM:EMA(DIF_JIP,MID),COLORGREEN,LINETHICK2;
MACD_LING:2*(DIF_JIP-DEA_GEM),COLOR1133FF,COLORSTICK;
K_DF_J:SMA(JGL_JF,M1,1),COLORFEDCBA;
D_DF_G:SMA(K_DF_J,M2,1),COLOR13F8F9;
J_DF_L:2.5*K_DF_J-1.5*D_DF_G,COLORF813F9;
RF:=REF(J_DF_L,1);
DJ:=ABS(J_DF_L-RF);
MM:=(HHV(DJ,120)+LLV(DJ,120))/2;
STICKLINE(J_DF_L>RF,J_DF_L,RF,2.3,0),COLOR1388D3;
STICKLINE(J_DF_L>RF,J_DF_L,RF,1.0,0),COLOR13AAD3;
STICKLINE(J_DF_L<RF,J_DF_L,RF,2.3,0),COLOR338833;
STICKLINE(J_DF_L<RF,J_DF_L,RF,1.0,0),COLOR33AA33;
STICKLINE(J_DF_L<RF AND DJ<0.2*MM,J_DF_L+0.15*MM,RF-0.15*MM,0.1,0),COLOR33AA33;
STICKLINE(J_DF_L>=RF AND DJ<0.2*MM,RF-0.1*MM,J_DF_L+0.1*MM,0.1,0),COLOR13AADD;
N:=SQRT(SHORT*LONG);
NN:=IF(N<9,9,N);
BZC:=STD(DFC,NN);
U:IF(KG=1,K_DF_J+2*BZC,MA(C,25600)),COLORFE9813,CROSSDOT,LINETHICK2;
D:IF(KG=1,K_DF_J-2*BZC,MA(C,25600)),COLOR33EAEA,CROSSDOT,LINETHICK2;