实现DMI

Posted 2021-09-07 把我再叹

代码如下：

Params

    Numeric Length(14);
    NumericRef oDMIPlus;
    NumericRef oDMIMinus;
    NumericRef oDMI;
    NumericRef oADX;
    NumericRef oADXR;
    NumericRef oVolty;

Vars

    NumericSeries sDMI;
    NumericSeries sADX;
    NumericSeries sVolty;
    Numeric PlusDM;
    Numeric MinusDM;
    Numeric UpperMove;
    Numeric LowerMove;
    Numeric SumPlusDM(0);
    Numeric SumMinusDM(0);
    Numeric SumTR(0);
    NumericSeries AvgPlusDM;
    NumericSeries AvgMinusDM;
    Numeric SF;                        // smoothing factor
    Numeric Divisor;
    Numeric i;
    NumericSeries TRValue;

Begin

    SF = 1/length;
    TRValue = TrueRange;
    If(CurrentBar == Length)
    {
            for i = 0 To Length - 1
            {
                    PlusDM = 0 ;
                    MinusDM = 0 ;
                    UpperMove = High[i] - High[ i + 1 ] ;
                    LowerMove = Low[ i + 1 ] - Low[i] ;
                    if (UpperMove > LowerMove and UpperMove > 0 )
                    {
                            PlusDM = UpperMove;
                    }else if (LowerMove > UpperMove and LowerMove > 0)
                    {
                            MinusDM = LowerMove ;
                    }
                    SumPlusDM = SumPlusDM + PlusDM ;
                    SumMinusDM = SumMinusDM + MinusDM ;
                    SumTR = SumTR + TRValue[i] ;
            }
            AvgPlusDM = SumPlusDM / Length ;
            AvgMinusDM = SumMinusDM / Length ;
            sVolty = SumTR / Length ;
    }Else if(CurrentBar > Length)
    {
            PlusDM = 0 ;
            MinusDM = 0 ;
            UpperMove = High - High[1] ;
            LowerMove = Low[1] - Low ;
            if (UpperMove > LowerMove and UpperMove > 0 )
            {
                    PlusDM = UpperMove;
            }else if (LowerMove > UpperMove and LowerMove > 0 )
            {
                    MinusDM = LowerMove ;
            }
            AvgPlusDM = AvgPlusDM[1] + SF * ( PlusDM - AvgPlusDM[1] ) ;
            AvgMinusDM = AvgMinusDM[1] + SF * ( MinusDM - AvgMinusDM[1] ) ;
            sVolty = sVolty[1] + SF * ( TRValue  - sVolty[1] ) ;
    }Else
    {
            oDMIPlus = InvalidNumeric;
            oDMIMinus = InvalidNumeric;
            oDMI = InvalidNumeric;
            oADX = InvalidNumeric;
            oADXR = InvalidNumeric;
            oVolty = InvalidNumeric;
            Return True;
    }
    
    if (sVolty > 0)
    {
            oDMIPlus = 100 * AvgPlusDM / sVolty ;
            oDMIMinus = 100 * AvgMinusDM / sVolty ;
    }else
    {
            oDMIPlus = 0 ;
            oDMIMinus = 0 ;
    }

    Divisor = oDMIPlus + oDMIMinus ;
    if (Divisor > 0)
    {
            sDMI = 100 * Abs( oDMIPlus - oDMIMinus ) / Divisor;
    }else
    {
            sDMI = 0 ;
    }

    if(CurrentBar > 0)
    {
            if (CurrentBar <= Length)
            {
                    sADX = Cum( sDMI ) / CurrentBar ;
                    oADXR = ( sADX + sADX[ CurrentBar - 1 ] ) * 0.5 ;
            }else  
            {
                    sADX = sADX[1] + SF * ( sDMI - sADX[1] ) ;
                    oADXR = ( sADX + sADX[ Length - 1 ] ) * 0.5 ;
            }
    }
    oVolty = sVolty;
    oDMI = sDMI;
    oADX = sADX;
    Return True;

End

2、新建技术指标，取名DMI，代码如下：

Params

    Numeric Length(14);

Vars

    Numeric oDMIPlus( 0 );
    Numeric oDMIMinus( 0 );
    Numeric oDMI( 0 ); 
    Numeric oADX( 0 );
    Numeric oADXR( 0 ); 
    Numeric oVolty( 0 );

Begin

    DirMovement(Length, oDMIPlus, oDMIMinus, oDMI, oADX, oADXR, oVolty ) ;
    PlotNumeric( "DMI+" ,oDMIPlus);
    PlotNumeric( "DMI-" ,oDMIMinus);
    PlotNumeric( "ADX" ,oADX);

End