[原创]基于MATLAB的通达信股价数据的复权处理(fantuanxiaot版本)

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改编自http://www.matlabsky.com/thread-38451-1-3.html

非常感谢blake_libo和faruto的源码，在他们的基础上启发改编完成

源码或者Wind的复权算法如有错误请提醒我

还有，这个例子显示除权的信息感觉有很大的缺失。

        量化板块支持分享重要代码、书籍资料(最好介绍详细) 、量化报告(最好介绍详细)、量化思想分享及提问(与量化或者编程软件、数理统计相关)、如果介绍详细或者有原创代码分享，有重大奖励！绝不手软！另外，发帖分享idea或者资料、转载代码，一般都会有奖励！但是不支持与量化无关的灌水帖！

源代码文件如下：

本帖隐藏的内容

股价向前复权.zip (669.35 KB) 本附件包括：

• FT_Candle.m
• FT_Dividend_Data.mat
• FT_MACD.m
• FT_Main.m
• FT_Plot_300100CANDLE.jpg
• FT_Plot_300100MACD.jpg
• FT_Plot_Candle.jpg
• FT_Plot_MACD.jpg
• FT_SZ300100.day

2015-2-8 22:07:23 上传

本帖隐藏的内容

1. %%  一个基于股价复盘价的改编
   
2. %%  直接提取了blake_libo函数
   
3. %%  数据和读取数据来自blake_libo的方法
   
4. %%  Modified by fantuanxiaot
   
5. clc
   
6. clear all
   
7. close all
   
8. format compact
   
9. %%  by  fantuanxiaot
   
10. %  只读形式进行打开(read)
    
11. %  这应该是通达信特有的数据处理格式
    
12. file_fid=fopen('FT_SZ300100.day','r');
    
13. %  指向开头
    
14. frewind(file_fid)
    
15. %  文件的属性
    
16. dir_nature=dir('FT_SZ300100.day');
    
17. %  读取8行751列的数据进去
    
18. %  时间从20100806到20130923
    
19. %  dir_nature.bytes/32=751
    
20. %  数据总共有8*751个
    
21. data=fread(file_fid,[8 dir_nature.bytes/32],'uint32');
    
22. frewind(file_fid)
    
23. %  将文件的指针指向第20个字节
    
24. fseek(file_fid,20,'bof');
    
25. %  成交量是float型数据,每隔28个数读取4个数
    
26. data(6,:)=fread(file_fid,dir_nature.bytes/32,'float=>long',28);  
    
27. %  开盘价，最高价，最低价，收盘价
    
28. %  成交额  
    
29. data(2:5,:)=data(2:5,:)/100;  
    
30. data(6,:)=round(data(6,:)/10);  
    
31. %  这里做了变动，结果一样
    
32. %  对日期进行转换
    
33. %  data(1,:)=datenum(fix(data(1,:)/10000),fix(mod(data(1,:)/100,100)),mod(data(1,:),100));  
    
34. data(1,:)=datenum(num2str(data(1,:)'),'yyyymmdd')';  
    
35. fclose(file_fid);
    
36. stockdata=fints(data(1,:)',data([2:7],:)',{'OPEN','HIGH','LOW','CLOSE',...
    
37.     'AMOUNT','VOLUME'},'D','SZ300100');
    
38. %%  以上将数据进行了处理
    
39. %  提取一段时间的数据就像这样fetch(myFts,'01-Jan-2001',[],'03-Jan-2001',[],1,'d')
    
40. %  fetch(myFts,'01-Jan-2001','11:00','03-Jan-2001','12:00',1,'d')
    
41. FromDate = '04-Jan-2011';
    
42. ToDate = '20-Feb-2012';
    
43. stock=fetch(stockdata,FromDate,[],ToDate,[],1,'d');
    
44. %  载入除权数据
    
45. load('FT_Dividend_Data.mat')
    
46. %  一些数据处理
    
47. txtRightout(2:end,3:8)=num2cell(numRightout);
    
48. %  寻找除权的股价时间
    
49. index=strcmp('300100',txtRightout(:,2));
    
50. %  得到了除权的信息dividend_information
    
51. dividend_information=txtRightout(index,:);
    
52. dividend_information=[txtRightout(1,:);dividend_information];
    
53. %%  下面进行向前的复权处理
    
54. %%  方法是基于wind的涨跌幅法则
    
55. Date=stockdata.dates;
    
56. stock=fts2mat(stockdata);
    
57. OPEN=stock(:,1);
    
58. HIGH=stock(:,2);
    
59. LOW=stock(:,3);
    
60. CLOSE=stock(:,4);
    
61. Date=datestr(Date,'yyyymmdd');
    
62. %  数据的处理方法来自blake_libo的贡献
    
63. %  再转化为数字
    
64. Date=str2num(Date);
    
65. %  除权日期
    
66. chuquanriqi=cell2mat(dividend_information(2:end,3));
    
67. %  派现金
    
68. paixianjin=cell2mat(dividend_information(2:end,5));
    
69. %  配股价  
    
70. peigujia=cell2mat(dividend_information(2:end,6));
    
71. %  送股权
    
72. songzhuangu=cell2mat(dividend_information(2:end,7));
    
73. %  配股数
    
74. peigushu=cell2mat(dividend_information(2:end,8));
    
75. %%  向前的复权处理
    
76. %  除权位置
    
77. location=ismember(Date,chuquanriqi);
    
78. numlocation=1:length(Date);
    
79. %  将数据分开多少部分
    
80. split_num=sum(location)+1;
    
81. %  得到了位置
    
82. location_num=numlocation(location);
    
83. %  计算位置
    
84. caculate_num=location_num-1;
    
85. %  得到计算复权分开的位置区间
    
86. location_forward=[1 location_num;caculate_num length(Date)]';
    
87. Close_yesterday=CLOSE(caculate_num);
    
88. Close_T=Close_yesterday;
    
89. %  昨日收盘价的运算
    
90. for i=1:length(Close_yesterday)
    
91.     %  红利
    
92.     hongli=paixianjin(i)/10;
    
93.     %  送股
    
94.     songgu=songzhuangu(i)/10;
    
95.     %  配股数
    
96.     peigus=peigushu(i)/10;
    
97.     %  配股价
    
98.     peiguj=peigujia(i)/10;
    
99.     %  流通股份比例
    
100.     liutong=peigus+songgu;
     
101.     Close_yesterday(i)=(Close_yesterday(i)-hongli+peiguj*liutong)/(1+liutong);
     
102. end
     
103. %  得到了比例
     
104. close_ratio=Close_T./Close_yesterday;
     
105. close_ratio_cum=cumprod(close_ratio);
     
106. %  向前的复权价格处理
     
107. Foward_CLOSE=[];
     
108. Foward_OPEN=[];
     
109. Foward_LOW=[];
     
110. Foward_HIGH=[];
     
111. for i=1:length(location_forward)
     
112.     lo_num=location_forward(i,:);
     
113.     CLOSE_Forward=CLOSE(lo_num(1):lo_num(2));
     
114.     OPEN_Forward=OPEN(lo_num(1):lo_num(2));
     
115.     LOW_Forward=LOW(lo_num(1):lo_num(2));
     
116.     HIGH_Forward=HIGH(lo_num(1):lo_num(2));
     
117.     if i<length(location_forward)
     
118.         CLOSE_Forward=CLOSE_Forward/close_ratio_cum(end+1-i);
     
119.         Foward_CLOSE=[Foward_CLOSE;CLOSE_Forward];
     
120.         OPEN_Forward=OPEN_Forward/close_ratio_cum(end+1-i);
     
121.         Foward_OPEN=[Foward_OPEN;OPEN_Forward];
     
122.         LOW_Forward=LOW_Forward/close_ratio_cum(end+1-i);
     
123.         Foward_LOW=[Foward_LOW;LOW_Forward];
     
124.         HIGH_Forward=HIGH_Forward/close_ratio_cum(end+1-i);
     
125.         Foward_HIGH=[Foward_HIGH;HIGH_Forward];
     
126.     end
     
127.     if i==length(location_forward)
     
128.         Foward_CLOSE=[Foward_CLOSE;CLOSE_Forward];
     
129.         Foward_OPEN=[Foward_OPEN;OPEN_Forward];
     
130.         Foward_LOW=[Foward_LOW;LOW_Forward];
     
131.         Foward_HIGH=[Foward_HIGH;HIGH_Forward];
     
132.     end
     
133. end
     
134. %%  作图
     
135. FT_Candle(Foward_HIGH(1:200),Foward_LOW(1:200),Foward_CLOSE(1:200),...
     
136.     Foward_OPEN(1:200),'m',stockdata.dates(1:200),17)
     
137. title('基于SZ300100的复权价格处理','fontname','华文楷体','fontsize',16)
     
138. FT_MACD(Foward_CLOSE(1:200),9,26,12)
     
139. title('基于SZ300100的MACD显示','fontname','华文楷体','fontsize',16)
     
140. %%  以上作图显示貌似还有一些除权的信息统计不全

复制代码

1. function FT_Candle(hi, lo, cl, op, color, dates, dateform)
   
2. %%  Modified by fantuanxiaot
   
3. %%  模仿faruto进行修改
   
4. %%  以下是一些例子
   
5. %   load disney
   
6. %   FT_Candle(dis_HIGH(end-20:end),dis_LOW(end-20:end),dis_CLOSE(end-20:end),dis_OPEN(end-20:end))
   
7. %   FT_Candle(dis_HIGH(end-200:end),dis_LOW(end-200:end),dis_CLOSE(end-200:end),dis_OPEN(end-200:end))
   
8. %   FT_Candle(dis_HIGH(end-200:end),dis_LOW(end-200:end),dis_CLOSE(end-200:end),dis_OPEN(end-200:end),'m')
   
9. %   FT_Candle(dis_HIGH(end-200:end),dis_LOW(end-200:end),dis_CLOSE(end-200:end),dis_OPEN(end-200:end),'m',dis_nv.dates(end-200:end))
   
10. %   FT_Candle(dis_HIGH(end-200:end),dis_LOW(end-200:end),dis_CLOSE(end-200:end),dis_OPEN(end-200:end),'m',datestr(dis_nv.dates(end-200:end))
    
11. %   FT_Candle(dis_HIGH(end-200:end),dis_LOW(end-200:end),dis_CLOSE(end-200:end),dis_OPEN(end-200:end),'m',dis_nv.dates(end-200:end),2)
    
12. %   FT_Candle(dis_HIGH(end-200:end),dis_LOW(end-200:end),dis_CLOSE(end-200:end),dis_OPEN(end-200:end),'m',datestr(dis_nv.dates(end-200:end)),2)
    
13. %   FT_Candle(dis_HIGH(end-200:end),dis_LOW(end-200:end),dis_CLOSE(end-200:end),dis_OPEN(end-200:end),'m',datestr(dis_nv.dates(end-200:end)),17)
    
14. %   FT_Candle(dis_HIGH,dis_LOW,dis_CLOSE,dis_OPEN,'m',datestr(dis_nv.dates),17)
    
15. %   FT_Candle(dis_HIGH(end-400:end),dis_LOW(end-400:end),dis_CLOSE(end-400:end),dis_OPEN(end-400:end),'m',datestr(dis_nv.dates(end-400:end)),17)
    
16. %%  以上是一些例子
    
17. %   CANDLE Candlestick chart.
    
18. %   CANDLE(HI, LO, CL, OP)
    
19. %   CANDLE(HI, LO, CL, OP, COLOR, DATES, DATEFORM)
    
20. %   Optional Inputs: COLOR, DATES, DATEFORM
    
21. %   Inputs:
    
22. %         HI - Column vector of high prices of a security.
    
23. %
    
24. %         LO - Column vector of low prices of a security.
    
25. %
    
26. %         CL - Column vector of closing prices of a security.
    
27. %
    
28. %         OP - Column vector of opening prices of a security.
    
29. %   Optional Inputs:
    
30. %      COLOR - Three element color vector, [R G B], or a string specifying the
    
31. %              color name. MATLAB supplies a default color if none is specified
    
32. %              or if it is empty. The default color differs depending on the
    
33. %              background color of the figure window. See COLORSPEC in the
    
34. %              MATLAB Reference Guide for color names.
    
35. %      DATES - Column vector of dates for user specified X-axis tick
    
36. %              labels.
    
37. %
    
38. %   DATEFORM - A scalar dictating the format of the date string tick labels.
    
39. %              See DATEAXIS for details on the date string formats.
    
40. %
    
41. %   See also BOLLING, HIGHLOW, MOVAVG, POINTFIG.
    
42. %        Copyright 1995-2006 The MathWorks, Inc.
    
43. %        $Revision: 1.9.2.4 [        DISCUZ_CODE_4        ]nbsp;  $Date: 2008/01/10 21:10:22 $
    
44. if nargin < 5 || isempty(color)
    
45.     color ='k';
    
46. end
    
47. if nargin < 4
    
48.     error('finance:candle:missingInputs', ...
    
49.         'Missing high, low, closing, or opening data.')
    
50. end
    
51. if size(hi, 2) > 1 || size(lo, 2) > 1 || size(cl, 2) > 1 || size(op, 2) > 1
    
52.     error('finance:candle:invalidInputs', ...
    
53.         'Please specify input data as column vectors.')
    
54. elseif size(hi, 1) ~= size(lo, 1) || size(lo, 1) ~= size(cl, 1) || size(cl, 1) ~= size(op, 1),
    
55.     error('finance:candle:mismatchInputData', ...
    
56.         'Number of data must be consistent across inputs.');
    
57. end
    
58. if nargin == 6 || nargin == 7
    
59.     %  补充了一下
    
60.     dates=datenum(dates);
    
61.     if size(dates, 2) ~= 1
    
62.         error('finance:candle:invalidDateSize', ...
    
63.             'DATES must be a column vector.');
    
64.     elseif size(dates, 1) ~= size(hi, 1)
    
65.         error('finance:candle:mismatchDatesData', ...
    
66.             'Number of dates must correspond to number of data.');
    
67.     end
    
68. end
    
69. %%  以下作图进行了修改
    
70. backg='g';
    
71. backr='r';
    
72. % Determine if current plot is held or not
    
73. if ishold
    
74.     hldflag = 1;
    
75. else
    
76.     hldflag = 0;
    
77. end
    
78. m = length(hi(:));
    
79. figure(1)
    
80. scrsz=get(0,'ScreenSize');
    
81. set(figure(1),'Position',[scrsz(3)*0.1 scrsz(4)*0.25 scrsz(3)*0.95 scrsz(4)]*0.7,...
    
82.     'color','w')
    
83. movegui(figure(1),'center')
    
84. % Need to pad all inputs with NaN's to leave spaces between day data
    
85. tmp = nan;
    
86. nanpad = tmp(1, ones(1, m));
    
87. hilo = [hi'; lo'; nanpad];
    
88. index = 1:m;
    
89. indhilo = index(ones(3, 1), :);
    
90. plot(indhilo(:), hilo(:), 'color', color)
    
91. clpad = [cl(:)';nanpad];
    
92. clpad = clpad(:)';
    
93. oppad = [op(:)'; nanpad];
    
94. oppad = oppad(:)';
    
95. % Create boundaries for filled regions
    
96. xbottom = index - 0.25;
    
97. xbotpad = [xbottom(:)'; nanpad];
    
98. xbotpad = xbotpad(:)';
    
99. xtop = index + 0.25;
    
100. xtoppad = [xtop(:)'; nanpad];
     
101. xtoppad = xtoppad(:)';
     
102. ybottom = min(clpad, oppad);
     
103. ytop = max(clpad, oppad);
     
104. % Plot lines between high and low price for day
     
105. hold on
     
106. % z-data used to stagger layering. This prevents renderer layering issues.
     
107. zdata = xtoppad;
     
108. zdata(~isnan(zdata)) = .01;
     
109. zdata2 = zdata + .01;
     
110. % Plot box representing closing and opening price span
     
111. % If the opening price is less than the close, box is empty
     
112. i = find(oppad(:) <= clpad(:));
     
113. boxes(i) = patch([xbotpad(i); xbotpad(i); xtoppad(i); xtoppad(i)],...
     
114.     [ytop(i); ybottom(i); ybottom(i); ytop(i)], ...
     
115.     [zdata(i); zdata(i); zdata(i); zdata(i)], ...
     
116.     backr, 'edgecolor', 'r');
     
117. % If the opening price is greater than the close, box is filled
     
118. % If the opening price is greater than the close, box is filled
     
119. i = find(oppad(:) > clpad(:));
     
120. boxes(i) = patch([xbotpad(i); xbotpad(i); xtoppad(i); xtoppad(i)],...
     
121.     [ytop(i); ybottom(i); ybottom(i); ytop(i)],...
     
122.     [zdata2(i); zdata2(i); zdata2(i); zdata2(i)], ...
     
123.     backg, 'edgecolor', 'g'); %#ok
     
124. % set tag for use with timeser.m
     
125. setappdata(gca, 'plottype', 'Candle ')        % set tag for use with timeser.m
     
126. [Highest,hind] = max(hi);
     
127. [Lowest,lind] = min(lo);
     
128. % If original figure was not held, turn hold off
     
129. if ~hldflag
     
130.     hold off
     
131. end
     
132. %[EOF]
     
133. hold on;
     
134. if nargin < 6
     
135.     text(hind,Highest*1.001,['\leftarrow',num2str(Highest)],'fontname','Times','fontsize',14);
     
136.     text(lind,Lowest*0.999,['\leftarrow',num2str(Lowest)],'fontname','Times','fontsize',14);
     
137. end
     
138. if nargin >=6
     
139.     dateset = dates;
     
140.     text(dateset(hind),Highest*1.001,['\leftarrow',num2str(Highest)],'fontname','Times','fontsize',14);
     
141.     text(dateset(lind),Lowest*0.999,['\leftarrow',num2str(Lowest)],'fontname','Times','fontsize',14);
     
142. end
     
143. % Add support for providing dates.
     
144. % Add support for providing dates.
     
145. if nargin == 6 || nargin == 7
     
146.     dateset = dates;
     
147.     hcdl_vl = findobj(gca, 'Type', 'line');
     
148.     hcdl_bx = findobj(gca, 'Type', 'patch');
     
149.     % The CANDLE plot is made up of patch(es) and a line.  hcdl_vl is the
     
150.     % handle to the vertical lines; it's actually only 1 line object.
     
151.     % hcdl_bx contains the handle(s) of the patch object(s) that make up the
     
152.     % empty and filled boxes.  The XData of those objects need to be changed
     
153.     % to dates so that ZOOM works correctly.
     
154.     line_xdata = get(hcdl_vl, 'XData');
     
155.     set(hcdl_vl, 'XData', dateset(line_xdata));
     
156.     for pidx=1:length(hcdl_bx),   % Need to do loop since there can be 1 or 2 patches.
     
157.         patch_xdata = get(hcdl_bx(pidx), 'XData');
     
158.         offset = [-0.25*ones(2, size(patch_xdata, 2)); ...
     
159.             +0.25*ones(2, size(patch_xdata, 2))] * min(abs(diff(dateset)));
     
160.         set(hcdl_bx(pidx), 'XData', dateset(round(patch_xdata))+offset);
     
161.     end
     
162.     % Change XTickLabel to date string format.
     
163.     if ~exist('dateform', 'var') || isempty(dateform)
     
164.         datetick('x',20);
     
165.     else
     
166.         datetick('x', dateform);
     
167.     end
     
168. end
     
169. set(gca,'fontname','Times','fontsize',10)
     
170. hold off
     
171. %[EOF]

复制代码

1. function [DIFF, DEA, MACDbar] = FT_MACD(Close,short,long,Mlen)
   
2. %  Last Modified by blake 2013/8/29
   
3. %  Last Modified by fantuanxiaot 2015/2/8
   
4. %  MACD指标计算
   
5. %  几个具体的例子
   
6. %  FT_MACD
   
7. %  FT_MACD(10*rand(100,1),9,26,12)
   
8. %  [DIFF, DEA, MACDbar] = FT_MACD
   
9. %  [DIFF, DEA, MACDbar] = FT_MACD(10*rand(100,1),9,26,12)
   
10. %  返回MACD值，如果无需返回则画图
    
11. %  Email:blake_libo@163.com
    
12. %  Input:
    
13. %       Close: 输入的序列
    
14. %       short: 短周期
    
15. %       long: 长周期
    
16. %       Mlen: 均线周期
    
17. %       handle: axes句柄
    
18. %  Output:
    
19. %       MA_value: 计算的均线返回值
    
20. %  程序实现测试所使用的MATLAB版本：MATLAB R2011b(7.13)
    
21. %  如果程序在您本机运行不了，请首先检查您MATLAB的版本号，推荐使用较新版本的MATLAB。
    
22. %%  输入输出参数设置
    
23. if nargin==3
    
24.     Mlen = 9;
    
25. end
    
26. if nargin==2
    
27.     long = 26;
    
28.     Mlen = 9;
    
29. end
    
30. if nargin==1
    
31.     short = 12;
    
32.     long = 26;
    
33.     Mlen = 9;
    
34. end
    
35. if nargin==0
    
36.     Close=10*rand(100,1);
    
37.     short = 12;
    
38.     long = 26;
    
39.     Mlen = 9;
    
40. end
    
41. %%  计算
    
42. DIFF = FT_EMA(Close, short)-FT_EMA(Close, long);
    
43. DEA = FT_EMA(DIFF, Mlen);
    
44. DIFF(1:29) = 0;
    
45. DEA(1:29) = 0;
    
46. MACDbar = 2*(DIFF-DEA);
    
47. MACDbar(MACDbar==0) = nan;
    
48. DIFF(DIFF==0) = nan;
    
49. DEA(DEA==0) = nan;
    
50. MACDbar = MACDbar';
    
51. DEA = DEA';
    
52. DIFF = DIFF';
    
53. %%  Plot
    
54. if nargout == 0
    
55.     figure(2)
    
56.     scrsz=get(0,'ScreenSize');
    
57.     set(figure(2),'Position',[scrsz(3)*0.1 scrsz(4)*0.25 scrsz(3)*0.95 scrsz(4)]*0.7,...
    
58.         'color','w')
    
59.     movegui(figure(2),'center')
    
60.     hold on;
    
61.     pind = find(MACDbar >= 0);
    
62.     nind = find(MACDbar < 0);
    
63.     h1 = bar(pind,MACDbar(pind),'r','EdgeColor','r','LineWidth',0.1);
    
64.     h2 = bar(nind,MACDbar(nind),'g','EdgeColor','g','LineWidth',0.1);
    
65.     plot(DIFF,'k');
    
66.     plot(DEA,'b');
    
67.     legend('MACD','MACD','DIFF','DEA')
    
68.     set(gca,'fontname','华文楷体','fontsize',12)
    
69.     current_axes=gca;
    
70.     strx=get(current_axes,'XTickLabel');
    
71.     stry=get(current_axes,'YTickLabel');
    
72.     x=get(current_axes,'XTick');
    
73.     y=get(current_axes,'YTick');
    
74.     yl=ylim(current_axes);
    
75.     xl=xlim(current_axes);
    
76.     %  句柄设置
    
77.     set(current_axes,'XTickLabel',[]);
    
78.     set(current_axes,'YTickLabel',[]);
    
79.     %  使之倾斜
    
80.     xtoy=zeros(1,length(x))+yl(1)-(max(yl)-min(yl))/30;
    
81.     ytox=zeros(1,length(y))+xl(1)-(max(xl)-min(xl))/30;
    
82.     text(x,xtoy,strx,'rotation',-20,'HorizontalAlignment'...
    
83.         ,'center','FontName','times','FontSize',10,'backg','c');
    
84.     text(ytox,y,stry,'rotation',-40,'HorizontalAlignment'...
    
85.         ,'center','FontName','times','FontSize',12,'backg','c');
    
86.     title('MACD/DEA/DIFF figure','fontname','华文楷体','fontsize',16)
    
87. end
    
88. end
    
89. 
    
90. function EMAvalue = FT_EMA(Price, len, coef)
    
91. %  指数移动平均线 函数
    
92. %  Last Modified by LiYang 2011/12/27
    
93. %  Email:faruto@163.com
    
94. %  程序实现测试所使用的MATLAB版本：MATLAB R2011b(7.13)
    
95. %  如果程序在您本机运行不了，请首先检查您MATLAB的版本号，推荐使用较新版本的MATLAB。
    
96. %%  输入参数检查
    
97. error(nargchk(1, 3, nargin))
    
98. if nargin < 3
    
99.     coef = [];
    
100. end
     
101. if nargin< 2
     
102.     len = 2;
     
103. end
     
104. %%  指定EMA系数
     
105. if isempty(coef)
     
106.     k = 2/(len + 1);
     
107. else
     
108.     k = coef;
     
109. end
     
110. %%  计算EMAvalue
     
111. EMAvalue = zeros(length(Price), 1);
     
112. EMAvalue(1:len-1) = Price(1:len-1);
     
113. for i = len:length(Price)   
     
114.     EMAvalue(i) = k*( Price(i)-EMAvalue(i-1) ) + EMAvalue(i-1);   
     
115. end
     
116. end
     
117. 
     
118. function MA_value = FT_MA(Price, MAlen)
     
119. %  移动平均线
     
120. %  by liyang 2011/12/13
     
121. %  farutoliyang@gmail.com
     
122. %  Input:
     
123. %       Price: 输入的序列
     
124. %       MAlen: 均线周期
     
125. %  Output:
     
126. %       MA_value: 计算的均线返回值
     
127. %%  输入参数检查
     
128. if nargin < 2
     
129.     % 默认均线周期为5（5分钟线、5日线）
     
130.     MAlen = 5;
     
131. end
     
132. error(nargchk(1, 2, nargin));
     
133. if MAlen <= 0
     
134.     error('The length of MA must >= 1');
     
135. end
     
136. %%  初始化
     
137. len = numel(Price);
     
138. MA_value = zeros(len, 1);
     
139. Price = Price(:);
     
140. %%  计算均线
     
141. MA_value(1:MAlen-1) = Price(1:MAlen-1);
     
142. for i = MAlen:len
     
143.      MA_value(i) = sum( Price(i-MAlen+1:i) )/MAlen;
     
144. end
     
145. end

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这个好，学习下

暂时没有时间看，先收藏，过几天再好好琢磨！

离歌レ笑 发表于 2015-2-8 22:59
暂时没有时间看，先收藏，过几天再好好琢磨！

先回复看明细

跟各位学习来了

学习一下。

需要仔细看看。

好东西，回头学习下~