技術分析 - 計算阿隆指標系列

我正在嘗試建立一個類來創建 Aroon 系列。但似乎我不太了解這些步驟。我不確定我必須使用 period 參數的目的是什麼。

這是我的第一次嘗試：

/// <summary>
/// Aroon
/// </summary>
public class Aroon : IndicatorCalculatorBase
{
   public override List<Ohlc> OhlcList { get; set; }
   public int Period { get; set; }

   public Aroon(int period) 
   {
       this.Period = period;
   }

   /// <summary>
   /// Aroon up: {((number of periods) - (number of periods since highest high)) / (number of periods)} x 100
   /// Aroon down: {((number of periods) - (number of periods since lowest low)) / (number of periods)} x 100
   /// </summary>
   /// <see cref="http://www.investopedia.com/ask/answers/112814/what-aroon-indicator-formula-and-how-indicator-calculated.asp"/>
   /// <returns></returns>
   public override IIndicatorSerie Calculate()
   {
       AroonSerie aroonSerie = new AroonSerie();

       int indexToProcess = 0;

       while (indexToProcess < this.OhlcList.Count)
       {
           List<Ohlc> tempOhlc = this.OhlcList.Skip(indexToProcess).Take(Period).ToList();
           indexToProcess += tempOhlc.Count;

           for (int i = 0; i < tempOhlc.Count; i++)
           {   
               int highestHighIndex = 0, lowestLowIndex = 0;
               double highestHigh = tempOhlc.Min(x => x.High), lowestLow = tempOhlc.Max(x => x.Low);
               for (int j = 0; j < i; j++)
               {
                   if (tempOhlc[j].High > highestHigh)
                   {
                       highestHighIndex = j;
                       highestHigh = tempOhlc[j].High;
                   }

                   if (tempOhlc[j].Low < lowestLow)
                   {
                       lowestLowIndex = j;
                       lowestLow = tempOhlc[j].Low;
                   }
               }

               int up = ((this.Period - (i - highestHighIndex)) / this.Period) * 100;
               aroonSerie.Up.Add(up);

               int down = ((this.Period - (i - lowestLowIndex)) / this.Period) * 100;
               aroonSerie.Down.Add(down);
           }
       }

       return aroonSerie;
   }
}

以前有沒有其他人嘗試過這樣做？以下是有關該指標的一些參考點：

• http://www.investopedia.com/ask/answers/112814/what-aroon-indicator-formula-and-how-indicator-calculated.asp
• http://www.investopedia.com/articles/trading/06/aroon.asp
• http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:aroon

我在SO中回答了@Anilca 的問題（答案被接受）

我用工作解決方案總結了我的答案：

public class Aroon : IndicatorCalculatorBase
{

   public override List<OhlcSample> OhlcList { get; set; }
   private readonly int _period;

   public int Period
   {
       get { return _period; }
   }

   public Aroon(int period)
   {
       _period = period;
   }

   public override IIndicatorSerie Calculate()
   {
       var aroonSerie = new AroonSerie();
       for (var i = _period; i < OhlcList.Count; i++)
       {

           var aroonUp = CalculateAroonUp(i);
           var aroonDown = CalculateAroonDown(i);

           aroonSerie.Down.Add(aroonDown);
           aroonSerie.Up.Add(aroonUp);
       }

       return aroonSerie;
   }

   private double CalculateAroonUp(int i)
   {
       var maxIndex = FindMax(i - _period, i);

       var up = CalcAroon(i - maxIndex);

       return up;
   }

   private double CalculateAroonDown(int i)
   {
       var minIndex = FindMin(i - _period, i);

       var down = CalcAroon(i - minIndex);

       return down;
   }

   private double CalcAroon(int numOfDays)
   {
       var result = ((_period - numOfDays)) * ((double)100 / _period);
       return result;
   }

   private int FindMin(int startIndex, int endIndex)
   {
       var min = double.MaxValue;
       var index = startIndex;
       for (var i = startIndex; i <= endIndex; i++)
       {
           if (min < OhlcList[i].Low)
               continue;

           min = OhlcList[i].Low;
           index = i;
       }
       return index;
   }

   private int FindMax(int startIndex, int endIndex)
   {
       var max = double.MinValue;
       var index = startIndex;
       for (var i = startIndex; i <= endIndex; i++)
       {
           if (max > OhlcList[i].High)
               continue;

           max = OhlcList[i].High;
           index = i;
       }
       return index;
   }
}

附言

伙計們，我通常活躍在 SO ……如果有人需要澄清，請在源問題中提問（並隨時這樣做）

引用自：https://quant.stackexchange.com/questions/17421