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41 lines
832 B
C++
41 lines
832 B
C++
/*
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* DMA.h
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*
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* Copyright (c) 2019, hikyuu.org
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*
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* Created on: 2015-5-16
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* Author: fasiondog
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*/
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#ifndef INDICATOR_CRT_DMA_H_
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#define INDICATOR_CRT_DMA_H_
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#include "REF.h"
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namespace hku {
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/**
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* 动态移动平均
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* @details
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* <pre>
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* 用法：DMA(X,A),求X的动态移动平均。
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* 算法：若Y=DMA(X,A) 则 Y=A*X+(1-A)*Y',其中Y'表示上一周期Y值。
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* 例如：DMA(CLOSE,VOL/CAPITAL)表示求以换手率作平滑因子的平均价
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* </pre>
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* @param ind 待计算的数据
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* @param a 动态系数
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* @ingroup Indicator
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*/
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Indicator DMA(const Indicator& ind1, const Indicator& a);
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inline Indicator DMA(const Indicator& ind1, const Indicator& a) {
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Indicator dma = a * ind1 + (1 - a) * REF(ind1, 1);
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dma.name("DMA");
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return dma;
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}
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} /* namespace */
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#endif /* INDICATOR_CRT_DMA_H_ */
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