Java MACDIndicator类代码示例

import eu.verdelhan.ta4j.indicators.trackers.MACDIndicator; //导入依赖的package包/类
/**
 * @param series a time series
 * @return a moving momentum strategy
 */
public static Strategy buildStrategy(TimeSeries series) {
    if (series == null) {
        throw new IllegalArgumentException("Series cannot be null");
    }

    ClosePriceIndicator closePrice = new ClosePriceIndicator(series);

    // The bias is bullish when the shorter-moving average moves above the longer moving average.
    // The bias is bearish when the shorter-moving average moves below the longer moving average.
    EMAIndicator shortEma = new EMAIndicator(closePrice, 9);
    EMAIndicator longEma = new EMAIndicator(closePrice, 26);

    StochasticOscillatorKIndicator stochasticOscillK = new StochasticOscillatorKIndicator(series, 14);

    MACDIndicator macd = new MACDIndicator(closePrice, 9, 26);
    EMAIndicator emaMacd = new EMAIndicator(macd, 18);

    // Entry rule
    Rule entryRule = new OverIndicatorRule(shortEma, longEma) // Trend
            .and(new CrossedDownIndicatorRule(stochasticOscillK, Decimal.valueOf(20))) // Signal 1
            .and(new OverIndicatorRule(macd, emaMacd)); // Signal 2

    // Exit rule
    Rule exitRule = new UnderIndicatorRule(shortEma, longEma) // Trend
            .and(new CrossedUpIndicatorRule(stochasticOscillK, Decimal.valueOf(80))) // Signal 1
            .and(new UnderIndicatorRule(macd, emaMacd)); // Signal 2

    return new Strategy(entryRule, exitRule);
}
 

import eu.verdelhan.ta4j.indicators.trackers.MACDIndicator; //导入依赖的package包/类
/**
 * Build the {@link eu.verdelhan.ta4j.Strategy Strategy} to use for
 * trading and backtesting.
 *
 * @param series
 * {@link eu.verdelhan.ta4j.TimeSeries TimeSeries} to use when building the {@link eu.verdelhan.ta4j.Strategy Strategy}
 * @return the rules to build the
 * {@link eu.verdelhan.ta4j.Strategy Strategy}.
 */
@Contract("null -> fail")
private static Tuple2<Rule, Rule> buildStrategy(TimeSeries series) {
    if (series == null) {
        throw new IllegalArgumentException("Series cannot be null");
    }

    ClosePriceIndicator closePrice = new ClosePriceIndicator(series);

    SMAIndicator shortSma = new SMAIndicator(closePrice, SMA_SHORT_PERIODS);
    SMAIndicator longSma = new SMAIndicator(closePrice, SMA_LONG_PERIODS);

    CMOIndicator cmo = new CMOIndicator(series, CMO_PERIODS);

    // The bias is bearish when the shorter-moving averagemoves below the
    // longer moving average.
    EMAIndicator shortEma = new EMAIndicator(closePrice, 9);
    EMAIndicator longEma = new EMAIndicator(closePrice, 26);

    StochasticOscillatorKIndicator stochasticOscillK = new
            StochasticOscillatorKIndicator(series, 14);

    MACDIndicator macd = new MACDIndicator(closePrice, MACD_SHORT_PERIODS,
            MACD_LONG_PERIODS);
    EMAIndicator emaMacd = new EMAIndicator(macd, 18);

    Rule momentumEntry = new OverIndicatorRule(shortSma, longSma) // Trend
            // Signal 1
            .and(new CrossedDownIndicatorRule(cmo,
                    Decimal.valueOf(CMO_LOWER)))
            // Signal 2
            .and(new OverIndicatorRule(shortEma, closePrice));

    // Entry rule
    Rule entryRule = new OverIndicatorRule(shortEma, longEma) // Trend
            // Signal 1
            .and(new CrossedDownIndicatorRule(stochasticOscillK,
                    Decimal.valueOf(20)))
            // Signal 2
            .and(new OverIndicatorRule(macd, emaMacd))
            .or(momentumEntry);

    Rule momentumExit = new UnderIndicatorRule(shortSma, longSma) // Trend
            // Signal 1
            .and(new CrossedUpIndicatorRule(cmo,
                    Decimal.valueOf(CMO_UPPER)))
            // Signal 2
            .and(new UnderIndicatorRule(shortSma, closePrice));

    // Exit rule
    Rule exitRule = new UnderIndicatorRule(shortEma, longEma) // Trend
            // Signal 1
            .and(new CrossedUpIndicatorRule(stochasticOscillK,
                    Decimal.valueOf(80)))
            // Signal 2
            .and(new UnderIndicatorRule(macd, emaMacd))
            .or(momentumExit)
            // Protect against severe losses
            .or(new StopLossRule(closePrice, Decimal.valueOf
                    (STOP_LOSS_THRESHOLD)))
            // Take profits and run
            .or(new StopGainRule(closePrice, Decimal.valueOf
                    (STOP_GAIN_THRESHOLD)));

    return new Tuple2<>(entryRule, exitRule);
}
 

import eu.verdelhan.ta4j.indicators.trackers.MACDIndicator; //导入依赖的package包/类
@Override
protected void init() {
  validateTwo();
  indicator = new MACDIndicator(closePriceIndicator, instance.getTimeframe1(), instance.getTimeframe2());
}