软件名称：[B]DDY修正[/B]
软件类型：国产软件
运行环境：Win9X/Win2000/WinXP/Win2003/
软件语言：简体中文
授权方式：免费版
软件大小：4.00 KB
官方主页：Home Page
更新时间：2010-04-15 07:34:24
软件简介:

DDY修正
{DDY}
INPUT: P1(60,0,100),P2(3,0,100),P3(10,0,100);
REFLINE:0;
TODAY:=DYNAINFO(7)=CLOSE and DYNAINFO(10)=AMOUNT and (ORDER(1)=0 and ORDER(2)=0);
RDDY1:=IF(TODAY,"DDEDATA@BIGORDER"(1),bigorder(1));
RDDY2:=IF(TODAY,"DDEDATA@BIGORDER"(2),bigorder(2));
FDDY1:=IF(TODAY,"DDEDATA@ORDER"(1),ORDER(1));
FDDY2:=IF(TODAY,"DDEDATA@ORDER"(2),ORDER(2));
VAR0:=MIN(COUNT(ORDER(2),0),P1);
VAR1:=EMA((2 - BIGORDER(1) - BIGORDER(2)) * VOL/(ORDER(1) + ORDER(2)),P1);
VAR2:=(2*(2 - BIGORDER(1) - BIGORDER(2)) * VOL/(ORDER(1) + ORDER(2))+(p1-1)*ref(VAR1,1))/(p1+1);
VAR11:=if(TODAY,VAR2,VAR1);
DDY:if(TODAY,("DDEDATA@ORDER"(2) - "DDEDATA@ORDER"(1))/CAPITAL ,(ORDER(2) - ORDER(1))/CAPITAL) * VAR11 * 100,COLOR3D;
DDY1:EMA((FDDY2 - FDDY1)/CAPITAL * VAR11* 100,VAR0) * VAR0;
DDY2:MA(DDY1,P2);
DDY3:MA(DDY1,P3);
DRAWTEXTABS(0,0,'涨跌动因');
1,DOTLINE;


DDY中用了ema算法，但是理想数据是单个数据（只有当日数据，没有ema可言）。这就需要把ema解析后改写。
原公式：{lx-ddy}
INPUT: P1(60,0,100),P2(5,0,100),P3(10,0,100);
REFLINE:0;
TODAY:=DYNAINFO(7)=CLOSE and DYNAINFO(10)=AMOUNT  and (ORDER(1)=0 and ORDER(2)=0);
{判断是否有理想数据}
RDDY1:=IF(TODAY,"DDEDATA@BIGORDER"(1),bigorder(1));
RDDY2:=IF(TODAY,"DDEDATA@BIGORDER"(2),bigorder(2));
FDDY1:=IF(TODAY,"DDEDATA@ORDER"(1),ORDER(1));
FDDY2:=IF(TODAY,"DDEDATA@ORDER"(2),ORDER(2));
VAR0:=MIN(COUNT(FDDY2,0),P1);
VAR1:=EMA((2 - RDDY1 - RDDY2) * VOL/(FDDY1 + FDDY2),p1);
DDY:(FDDY2 - FDDY1)/CAPITAL * VAR1 * 100,COLOR3D;
DDY1:EMA((FDDY2 - FDDY1)/CAPITAL * VAR1 * 100,VAR0) * VAR0;
DDY2:MA(DDY1,P2);
DDY3:MA(DDY1,P3);
DRAWTEXTABS(0,0,'涨跌动因');
1,DOTLINE;

注意这句：
VAR1:=EMA((2 - RDDY1 - RDDY2) * VOL/(FDDY1 + FDDY2),p1);

变成-----（用法:EMA(X,N),算法：若Y=EMA(X,N)则Y=[2*X+(N-1)*Y']/(N+1),其中Y'表示上一周期Y值）：
VAR1:=EMA((2 - BIGORDER(1) - BIGORDER(2)) * VOL/(ORDER(1) + ORDER(2)),P1);
VAR2:=(2*(2 - BIGORDER(1) - BIGORDER(2)) * VOL/(ORDER(1) + ORDER(2))+(p1-1)*ref(VAR1,1))/(p1+1);
VAR11:=if(TODAY,VAR2,VAR1);
　

修正ema后的公式：
{DDY}
INPUT: P1(60,0,100),P2(3,0,100),P3(10,0,100);
REFLINE:0;
TODAY:=DYNAINFO(7)=CLOSE and DYNAINFO(10)=AMOUNT and (ORDER(1)=0 and ORDER(2)=0);
VAR0:=MIN(COUNT(ORDER(2),0),P1);
VAR1:=EMA((2 - BIGORDER(1) - BIGORDER(2)) * VOL/(ORDER(1) + ORDER(2)),P1);
VAR2:=(2*(2 - BIGORDER(1) - BIGORDER(2)) * VOL/(ORDER(1) + ORDER(2))+(p1-1)*ref(VAR1,1))/(p1+1);
VAR11:=if(TODAY,VAR2,VAR1);
DDY:if(TODAY,("DDEDATA@ORDER"(2) - "DDEDATA@ORDER"(1))/CAPITAL ,(ORDER(2) - ORDER(1))/CAPITAL) * VAR11 * 100,COLOR3D;
DDY1:EMA(DDY,VAR0) * VAR0;
DDY2:MA(DDY1,P2);
DDY3:MA(DDY1,P3);
DRAWTEXTABS(0,0,'涨跌动因');
1,DOTLINE;

数据的差异就是ema的算法造成的。举一反三，遇到这类问题，就这样处理就是了。
 

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