{K线微积分律与MACD;MACD_DCIC_K ;原创及版权属于JIPGEMLING.见凌见;}
{关键词:K线微积分律,MACD指标}
{仅允许个人自用、互联网传播并带上作者笔名及版权声明}
{本文实际证明了等式:
DIF=(LONG-SHORT)/2*EMA(EMA((C-REF(C,1)),SHORT),LONG)
=((LONG-SHORT)/2)*EMA(EMA(C,SHORT)-REF(EMA(C,SHORT),1),LONG)
=EMA(C,SHORT)-EMA(C,LONG) }
{即,对于SHORT>=1和LONG>=1 的所有正整数,上述等式成立。}
{证明:用数学归纳法。由于我们不知道股软函数EMA()、REF()的具体形式,所以计算过程要结合股软(TDX)辅证。
1、首先当SHORT=1、LONG=1时,公式两边0=0,等式显然成立;
2、当SHORT=1、LONG=>2时并在股软上任意调节对比,等式两边数值非恒量但均相等,故等式成立;
3、当LONG=1时,SHORT=>2并在股软上任意调节对比,等式两边数值非恒量但均相等,故等式成立;
4、其余任意正整数,在股软上任意调节对比,等式两边数值非恒量但均相等,故等式成立;
5、根据上述结论和数学归纳法原理,对于SHORT>=1和LONG>=1 的所有正整数,等式成立。证毕。}
{同理可证1:DIF_H =(LONG-SHORT)/2*EMA(EMA((H-REF(H,1)),SHORT),LONG)= }
{=((LONG-SHORT)/2)*EMA(EMA(H,SHORT)-REF(EMA(H,SHORT),1),LONG)=EMA(H,SHORT)-EMA(H,LONG);}
{同理可证2:DIF_L =(LONG-SHORT)/2*EMA(EMA((L-REF(L,1)),SHORT),LONG)= }
{=((LONG-SHORT)/2)*EMA(EMA(L,SHORT)-REF(EMA(L,SHORT),1),LONG)=EMA(L,SHORT)-EMA(L,LONG);}
{同理可证3:DIF_O =(LONG-SHORT)/2*EMA(EMA((O-REF(O,1)),SHORT),LONG)= }
{=((LONG-SHORT)/2)*EMA(EMA(O,SHORT)-REF(EMA(O,SHORT),1),LONG)=EMA(O,SHORT)-EMA(O,LONG);}
{同理可证4:DIF_CC =(LONG-SHORT)/2*EMA(EMA((CC-REF(CC,1)),SHORT),LONG)= }
{=((LONG-SHORT)/2)*EMA(EMA(CC,SHORT)-REF(EMA(CC,SHORT),1),LONG)=EMA(CC,SHORT)-EMA(CC,LONG);}
{其中CC=(C+H+L)/3;只要C、H、L、O 属于相同时序的常系数线性组合(可否为有理式组合?)}
{可否考虑将上述事实作为一个【K线定理、定律】来看待?}
{MACD功效、一般应用、典型应用条件}
DFC:=C-REF(C,1);
WJXS:=(26-12)/2;
JGL_JF:=WJXS*EMA(DFC,12);
DIF_JIP:EMA(JGL_JF,26),COLOR1188FF,LINETHICK2;
DEA_GEM:EMA(DIF_JIP,9),COLORGREEN,LINETHICK2;
MACD_LING:2*(DIF_JIP-DEA_GEM),COLOR1133FF,COLORSTICK;
K_DF_J:SMA(JGL_JF,3,1),COLORFEDCBA;
D_DF_G:SMA(K_DF_J,3,1),COLOR13F8F9;
J_DF_L:2.5*K_DF_J-1.5*D_DF_G,COLORF813F9;
RF:=REF(J_DF_L,1);
DJ:=ABS(J_DF_L-RF);
MM:=(HHV(DJ,120)+LLV(DJ,120))/2;
STICKLINE(J_DF_L>RF,J_DF_L,RF,2.3,0),COLOR1388D3;
STICKLINE(J_DF_L>RF,J_DF_L,RF,1.0,0),COLOR13AAD3;
STICKLINE(J_DF_L<RF,J_DF_L,RF,2.3,0),COLOR338833;
STICKLINE(J_DF_L<RF,J_DF_L,RF,1.0,0),COLOR33AA33;
STICKLINE(J_DF_L<RF AND DJ<0.2*MM,J_DF_L+0.15*MM,RF-0.15*MM,0.1,0),COLOR33AA33;
STICKLINE(J_DF_L>=RF AND DJ<0.2*MM,RF-0.1*MM,J_DF_L+0.1*MM,0.1,0),COLOR13AADD;
N:=SQRT(12*26);
NN:=IF(N<9,9,N);
BZC:=STD(DFC,NN);
U:IF(1=1,K_DF_J+2*BZC,MA(C,25600)),COLORFE9813,CROSSDOT,LINETHICK2;
D:IF(1=1,K_DF_J-2*BZC,MA(C,25600)),COLOR33EAEA,CROSSDOT,LINETHICK2;