申万宏源技术指标测试大全之二十— Directional Movement Index
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指标介绍
动向指标(Directional Movement Index):简称:DMI
所需数据和参数:DMI(high,low,close,lag,thred )
指标伪码:
MTR:=EMA(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),
ABS(REF(CLOSE,1)-LOW)),LAG);
HD :=HIGH-REF(HIGH,1);
LD :=REF(LOW,1)-LOW;
DMP:=MA(IF(HD>0&&HD>LD,HD,0),LAG);
DMM:=MA(IF(LD>0&&LD>HD,LD,0),LAG);
PDI:DMP100/MTR;MDI:DMM100/MTR;
ADX:=EMA(ABS((PDI-MDI)/(PDI+MDI))*100,LAG);
指标含义
/wiki/static/upload/eb/ebb7dbd8-6b58-4fcb-ab26-8ca705ff638d.pdf
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