c# RSI算法实现

此算法在WP7 个人炒股软件 GilStock 中用到

同花顺算法描述：

LC := REF(CLOSE,1);
RSI$1:SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*100;
RSI$2:SMA(MAX(CLOSE-LC,0),N2,1)/SMA(ABS(CLOSE-LC),N2,1)*100;
RSI$3:SMA(MAX(CLOSE-LC,0),N3,1)/SMA(ABS(CLOSE-LC),N3,1)*100;
a:20;
d:80;

c#实现，理论区间内和新股上市的R1,R2,R3分别在N1,N2,N3天后的数据才是正常的。

View Code /// <summary>
        /// RSI算法 –跟同花顺一致
        /// </summary>
        /// <param name=\”N\”>6</param>
        /// <param name=\”M1\”>12</param>
        /// <param name=\”M2\”>24</param>
        /// <param name=\”KLStocklist\”>K线数据</param>
        /// <returns></returns>
        public static List<KLinfo> ComputationRSI(int N1, int N2, int N3, List<KLinfo> KLStocklist)
        {
            for (int i = 0; i < KLStocklist.Count; i++)
            {

                double RSI1 = 0;
                double RSI2 = 0;
                double RSI3 = 0;
                if (KLStocklist[i].KID == 1)
                {

                    KLStocklist[i].RSI1 = 0;
                    KLStocklist[i].RSI2 = 0;
                    KLStocklist[i].RSI3 = 0;
                    KLStocklist[i].RSI1ABSEma =0;
                    KLStocklist[i].RSI1ABSEma = 0;
                    KLStocklist[i].RSI2ABSEma = 0;
                    KLStocklist[i].RSI2ABSEma = 0;
                    KLStocklist[i].RSI3ABSEma = 0;
                    KLStocklist[i].RSI3ABSEma = 0;
                }
                else
                {
                    double Rmax = Math.Max(0, KLStocklist[i].ClosePrice – KLStocklist[i – 1].ClosePrice);
                    double RAbs = Math.Abs(KLStocklist[i].ClosePrice – KLStocklist[i – 1].ClosePrice);
                    KLStocklist[i].RSI1MaxEma = (Rmax + (N1 – 1) * KLStocklist[i – 1].RSI1MaxEma) / N1;
                    KLStocklist[i].RSI1ABSEma = (RAbs + (N1 – 1) * KLStocklist[i – 1].RSI1ABSEma) / N1;

KLStocklist[i].RSI2MaxEma = (Rmax + (N2 – 1) * KLStocklist[i – 1].RSI2MaxEma) / N2;
KLStocklist[i].RSI2ABSEma = (RAbs + (N2 – 1) * KLStocklist[i – 1].RSI2ABSEma) / N2;

KLStocklist[i].RSI3MaxEma = (Rmax + (N3 – 1) * KLStocklist[i – 1].RSI3MaxEma) / N3;
KLStocklist[i].RSI3ABSEma = (RAbs + (N3 – 1) * KLStocklist[i – 1].RSI3ABSEma) / N3;

if (KLStocklist[i].RSI1ABSEma != 0) RSI1 = (KLStocklist[i].RSI1MaxEma / KLStocklist[i].RSI1ABSEma) * 100;
KLStocklist[i].RSI1 = RSI1;

if (KLStocklist[i].RSI2ABSEma != 0) RSI2 = (KLStocklist[i].RSI2MaxEma / KLStocklist[i].RSI2ABSEma) * 100;
KLStocklist[i].RSI2 = RSI2;

                    if (KLStocklist[i].RSI3ABSEma != 0) RSI3 = (KLStocklist[i].RSI3MaxEma / KLStocklist[i].RSI3ABSEma) * 100;
                    KLStocklist[i].RSI3 = RSI3;

                }

            }

return KLStocklist;

}

WP7 效果：