杜高斯贝自用软件的一个指标
杜高斯贝自用软件JForex Platform一个指标.有没有编程高手看看这个指标的原理？以下附代码：package com.dukascopy.indicators;
import com.dukascopy.api.DefaultColors;
import com.dukascopy.api.indicators.IIndicator;
import com.dukascopy.api.indicators.IIndicatorContext;
import com.dukascopy.api.indicators.IIndicatorsProvider;
import com.dukascopy.api.indicators.IndicatorInfo;
import com.dukascopy.api.indicators.IndicatorResult;
import com.dukascopy.api.indicators.InputParameterInfo;
import com.dukascopy.api.indicators.IntegerRangeDescription;
import com.dukascopy.api.indicators.OptInputParameterInfo;
import com.dukascopy.api.indicators.OutputParameterInfo;
public class VolatilityQualityIndex1 implements IIndicator {
private static final int OPEN = 0;
private static final int CLOSE = 1;
private static final int HIGH = 2;
private static final int LOW = 3;
private static final int VOLUME = 4;
private IndicatorInfo indicatorInfo;
private InputParameterInfo[] inputParameterInfos;
private OptInputParameterInfo[] optInputParameterInfos;
private OutputParameterInfo[] outputParameterInfos;
private final double[][][] inputs = new double[][];
private final double[][] outputs = new double[];
private IIndicator atr;
private IIndicator smaShort;
private IIndicator smaLong;
@Override
public void onStart(IIndicatorContext context) {
indicatorInfo = new IndicatorInfo("VQI", "Volatility Quality Index", "Volatility Indicators", false, false, true, 1, 2, 3);
inputParameterInfos = new InputParameterInfo[] {
new InputParameterInfo("Price", InputParameterInfo.Type.PRICE)
};
optInputParameterInfos = new OptInputParameterInfo[] {
new OptInputParameterInfo("Short MA Periods", OptInputParameterInfo.Type.OTHER, new IntegerRangeDescription(9, 2, 2000, 1)),
new OptInputParameterInfo("Long MA Periods", OptInputParameterInfo.Type.OTHER, new IntegerRangeDescription(200, 2, 2000, 1))
};
outputParameterInfos = new OutputParameterInfo[] {
new OutputParameterInfo("VQI", OutputParameterInfo.Type.DOUBLE, OutputParameterInfo.DrawingStyle.LINE),
new OutputParameterInfo("VQI Short MA", OutputParameterInfo.Type.DOUBLE, OutputParameterInfo.DrawingStyle.LINE),
new OutputParameterInfo("VQI Long MA", OutputParameterInfo.Type.DOUBLE, OutputParameterInfo.DrawingStyle.LINE)
};
outputParameterInfos.setColor(DefaultColors.OLIVE_DRAB);
outputParameterInfos.setColor(DefaultColors.RED);
outputParameterInfos.setColor(DefaultColors.YELLOW);
IIndicatorsProvider indicatorsProvider = context.getIndicatorsProvider();
atr = indicatorsProvider.getIndicator("ATR");
atr.setOptInputParameter(0, 1);
smaShort = indicatorsProvider.getIndicator("SMA");
smaLong = indicatorsProvider.getIndicator("SMA");
}
@Override
public IndicatorResult calculate(int startIndex, int endIndex) {
if (startIndex - getLookback() < 0) {
startIndex = getLookback();
}
if (startIndex > endIndex) {
return new IndicatorResult(0, 0);
}
double[] atrOutput = new double;
atr.setInputParameter(0, inputs);
atr.setOutputParameter(0, atrOutput);
atr.calculate(startIndex - Math.max(smaShort.getLookback(), smaLong.getLookback()), endIndex);
double[] smaInput = new double;
double prevVqi = 0;
for (int i = startIndex - Math.max(smaShort.getLookback(), smaLong.getLookback()), j = 0; i <= endIndex; i++, j++) {
double vqi = ((atrOutput != 0) && (inputs != inputs) ?
(inputs - inputs / atrOutput +
(inputs - inputs) / (inputs - inputs)) / 2 : prevVqi);
smaInput = (j > 0 ? smaInput : 0) +
Math.abs(vqi) * (2 * inputs - inputs - inputs) / 2;
prevVqi = vqi;
}
for (int i = Math.max(smaShort.getLookback(), smaLong.getLookback()), j = 0; i < smaInput.length; i++, j++) {
outputs = smaInput;
}
smaShort.setInputParameter(0, smaInput);
smaShort.setOutputParameter(0, outputs);
smaShort.calculate(Math.max(smaShort.getLookback(), smaLong.getLookback()), smaInput.length - 1);
smaLong.setInputParameter(0, smaInput);
smaLong.setOutputParameter(0, outputs);
smaLong.calculate(Math.max(smaShort.getLookback(), smaLong.getLookback()), smaInput.length - 1);
return new IndicatorResult(startIndex, endIndex - startIndex + 1);
}
@Override
public IndicatorInfo getIndicatorInfo() {
return indicatorInfo;
}
@Override
public InputParameterInfo getInputParameterInfo(int index) {
if (index < inputParameterInfos.length) {
return inputParameterInfos;
}
return null;
}
@Override
public OptInputParameterInfo getOptInputParameterInfo(int index) {
if (index < optInputParameterInfos.length) {
return optInputParameterInfos;
}
return null;
}
@Override
public OutputParameterInfo getOutputParameterInfo(int index) {
if (index < outputParameterInfos.length) {
return outputParameterInfos;
}
return null;
}
@Override
public void setInputParameter(int index, Object array) {
inputs = (double[][]) array;
}
@Override
public void setOptInputParameter(int index, Object value) {
switch (index) {
case 0:
int shortPeriod = (Integer) value;
smaShort.setOptInputParameter(0, shortPeriod);
break;
case 1:
int longPeriod = (Integer) value;
smaLong.setOptInputParameter(0, longPeriod);
break;
default:
throw new ArrayIndexOutOfBoundsException(index);
}
}
@Override
public void setOutputParameter(int index, Object array) {
outputs = (double[]) array;
}
@Override
public int getLookback() {
return atr.getLookback() + Math.max(smaShort.getLookback(), smaLong.getLookback());
}
@Override
public int getLookforward() {
return 0;
}
}
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