Javascript 如何从上期开始计算“lib.ema”?
嗨,我需要计算Zenbot中的EMA,但从上一个周期开始,如何计算Javascript 如何从上期开始计算“lib.ema”?,javascript,zenbot,Javascript,Zenbot,嗨,我需要计算Zenbot中的EMA,但从上一个周期开始,如何计算 return function ema (s, key, length, source_key) { if (!source_key) source_key = 'close' if (s.lookback.length >= length) { var prev_ema = s.lookback[0][key] if (typeof prev_ema === 'unde
return function ema (s, key, length, source_key) {
if (!source_key) source_key = 'close'
if (s.lookback.length >= length) {
var prev_ema = s.lookback[0][key]
if (typeof prev_ema === 'undefined' || isNaN(prev_ema)) {
var sum = 0
s.lookback.slice(0, length).forEach(function (period) {
sum += period[source_key]
})
prev_ema = sum / length
}
var multiplier = 2 / (length + 1)
s.period[key] = (s.period[source_key] - prev_ema) * multiplier + prev_ema
}
}
}
最近发现了同样的事情,你可以用它作为参考
+++ b/extensions/strategies/wavetrend/strategy.js
@@ -0,0 +1,172 @@
...
+ onPeriod: function (s, cb) {
+ if (s.period.wto) {
+ s.signal = null // hold
+ let prev_wto = s.lookback[0].wto
+ let wto = s.period.wto
+ let prev_hcl3 = s.lookback[0].hcl3
+ let hcl3 = s.period.hcl3
+ let prev_ema = s.lookback[0].ema
+ let ema = s.period.ema
+
+ if (!s.sell_signal_close)
+ s.sell_signal_close = 0
+ if (!s.buy_signal_close)
+ s.buy_signal_close = 0
+ if (!s.sell_pct_orig)
+ s.sell_pct_orig = s.sell_pct
+ if (!s.buy_pct_orig)
+ s.buy_pct_orig = s.sell_pct
哦,所以当它未定义或为空时,您完全忽略它。不完全是这样,如果它们未设置,我将它们设置为0,因此下次运行它时,我们将有一个prev值来构建EMA。