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BOLL指标算法错误 #4
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日BOLL指标计算为例,
其计算方法如下:
1.日BOLL指标的计算公式
中轨线=N日的移动平均线
上轨线=中轨线+两倍的标准差
下轨线=中轨线-两倍的标准差
2.日BOLL指标的计算过程
(1)计算MA MA=N日内的收盘价之和÷N
(2)计算标准差MD MD=平方根N日的(C-MA)的两次方之和除以N
(3)计算MB、UP、DN线
MB=(N-1)日的MA
UP=MB+2×MD
DN=MB-2×MD
伪代码如下:
中轨:MB=SMA(n-1)=(C1+C2+C3+…+C(n-1))/(n-1))
标准差:MD ={[(C1-SMAn)^2+…+(Cn-SMAn)^2]/n}^0.5
上轨:UP=MB + kMD
下轨:DN=MB - KMD
根据上面的公式,你的标准差的计算明显有问题。
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