Delphi 計算MACD指標數值

基於上一篇文章Delphi 計算火幣網KDJ指標數值的基礎。

{ MACD單個數據結構 }
Type
  TMACD = record
    DIF: Extended;
    DEA: Extended;
    BAR: Extended;
  end;

{ 獲取MACD }
function GetMACD(KlineArr: TKlineArray):TMACD;
var
  EMA9,EMA12,EMA26,EMA9Ex,EMA12Ex,EMA26Ex: Extended;
  i: Integer;
  arrKline: TKlineArray;
begin
  FillChar(Result, SizeOf(TMACD), #0);
  arrKline := KlineArr;
  if High(arrKline) <> -1 then
  begin
    for i := Low(arrKline) to High(arrKline) do
    begin
      if i=0 then Continue;
      if i=1 then
      begin
        EMA12 := arrKline[i-1].Close+(arrKline[i].Close-arrKline[i-1].Close)*2/13;
        EMA26 := arrKline[i-1].Close+(arrKline[i].Close-arrKline[i-1].Close)*2/27;
        Result.DIF := EMA12-EMA26;
        Result.DEA := 0+(Result.DIF)*2/10;
        Result.BAR := 2*((Result.DIF)-(Result.DEA));
      end
      else if i>1 then
      begin
        EMA12 := EMA12Ex*11/13+arrKline[i].Close*2/13;
        EMA26 := EMA26Ex*25/27+arrKline[i].Close*2/27;
        Result.DIF := RoundTo(EMA12-EMA26,-4);
        Result.DEA := Result.DEA*8/10 +Result.DIF*2/10;
        Result.BAR := 2*(Result.DIF-Result.DEA);
      end;
      EMA12Ex := EMA12;
      EMA26Ex := EMA26;
    end;
    Result.DIF := RoundTo(Result.DIF,-2);
    Result.DEA := RoundTo(Result.DEA,-2);
    Result.BAR := RoundTo(Result.BAR,-2);
  end;
end;