superTrend的Java实现

Question

我已经通过这个公式实现了supertend：

BASIC UPPERBAND  =  (HIGH + LOW) / 2 + Multiplier * ATR
BASIC LOWERBAND =  (HIGH + LOW) / 2 - Multiplier * ATR

FINAL UPPERBAND = IF( (Current BASICUPPERBAND  < Previous FINAL UPPERBAND) and (Previous Close > Previous FINAL UPPERBAND)) THEN (Current BASIC UPPERBAND) ELSE Previous FINALUPPERBAND)

FINAL LOWERBAND = IF( (Current BASIC LOWERBAND  > Previous FINAL LOWERBAND) and (Previous Close < Previous FINAL LOWERBAND)) THEN (Current BASIC LOWERBAND) ELSE Previous FINAL LOWERBAND)

SUPERTREND = IF(Current Close <= Current FINAL UPPERBAND ) THEN Current FINAL UPPERBAND ELSE Current  FINAL LOWERBAND

我的代码是：

//returns supertrend value
public double get(int index) {
        double finalUpperBand = finalUpperBand(index);
        double finalLowerBand = finalLowerBand(index);
        if (data.getBar(index).getClose() <= finalUpperBand){
            return finalUpperBand;
        }else {
            return finalLowerBand;
        }
    }

    //calculation upperband
    private double finalUpperBand(int index){
        double atr = new ATRIndicator(data).get(index);
        double multiplier = 3 ;
        double max = data.getBar(index).getMax();
        double min = data.getBar(index).getMin();
        double upperBand = ((max+min)/2) + (multiplier*atr) ;
        if (upperBand < finalUpperBand(index-1) && data.getBar(index-1).getClose() > finalUpperBand(index-1) ){
            return upperBand;
        }else {
            return finalUpperBand(index-1);
        }
    }

    //calculation lowerband
    private double finalLowerBand(int index){
        double atr = new ATRIndicator(data).get(index);
        double multiplier = 3 ;
        double max = data.getBar(index).getMax();
        double min = data.getBar(index).getMin();
        double lowerBand = (max+min)/2 - (multiplier*atr) ;
        if ( lowerBand > finalLowerBand(index-1) && data.getBar(index-1).getClose() < finalLowerBand(index-1) ){
            return lowerBand;
        }else {
            return finalLowerBand(index-1);
        }
    }

但它不起作用，我知道问题出在递归方法上，但我无法根据公式找到出路！

我添加了基本操作的代码，但我不确定这是否是超级趋势指标！

if (index == 0) {
            return upperBand;
}

Answer 1

在 Ta4j 的帮助下；我开发了这个类并测试了SuperTrend，你可以试试这个；

package sp.supertrend;

import java.util.Vector;
import java.util.stream.IntStream;
import org.ta4j.core.BarSeries;
import org.ta4j.core.indicators.ATRIndicator;

public class SuperTrendIndicator {

private BarSeries series;
private double multiplier;
private int length;
private ATRIndicator atri;

private Vector<Double> values; // Vector for possibility to use parallel stream
private Vector<Double> upperBands;
private Vector<Double> lowerBands;
private Vector<Boolean> isGreen;

public SuperTrendIndicator(BarSeries series, Double multiplier, int length) {
    this.multiplier = multiplier;
    this.length = length;
    this.series = series;
    calculate();
}

public SuperTrendIndicator(BarSeries series) {
    this(series, 3.0, 10);
}

public SuperTrendIndicator(BarSeries series, Double multiplier) {
    this(series, multiplier, 10);
}

private void calculate() {
    setAtri(new ATRIndicator(getSeries(), getLength()));
    values = new Vector<>(series.getBarCount());
    upperBands = new Vector<>(series.getBarCount());
    lowerBands = new Vector<>(series.getBarCount());
    isGreen = new Vector<>(series.getBarCount());

    IntStream.range(0, series.getBarCount()).forEach(i -> {
        values.add(null);
        upperBands.add(null);
        lowerBands.add(null);
        isGreen.add(true);
    });
    IntStream.range(length, series.getBarCount()).forEach(i -> values.set(i, get(i)));
}

public Double getValue(int index) {
    return values.get(index);
}

private double get(int index) {
    double finalBand;
    isGreen.set(index, new Boolean(isGreen.get(index - 1)));
    if (isGreen.get(index - 1)) {
        finalBand = finalLowerBand(index);
        if (getSeries().getBar(index).getClosePrice().doubleValue() <= finalBand) {
            isGreen.set(index, false);
            return finalUpperBand(index);
        }
    } else {
        finalBand = finalUpperBand(index);
        if (getSeries().getBar(index).getClosePrice().doubleValue() >= finalBand) {
            isGreen.set(index, true);
            return finalLowerBand(index);
        }
    }
    return finalBand;
}

// calculation upperBand
public double finalUpperBand(int index) {
    double band;
    if (index < length)
        return -1;
    if (upperBands.get(index) != null)
        return upperBands.get(index);
    double atrVal = getAtri().getValue(index).doubleValue();
    
    double max = getSeries().getBarData().get(index).getHighPrice().doubleValue();
    double min = getSeries().getBarData().get(index).getLowPrice().doubleValue();
    double upperBand = ((max + min) / 2) + (getMultiplier() * atrVal);
    double fubPrev = finalUpperBand(index - 1);

    if (fubPrev == -1 || upperBand < fubPrev || getSeries().getBar(index - 1).getClosePrice().doubleValue() > fubPrev) {
        band = upperBand;
    } else {
        band = fubPrev;
    }
    upperBands.set(index, band); // for not to calculate again and again
    return band;
}

// calculation lowerBand
public double finalLowerBand(int index) {
    double band;
    if (lowerBands.get(index) != null)
        return lowerBands.get(index);
    if (index < length)
        return -1;
    double atrVal = getAtri().getValue(index).doubleValue();
    double max = getSeries().getBarData().get(index).getHighPrice().doubleValue();
    double min = getSeries().getBarData().get(index).getLowPrice().doubleValue();
    double lowerBand = (max + min) / 2 - (multiplier * atrVal);
    double flbPrev = finalLowerBand(index - 1);

    if (flbPrev == -1 || lowerBand > flbPrev || getSeries().getBar(index - 1).getClosePrice().doubleValue() < flbPrev) {
        band = lowerBand;
    } else {
        band = flbPrev;
    }
    lowerBands.set(index, band); // for not to calculate again and again
    return band;
}

public BarSeries getSeries() {
    return series;
}

public double getMultiplier() {
    return multiplier;
}

public int getLength() {
    return length;
}

public void setSeries(BarSeries series) {
    this.series = series;
}

public void setMultiplier(double multiplier) {
    this.multiplier = multiplier;
}

public void setLength(int length) {
    this.length = length;
}

private ATRIndicator getAtri() {
    return atri;
}

private void setAtri(ATRIndicator atri) {
    this.atri = atri;
}

public boolean getIsGreen(int index) {
    return isGreen.get(index);
}

public String getSignal(int index) {
    if (getIsGreen(index) == getIsGreen(index - 1))
        return "";
    if (getIsGreen(index))
        return "Buy";
    return "Sell";
}

}