TRIX长短期股票选股MATLAB代码.zip

function [trix,mtrix] = TRIX_L(CP,CQ,n,m) %程序功能：本程序计算经典的三重移动均线指标 %编写时间：2020年4月17日 %注释：参数n为计算移动均线的周期数，m为均线增长率均线的周期数 %% 变量定义 ema1 = zeros(size(CP)); ema2 = zeros(size(CP)); ema3 = zeros(size(CP)); trix = zeros(size(CP)); mtrix = zeros(size(CP)); %% 指标计算 ema1(:,1) = CP(:,1); ema2(:,1) = CP(:,1); ema3(:,1) = CP(:,1); for t = 2:size(CP,2) id = CQ(:,t)==0; ema1(id,t) = ema1(id,t-1); ema2(id,t) = ema2(id,t-1); ema3(id,t) = ema3(id,t-1); trix(id,t) = trix(id,t-1); mtrix(id,t) = mtrix(id,t-1); id = CQ(:,t)>0; ema1(id,t) = 2*CP(id,t)/(n+1)+(n-1)*ema1(id,t-1)/(n+1); ema2(id,t) = 2*ema1(id,t)/(n+1)+(n-1)*ema2(id,t-1)/(n+1); ema3(id,t) = 2*ema2(id,t)/(n+1)+(n-1)*ema3(id,t-1)/(n+1); trix(id,t) = (ema3(id,t)-ema3(id,t-1))./ema3(id,t-1)*100; mtrix(id,t) = 2*trix(id,t)/(m+1)+(m-1)*mtrix(id,t-1)/(m+1); end end