Question

我正在尝试使用Microsoft Charting库计算RelativeStrengthIndex RSI。但我无法理解如何实际计算RSI。在官方文档中，它将Close price作为输入，UpperBand，Lower band作为最后一个参数。我的RSI错了。这是我的代码。

我正以近似价格计算10期RSI。

This is to calculate Bollinger band using TA-lib library

 double[] input = _stockData.Select("Convert.ToDouble(Close)", null).Cast<double>().Reverse().Take(40).ToArray();
            int startIdx = 0;
            int endIdx = input.Length - 1;
            int outBegIdx = 0;
            int outNBElement = 0;
            double[] output = new double[input.Length];
            double[] realUpperBand = new double[input.Length];
            double[] realMiddleBand = new double[input.Length];
            double[] realLowerBand = new double[input.Length];
            TaLib.Bbands(startIdx, endIdx, input, period * 2, upperDeviation, lowerDeviation, TaLib.MAType.Ema, out outBegIdx, out outNBElement, realUpperBand, realMiddleBand, realLowerBand);

            realUpperBand = realUpperBand.Where(e => e != default(double)).Select(e => e).ToArray();
            realMiddleBand = realMiddleBand.Where(e => e != default(double)).Select(e => e).ToArray();
            realLowerBand = realLowerBand.Where(e => e != default(double)).Select(e => e).ToArray();

THis is where Ia m using MS charting library to calculate RSI

        var chart = new Chart();
        chart.Series.Add("Series1");
        chart.Series.Add("Series2");
        chart.Series.Add("Series3");
        chart.Series.Add("Series4");
        var xvals = new double[21];
        for (int i = 0; i < xvals.Length; i++)
        {
            xvals[i] = 1 * i;
        }
        chart.Series["Series1"].Points.DataBindY(input.Take(21).ToArray());
        chart.Series["Series3"].Points.DataBindY(realUpperBand);
        chart.Series["Series4"].Points.DataBindY(realLowerBand);


        chart.DataManipulator.FinancialFormula(FinancialFormula.RelativeStrengthIndex, "10,2", "Series1", "Series2,Series3,Series4");


        foreach (var item in chart.Series["Series2"].Points)
        {
            Console.WriteLine(string.Format("{0}::{1}", item.XValue, item.YValues[0]));
        }

我得到的10个值是这些，因为我正在使用10个句点。这些值是错误的。

67.8321678321678
48.6230583575715
44.8883076981673
25.6904113625767
24.5922535440154
19.5463410734941
19.2588576538431
16.4244652418174
30.2733037135866
22.7200114375465
52.3084521817947

如何获得RSI 10期间的正确值。

例如，如果我们尝试计算RSI（3，关闭），则这些是数据点。

These data points are from 10/26/2016 to 10/21/2016 for stock symbol AAPL
115.59,118.25,117.65,116.6

RSI应

24.5075 for 10/26/2016

也是为了正确的结果访问该网站。 https://www.tradingview.com/chart/OqPrDeTV/

C＃MS Charting Library RelativeStrengthIndex RSI

0 个答案: