计算技术与自动化2017，Vol.36Issue(4)：68-71,4.
基于Zigzag的K线趋势拐点识别算法设计与实现
Design and Implementation of the K-line Trend Inflection Point Recognition Algorithm Based on Zigzag
摘要
Abstract
Applying Zigzag index to predict the trend of futures prices is one of the concerns of building algorithm trading model for K-line trend features in future program trading system.According to the actual development of Zigzag index function in a futures program trading system,the recognition algorithm of the high,low and inflection points for K-line trend based on Zigzag is proposed.In order to improve the return rate on the K-line trend trading model,the above algorithm in specific K-line pattern recognition of futures time series is employed,and the deep,deviation and back parameters of Zigzag are optimized.The experimental results show that the algorithm with high identification accuracy and good stability can meet the needs of rapid recognition of K-line trend inflection point in the futures program trading system.关键词
拐点/识别算法/Zigzag指标/K线/期货Key words
inflection/recognition algorithm/Zigzag index/K-line/futures分类
信息技术与安全科学引用本文复制引用
蒋慧敏..基于Zigzag的K线趋势拐点识别算法设计与实现[J].计算技术与自动化,2017,36(4):68-71,4.基金项目
国家自然科学基金资助项目(61403116) （61403116）
校级大学生创新创业训练计划项目(2016CXCY506) （2016CXCY506）
