CCI 跨周期函數(shù)
作者：開(kāi)拓者 TB 來(lái)源：cxh99.com 發(fā)布時(shí)間：2016年07月25日
- 咨詢內(nèi)容：
Params
Numeric TimeFrame(1440);
Numeric BarsBack(1);
Numeric Length(84);
Numeric AvgLength(9);
NumericRef oCCIValue;
NumericRef oCCIAvg;
Vars
NumericSeries mtBarCnt;
Numeric refCurBar;
Numeric refOpen;
Numeric refHigh;
Numeric refLow;
Numeric refClose;
Numeric refVol;
Numeric refOpenInt;
Numeric mtHigh;
Numeric mtOpen;
Numeric mtLow;
Numeric mtClose;
Numeric SumValue(0);
Numeric i;
Numeric j(0);
NumericSeries TmpValue;
Numeric Mean;
Numeric AvgDev( 0 );
Numeric Counter( 0 ) ;
Numeric CCIValue;
Numeric CCIAvg;
Begin
mtBarCnt = MtBar(TimeFrame,BarsBack,refCurBar,refOpen,refHigh,refLow,refClose,refVol,refOpenInt);
mtHigh = refHigh;
mtOpen = refOpen;
mtLow = refLow;
mtClose = refClose;
TmpValue = mtHigh + mtLow + mtClose;
SumValue = MtSummation(TmpValue,mtBarCnt,Length);
Mean = SumValue/Length;
AvgDev =0;
for Counter = 0 to Length - 1
{
AvgDev = AvgDev + Abs( TmpValue[Counter] - Mean ) ;
}
AvgDev = AvgDev / Length ;
if( AvgDev == 0)
CCIValue = 0;
Else
CCIValue = ( TmpValue - Mean ) / ( 0.015 * AvgDev ) ;
SumValue = MtSummation(CCIValue,mtBarCnt,Length);
CCIAvg = SumValue/Length;
oCCIValue = CCIValue;
oCCIAvg = CCIAvg;
Return mtBarCnt;
End
我寫(xiě)的這個(gè)函數(shù)是有問(wèn)題的，請(qǐng)大神幫忙，已有這個(gè)跨周期指標(biāo)的大神可以共享給我一份嗎？謝謝
MtBar，MtSummation 也是函數(shù)，在【跨周期內(nèi)容集中貼】里面有
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