龙听期货论坛's Archiver

龙听 发表于 2020-4-21 12:35

同花顺组合CCI指标公式

[code]  LC :=REF(CLOSE,1);

  RSI2:=SMA(MAX(CLOSE-LC,0),12,1)/SMA(ABS(CLOSE-LC),12,1)*100;

  RSI3:=SMA(MAX(CLOSE-LC,0),18,1)/SMA(ABS(CLOSE-LC),18,1)*100;

  MMS:=MA(3*RSI2-2*SMA(MAX(CLOSE-LC,0),16,1)/SMA(ABS(CLOSE-LC),16,1)*100,3);

  MMM:=EMA(MMS,5);

  AAA:=MMS-MMM;

  STICKLINE(AAA>=0,0,AAA*5,2.3,0),colorred;

  STICKLINE(AAA<0,0,AAA*5,2.3,0),colorgreen;

  TYP:=(HIGH+LOW+CLOSE)/3;

  CCI:(TYP-MA(TYP,14))/(0.015*AVEDEV(TYP,14)),colorred,LINETHICK3;

  MA(CCI,5),LINETHICK2;

  CYC13:=0.01*EXPMA(AMOUNT,13)/EXPMA(VOL,13);

  CYS:=(CLOSE-CYC13)/CYC13*2000;

  MA(CYS,3);

  0;

  -100;

  100;

  F1:=ZIG(C,8);

  F3:=IF(F1>=REF(F1,1),0,100);

  VARP1:=(CLOSE+LOW+HIGH)/3;

  VARP2:=SUM(((VARP1-REF(LOW,1))-(HIGH-VARP1))*VOL/100000/(HIGH-LOW),0);

  VARP3:=EMA(VARP2,1);

  JCS:=VARP3;

  JCM:=MA(VARP3,10);

  QJJ:=VOL/((HIGH-LOW)*2-ABS(CLOSE-OPEN));

  XVL:=(IF(CLOSE>OPEN,QJJ*(HIGH-LOW),IF(CLOSE<OPEN,QJJ*(HIGH-OPEN+CLOSE-LOW),VOL/2))+IF(CLOSE>OPEN,0-QJJ*(HIGH-CLOSE+OPEN-LOW),IF(CLOSE<OPEN,0-QJJ*(HIGH-LOW),0-VOL/2)));

  HSL:=(XVL/20)/1.15;

  攻击流量:=((HSL*0.55+(REF(HSL,1)*0.33))+(REF(HSL,2)*0.22));

  LLJX:=EMA(攻击流量,3);

  资金流量:=LLJX,colorred,LINETHICK2;

  XXX:=F3=0 AND(CROSS(资金流量,0) AND CROSS(JCS,JCM));

  YYY:=(F3=0 AND CROSS(REF(资金流量,1),0) AND CROSS(JCS,JCM));

  ZZZ:=(F3=0 AND CROSS(资金流量,0) AND CROSS(REF(JCS,1),REF(JCM,1)));

  DRAWTEXT(XXX OR YYY OR ZZZ,-120,‘买入’),coloryellow;

  MA05:=MA(C,3),LINETHICK3,COLOR00CCFF;

  MA10:=MA(C,10);

  MA20:=MA(C,20);

  MA30:=MA(C,30);

  五日乖离率:=(C-MA05)/MA05*100;

  BB05:=ATAN((MA05/REF(MA05,1)-1)*100)*180/3.1416;

  速度5:=SMA(EMA((MA05-REF(MA05,1))/REF(MA05,1),3)*100,3,1);

  加速度5:=EMA((速度5-REF(速度5,1)),3),NODRAW;

  BB10:=ATAN((MA10/REF(MA10,1)-1)*100)*180/3.1416;

  三拾日乖离率:=(C-MA30)/MA30*100,NODRAW;

  VAR111:=(MA20-MA30)>REF((MA20-MA30),1) AND MA20>REF(MA20,1) AND MA30>REF(MA30,1);

  VAR22:=(MA30-MA20)<REF((MA30-MA20),1) AND MA20<REF(MA20,1) AND MA30<REF(MA30,1);

  BB30:=ATAN((MA30/REF(MA30,1)-1)*100)*180/3.1416;

  强势狙击:=FILTER(BB30>30 AND BB10>45 AND CROSS(BB05,60),10);

  加仓:=FILTER(COUNT(CROSS(BB05,30),5)>=1 AND MA05>REF(MA05,1) AND 三拾日乖离率>REF(三拾日乖离率,1) AND MA10>REF(MA10,1)

  AND 加速度5>REF(加速度5,1) AND 速度5>REF(速度5,1) ,10) ;

  清仓:=FILTER(COUNT(CROSS(30,BB05),5)>=1 AND (C>MA30 OR O>MA30) AND MA05<REF(MA05,1) AND 三拾日乖离率<REF(三拾日乖离率,1) AND MA10<REF(MA10,1),10);

  DRAWTEXT(加仓 ,-20,‘加码’),colorred;

  JC:=CROSS(0,五日乖离率) AND 三拾日乖离率<REF(三拾日乖离率,1) AND MA10>REF(MA10,1) ;

  减仓:=FILTER(JC,10);

  MR:=COUNT(CROSS(五日乖离率,0),3)>=1 AND 三拾日乖离率>REF(三拾日乖离率,1) AND MA05>REF(MA05,1) AND (C/REF(C,1)-1)*100>5 AND REF(C,1)<MA30;

  买入:=FILTER(MR,10);

  DRAWTEXT(减仓,100,‘风险’),colorcyan;[/code]

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