通达信CCI优化指标公式
2020/2/27 18:46:06
STICKLINE(C,320,-320,5,0),COLOR80A16F;
M:=14;Q:=6;N:=20;
MM:=IF(PERIOD=1,M,IF(PERIOD=2,M,IF(PERIOD=3,M,IF(PERIOD=4,M,IF(PERIOD=5,M,IF(PERIOD=6,Q,IF(PERIOD=7,Q,IF(PERIOD=8,Q,0))))))));
AVG:=(HIGH+LOW+CLOSE)/3;
CCI:=(AVG-MA(AVG,MM))/(0.015*AVEDEV(AVG,MM));
DIF:CCI-REF(CCI,1),LINETHICK0,COLOR00FF00;
前差值:ABS(REF(CCI,1)-REF(CCI,2)),NODRAW;
差值20:IF(DIF>15 AND DIF<120,DIF,0),NODRAW,COLOR0000FF;
PI:=ATAN(1)*4;
PERIODS:=30;
HIGHHIGH:=HHV(HIGH,PERIODS);
LOWLOW:=LLV(LOW,PERIODS);
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RANGEV:=25/(HIGHHIGH-LOWLOW)*LOWLOW;
EMA34:=EMA(CLOSE,34);
X1_EMA34:=0;
X2_EMA34:=1;
Y1_EMA34:=0;
Y2_EMA34:=(REF(EMA34,1)-EMA34)/AVG*RANGEV;
C_EMA34:=SQRT((X2_EMA34-X1_EMA34)*(X2_EMA34-X1_EMA34)+(Y2_EMA34-Y1_EMA34)*(Y2_EMA34-Y1_EMA34));
ANGLE_EMA34V:=ROUND(ABS(180*ACOS((X2_EMA34-X1_EMA34)/C_EMA34)/PI));
ANGLE_EMA34:=IF(Y2_EMA34>0,-ANGLE_EMA34V,ANGLE_EMA34V);
LSMA25:=FORCAST(CLOSE,25);
X1_LSMA25:=0;
X2_LSMA25:=1;
Y1_LSMA25:=0;
Y2_LSMA25:=(REF(LSMA25,1)-LSMA25)/AVG*RANGEV;
C_LSMA25:=SQRT((X2_LSMA25-X1_LSMA25)*(X2_LSMA25-X1_LSMA25)+(Y2_LSMA25-Y1_LSMA25)*(Y2_LSMA25-Y1_LSMA25));
ANGLE_LSMA25V:=ROUND(ABS(180*ACOS((X2_LSMA25-X1_LSMA25)/C_LSMA25)/PI));
ANGLE_LSMA25:=IF(Y2_LSMA25>0,-ANGLE_LSMA25V,ANGLE_LSMA25V);
ARRAY:=CCI;
HIGHBARS:=BARSLAST(NOT(ARRAY>0));
LOWBARS:=BARSLAST(NOT(ARRAY<0));
UPCONDITION:=BARSLAST(HIGHBARS>=6 AND SUM(ARRAY>100,5)>0);
DNCONDITION:=BARSLAST(LOWBARS>=6 AND SUM(ARRAY<-100,5)>0);
UPTREND:=ARRAY>0 AND UPCONDITION<DNCONDITION;
DNTREND:=ARRAY<0 AND UPCONDITION>DNCONDITION;
TRTREND:=HIGHBARS>=5 AND NOT(UPTREND) OR LOWBARS>=5 AND NOT(DNTREND);
STICKLINE(UPTREND,0,CCI,1,0),COLORFF0000;
STICKLINE(DNTREND,0,CCI,1,0),COLOR0000FF;
STICKLINE(TRTREND,0,CCI,1,0),COLOR00FFFF;
STICKLINE(NOT(UPTREND OR DNTREND OR TRTREND),0,CCI,1,0),COLOR808080;
WCCI:CCI,LINETHICK2,COLORBLACK;
TCCI:(AVG-MA(AVG,N))/(0.015*AVEDEV(AVG,N)),COLOR7A56B7,LINETHICK1;
STICKLINE(ANGLE_EMA34>=5,-301,-321,2,0),COLORD0E040;
STICKLINE(ANGLE_EMA34<5 AND ANGLE_EMA34>=3.57,-301,-321,2,0),COLOR006400;
STICKLINE(ANGLE_EMA34<3.57 AND ANGLE_EMA34>=2.14,-301,-321,2,0),COLOR98FB98;
STICKLINE(ANGLE_EMA34<2.14 AND ANGLE_EMA34>=0.71,-301,-321,2,0),COLOR00FF00;
STICKLINE(ANGLE_EMA34<0.71 AND ANGLE_EMA34>-0.71,-301,-321,2,0),COLOR00FFFF;
STICKLINE(ANGLE_EMA34<=-0.71 AND ANGLE_EMA34>-2.14,-301,-321,2,0),COLORE0FFFF;
STICKLINE(ANGLE_EMA34<=-2.14 AND ANGLE_EMA34>-3.57,-301,-321,2,0),COLOR00A5FF;
STICKLINE(ANGLE_EMA34<=-3.57 AND ANGLE_EMA34>-5,-301,-321,2,0),COLOR0000FF;
STICKLINE(ANGLE_EMA34<=-5,-301,-321,2,0),COLOR00008B;
SW:=IF(ABS(ANGLE_EMA34)>=15 AND ABS(ANGLE_EMA34+ANGLE_LSMA25)>=50,IF(ANGLE_LSMA25>0,2,-2),IF(ABS(ANGLE_EMA34)>=0 AND (ANGLE_EMA34>=0 AND ANGLE_LSMA25>=0 OR ANGLE_EMA34<=0 AND ANGLE_LSMA25<=0) AND ABS(ANGLE_EMA34+ANGLE_LSMA25)>=5,IF(ANGLE_LSMA25>0,1,-1),0));
STICKLINE(ABS(SW)=2,301,321,2,0),COLOR00FF00;
STICKLINE(ABS(SW)=1,301,321,2,0),COLOR00FFFF;
STICKLINE(ABS(SW)=0,301,321,2,0),COLOR0000FF;
IF(CLOSE>LSMA25,0,DRAWNULL),LINETHICK3,COLOR00FF00;
IF(CLOSE<LSMA25,0,DRAWNULL),LINETHICK3,COLOR0000FF;
IF(CLOSE=LSMA25,0,DRAWNULL),LINETHICK3,COLOR00FFFF;
DRAWICON(ABS(CCI)>=200,CCI,12);
STICKLINE(C,200,200,1.5,0),COLORFFFF00;
STICKLINE(C,-200,-200,1.5,0),COLORFFFF00;
STICKLINE(C,100,100,1.5,0),COLORFFFF00;
STICKLINE(C,-100,-100,1.5,0),COLORFFFF00;
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