求解CCI
以日CCI计算为例,其计算方法有两种。第一种计算过程如下:
CCI(N日)=(TP-MA)÷MD÷0.015
其中,TP=(最高价+最低价+收盘价)÷3
MA=最近N日收盘价的累计之和÷N
MD=最近N日(MA-收盘价)的累计之和÷N
0.015为计算系数,N为计算周期
我把N设为14,以000001深发展A为例,数据如下,我自己计算出来的CCI与行情软件上显示的CCI相差很大:
日期最高价最低价收盘价TPMAMA-收盘价MDCCI行情软件上CCI2011/8/417.216.8716.8916.986717.20210.31210.1787-80.36-67.92011/8/317.0816.7216.8616.886717.28070.42070.107-245.48-100.742011/8/217.1216.731716.9517.33210.33210.0522-487.99-96.42011/8/117.5216.9817.217.233317.37070.1707 2011/7/2917.7516.717.3417.263317.35640.0164 2011/7/2817.0216.7216.8516.863317.36070.5107 2011/7/2717.3417.0217.1817.1817.40860.2286 2011/7/2617.316.817.2317.1117.41640.1864 2011/7/2517.2616.7516.8716.9617.41710.5471 2011/7/2217.4517.1517.2117.2717.4550.245 2011/7/2117.5617.1717.1817.303317.47930.2993 2011/7/2017.7417.3817.5417.553317.4614-0.0786 2011/7/1917.7617.4817.5417.593317.4279-0.1121 2011/7/1818.1317.7917.9417.953317.3629-0.5771 2011/7/1518.217.3917.9917.8617.2986-0.6914 2011/7/1417.6517.3817.5817.5366717.2343-0.3457 2011/7/1317.7217.1317.5417.4633 2011/7/1217.2816.941717.0733 2011/7/1117.6317.3517.417.46 2011/7/817.817.2217.5217.5133 2011/7/717.6317.1417.2917.3533 2011/7/617.3717.0517.2417.22 2011/7/517.5317.2817.417.4033 2011/7/417.5616.9717.5517.36 2011/7/117.1516.8316.9316.97 2011/6/3017.2116.6717.0716.9833 2011/6/2917.1716.5816.6316.7933 2011/6/2817.416.7917.0417.0767 2011/6/2717.5316.9317.0917.1833
2011/8/4 MA=(16.89+16.86+17+17.2+17.34+16.85+17.18+17.23+16.87+17.21+17.18+17.54+17.54+17.94)/14=17.2021
2011/8/4 MD=(0.3121+0.4207+0.3321+0.1707+0.0164+0.5107+0.2286+0.1864+0.5471+0.245+0.2993+(-0.0786)+(-0.1121)+(-0.5771))/14=0.1787
2011/8/4 CCI(14日)=(TP-MA)÷MD÷0.015=(16.9867-17.2021)÷0.1787÷0.015= -80.36
8月3日和2日的计算方法依此类推,
但计算出来的CCI与行情软件上14的CCI相差很大,请问是不是我的计算方法不对?
谢谢! 顶上来。。。。。。。 无解! TYP赋值:(最高价+最低价+收盘价)/3
输出CCI:(TYP-TYP的N日简单移动平均)/(0.015*TYP的N日平均绝对偏差) 学习学习再学习
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