CCI指标
TYP := (HIGH + LOW + CLOSE)/3;
(TYP-MA(TYP,M))/(0.015*AVEDEV(TYP,M));
请问如何编写,当CCI指标线 大于0轴线时平空开多,小于时平多开空?
TYP : (HIGH + LOW + CLOSE)/3;
cci:(TYP-MA(TYP,M))/(0.015*AVEDEV(TYP,M)),NOAXIS;
if cci>0 then begin
sellshort(holding<0,holding,market);
buy(holding=0,1,market);
end
if cci<0 then begin
sell(holding>0,holding,market);
buyshort(holding=0,1,market);
end