Function CCI

MyTT.py:122–124

(CLOSE,HIGH,LOW,N=14)

    return RD(PSY),RD(PSYMA)

def CCI(CLOSE,HIGH,LOW,N=14):  
    TP=(HIGH+LOW+CLOSE)/3
    return (TP-MA(TP,N))/(0.015*AVEDEV(TP,N))
        
def ATR(CLOSE,HIGH,LOW, N=20):                    #真实波动N日平均值
    TR = MAX(MAX((HIGH - LOW), ABS(REF(CLOSE, 1) - HIGH)), ABS(REF(CLOSE, 1) - LOW))