超买超卖类型：CCI商品路径指标

N=14

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

CCI:(TYP-MA(TYP,N))/(0.125*AVEDEV(TYP,N));

AVEDEV(TYP,N)指TYP的N日平均绝对偏差。

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2011/12/20

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

CCI:(TYP-MA(TYP,N))/(0.125*AVEDEV(TYP,N));

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2011/12/19

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

CCI:(TYP-MA(TYP,N))/(0.125*AVEDEV(TYP,N));

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2011/12/09

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

CCI:(TYP-MA(TYP,N))/(0.125*AVEDEV(TYP,N));

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2011/12/08

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

CCI:(TYP-MA(TYP,N))/(0.125*AVEDEV(TYP,N));

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2011/12/07

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

CCI:(TYP-MA(TYP,N))/(0.125*AVEDEV(TYP,N));

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2011/12/06

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

CCI:(TYP-MA(TYP,N))/(0.125*AVEDEV(TYP,N));

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2011/12/05

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

CCI:(TYPE-MA(TYP,N))/(0.125*AVEDEV(TYP,N));

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2011/12/4

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

CCI:(TYP-MA(TYP,N))/(0.125*AVEDEV(TYP,N));