量化CCI之B选股指标公式

N:=14;M:=50;
TYP:=(HIGH+LOW+CLOSE)/3;
cci:=(TYP-ma(TYP,N))/(0.015*AVEDEV(TYP,N)),COLORWHITE,LINETHICK1;
B:crOSS(CCI,-100) AND REF(CCI,3)<-120;