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求CR指标，谢谢 #39

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gandalf1024 opened this issue Jan 10, 2023 · 1 comment

gandalf1024 commented Jan 10, 2023

这是通达信的参数

MID:=REF(HIGH+LOW+CLOSE,1)/3;
CR:SUM(MAX(0,HIGH-MID),N)/SUM(MAX(0,MID-LOW),N)*100,COLORFF7F27;

Owner

mpquant commented Mar 5, 2023

def CR(CLOSE,HIGH,LOW, N=20):                   
    MID=REF(HIGH+LOW+CLOSE,1)/3;
    return SUM(MAX(0,HIGH-MID),N)/SUM(MAX(0,MID-LOW),N)*100

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