商品通道指数(CCI)衡量工具当前价格与平均价格的偏差。 CCI指标的高值表明目前价格与平均价格相比非常高,而低值表示当前价格太低。 虽然被称为商品通道指数,但该指标适用于任何金融工具。
CCI指标可以通过两种方式应用:
1. 用于定义偏差
当价格触及新的高点时,会发生偏差,但CCI指标未能上涨至前期高点以上。 通常,这种经典的偏差之后是价格调整。
2. 用于定义超买区域或超卖区域
商品频道指数通常在±100的范围内波动。 超过+100的数值表示超买情况和可能出现修正下跌,而低于-100的数值显示超卖情况以及可能性或修正性上涨。
计算
1. 找到平均价格。 为此,有必要添加每个柱的最高和最低收盘价,并将总和除以3:
TP = (HIGH + LOW + CLOSE)/3
2. 计算平均价格的n期简单移动平均数:
SMA(TP, N) = SUM[TP, N]/N
3. 从前n周期的平均价格TP中减去获得的SMA(TP,N):
D = TP – SMA(TP, N)
4. 计算绝对值D的n周期简单移动平均值:
SMA(D, N) = SUM[D, N]/N
5. 将得到的SMA(D,N)乘以0.015:
M = SMA(D, N) * 0,015
6. 将M除以D:
CCI = M/D
其中:
HIGH – 柱的最高价格
LOW – 柱的最低价格
CLOSE – 收盘价
SMA – 简单移动平均线
SUM – 总和
N – 一些用于计算的周期。
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