cxd198355 发表于 2017-11-21 10:45:12

S成本乖离

参数：N=120, M=20

S成本乖离CL1:EMA(AMOUNT,M)/EMA(VOL,M)/100;
CL2:EMA(AMOUNT,N)/EMA(VOL,N)/100;
DCL:(CL1-CL2)/CL2*100;
DCLMA:MA(DCL,5);

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