PPCI指标

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基本思路是衡量K线波动中枢对均线的偏离程度，转他人。看了一下，做均值回归或者发散指标均可，短线为宜，回测注意，因为涉及高低点对回测数据质量要求较高。

------------------------------
//+------------------------------------------------------------------+
//| PCCI.mq4
//|
//+------------------------------------------------------------------+
#property copyright Copyright 2002, Finware.ru Ltd.
#property link http://www.125808047.com/
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Blue
//---- buffers
double PCCIBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{ 
//---- indicator line
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,PCCIBuffer);
SetIndexDrawBegin(0,39);
//----
return(0);
}
//+------------------------------------------------------------------+
//| PCCI |
//+------------------------------------------------------------------+
int start()
{
int i,counted_bars=IndicatorCounted();
double value1;
//----
if(Bars =38) return(0);
//---- initial zero
if(counted_bars 39)
for(i=1;i i++) PCCIBuffer[Bars-i]=0.0;
//----
i=Bars-39-1;
if(counted_bars =39) i=Bars-counted_bars-1;
while(i =0)
{
value1 =
0.36423990*Close[i+0]
+0.33441085*Close[i+1]
+0.25372851*Close[i+2]
+0.14548806*Close[i+3]
+0.03934469*Close[i+4]
-0.03871426*Close[i+5]
-0.07451349*Close[i+6]
-0.06903411*Close[i+7]
-0.03611022*Close[i+8]
+0.00422528*Close[i+9]
+0.03382809*Close[i+10]
+0.04267885*Close[i+11]
+0.03120441*Close[i+12]
+0.00816037*Close[i+13]
-0.01442877*Close[i+14]
-0.02678947*Close[i+15]
-0.02525534*Close[i+16]
-0.01272910*Close[i+17]
+0.00350063*Close[i+18]
+0.01565175*Close[i+19]
+0.01895659*Close[i+20]
+0.01328613*Close[i+21]
+0.00252297*Close[i+22]
-0.00775517*Close[i+23]
-0.01301467*Close[i+24]
-0.01164808*Close[i+25]
-0.00527241*Close[i+26]
+0.00248750*Close[i+27]
+0.00793380*Close[i+28]
+0.00897632*Close[i+29]
+0.00583939*Close[i+30]
+0.00059669*Close[i+31]
-0.00405186*Close[i+32]
-0.00610944*Close[i+33]
-0.00509042*Close[i+34]
-0.00198138*Close[i+35]
+0.00144873*Close[i+36]
+0.00373774*Close[i+37]
+0.01047723*Close[i+38]
-0.00022625*Close[i+39];
PCCIBuffer=(High+Low)/2-value1;
i--;
}
return(0);
}
//+------------------------------------------------------------------+

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