[飞狐]飞狐大均DDI源码公式

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飞狐大均DDI源码公式:
input:n(13,1,100),n1(30,1,100),m(10,1,100),m1(5,1,100);
DMZ:=IF((H+L)<=(REF(H,1)+REF(L,1)),0,MAX(ABS(H-REF(H,1)),ABS(L-REF(L,1))));
DMF:=IF((H+L)>=(REF(H,1)+REF(L,1)),0,MAX(ABS(H-REF(H,1)),ABS(L-REF(L,1))));

DIZ:=SUM(DMZ,N)/(SUM(DMZ,N)+SUM(DMF,N));
DIF:=SUM(DMF,N)/(SUM(DMF,N)+SUM(DMZ,N));
DDIa:=DIZ-DIF;
DDI:ma(DDIa,4),COLORSTICK;

ADDI:SMA(DDI,N1,M);
AD:MA(ADDI,M1);