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Adaptable CCI
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=65896
Forum: 48 · Topic 65896 · 1 post(s)
Adaptable CCI
Alexander.Gettinger · Wed Apr 11, 2018 1:45 pm
Formulas: ACCI[i] = (Price[i]-mean)/(meandev*Correction_Factor), where mean = MA(Price) with [Average_Length] number of periods and [Method] type, meandev = SumD/Deviation_Length, SumD - sum of Abs(Price-Avg) at range from (i-Deviation_Length+1) to (i), Avg = MVA(Price) with [Deviation_Length] numner of periods, Abs - absolute value.
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