fxcodebase-backup
Phase Change Index
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=61050
Forum: 38 · Topic 61050 · 1 post(s)
Phase Change Index
Alexander.Gettinger · Mon Aug 18, 2014 2:05 pm
Original LUA oscillator: viewtopic.php?f=17&t=60141.
Formulas: PCI = 100Up/(Up+Dn), where Up = Sum(Abs(Price[i-Length]-Gradient)), if Price[i-Length]>Gradient, Dn = Sum(Abs(Price[i-Length]-Gradient)), if Price[i-Length]<Gradient, Gradient[i] = Price[i-Length]+Momentum[i]i, Momentum[i] = (Price[i]-Price[i-Length+1])/Length.
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