Formulation PRT CCI

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  • #97385 quote
    SharkShark
    Participant
    Senior

    Bonjour à tous

    Je recherche la formule de calcul du CCI sur N période.

    Merci par avance

    #98046 quote
    NicolasNicolas
    Keymaster
    Legend

    Tu trouveras ci-dessous la formule/code du CCI de la plateforme :

    Periode=20
    
    M=(typicalprice)
    MM=average[Periode](M)
    
    Sum=0
    for i=0 to Periode-1
    sum=sum+ABS(mm[0]-M[i])
    next
    D=Sum/Periode
    
    MyCCI=(M-MM)/(0.015*D)
    
    return MyCCI
    
    Alfred thanked this post
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Formulation PRT CCI


ProBuilder : Indicateurs & Outils Personnalisés

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This topic contains 1 reply,
has 2 voices, and was last updated by NicolasNicolas
7 years, 4 months ago.

Topic Details
Forum: ProBuilder : Indicateurs & Outils Personnalisés
Language: French
Started: 04/30/2019
Status: Active
Attachments: No files
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