Filter löschen
Filter löschen

Help on Commodity Channel Index (CCI) computation

1 Ansicht (letzte 30 Tage)
Shaun Ramsumar
Shaun Ramsumar am 12 Jul. 2016
Dear Sir/Mam,
I have written a program to calculate the CCI but my values are way under +/-100. Could there be something wrong with my code ? Please see my code below. (JSE is a fints object with open, close high and low prices)
Pt = typprice(JSE);
Pt_vec = fts2mat(Pt,0);
SMA_Pt = tsmovavg(Pt,'s',10);
SMA_Pt_vec = fts2mat(SMA_Pt,0);
CCI_vec = (Pt_vec - SMA_Pt_vec)/(0.015*mad(Pt_vec));
Thank you
Shaun Ramsumar

Antworten (0)

Kategorien

Mehr zu Financial Toolbox finden Sie in Help Center und File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by