trader_cci

(PECL trader >= 0.2.0)

trader_cciCommodity Channel Index

Opis

trader_cci ( array $high , array $low , array $close [, int $timePeriod ] ) : array

Parametry

high

Najwyższa cena, High price, tablica wartości zmiennoprzecinkowych.

low

Najniższa cena, tablica wartości zmiennoprzecinkowych.

close

Cena zamknięcia, tablica wartości zmiennoprzecinkowych.

timePeriod

Numer okresu. Wartość z zakresu od 2 do 100000.

Zwracane wartości

Returns an array with calculated data or false on failure.

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User Contributed Notes 1 note

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geekgirl dot joy at gmail dot com
3 years ago
<?php

// The CCI (Commodity Channel Index) is an oscillator that
// relies on historical price momentum to determine if it is "overbought" or "oversold".
// When greater than zero the price is "above" the historic average.
// When less than zero the price is "below" the historic average.
// Investopedia claims:
// "The CCI is an unbounded oscillator, meaning it can go higher or lower indefinitely. For this reason, overbought and oversold levels are typically determined for each individual asset by looking at historical extreme CCI levels where the price reversed from."

$highs = array(118.99, 119.14, 120.5, 115.23, 115.93, 118.829, 116, 112.2, 110.88, 110.19, 112.86, 112.11, 110.25, 112.44);
$lows = array(112.68, 115.26, 112.5, 110, 112.8, 113.61, 112.04, 108.71, 106.09, 103.1, 109.16, 106.77, 105, 107.67);
$closes = array(112.82, 117.32, 113.49, 112, 115.355, 115.54, 112.13, 110.34, 106.84, 110.08, 111.81, 107.12, 108.22, 112.28);

$time_period = 7;

var_dump(trader_cci ($highs, $lows, $closes, $time_period));
/*
array(8) {
  [6]=>
  float(-83.234)
  [7]=>
  float(-137.329)
  [8]=>
  float(-145.78)
  [9]=>
  float(-101.047)
  [10]=>
  float(-9.331)
  [11]=>
  float(-59.339)
  [12]=>
  float(-66.964)
  [13]=>
  float(76.143)
}
*/
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