trader_cci

(PECL trader >= 0.2.0)

trader_cciCommodity Channel Index

Descrierea

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

Parametri

high

Prețul înalt, un tablou cu valori reale.

low

Prețul jos, un tablou cu valori reale.

close

Prețul de închidere, un tablou cu valori reale.

timePeriod

Numărul perioadei. Domeniul valorilor admisibile este de la 2 până la 100000.

Valorile întoarse

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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