Help on Commodity Channel Index (CCI) computation
5 views (last 30 days)
Show older comments
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
0 Comments
Answers (0)
See Also
Categories
Find more on Financial Toolbox in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!