trader_cci

(PECL trader >= 0.2.0)

trader_cci — Commodity Channel Index

Description

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

Parameters

high: High price, array of real values.
low: Low price, array of real values.
close: Closing price, array of real values.
timePeriod: Number of period. Valid range from 2 to 100000.

Return Values

Returns an array with calculated data or false on failure.

Коментарии

Mar 03

Автор: geekgirl dot joy at gmail dot com


<?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)

}

*/