trader_cci

(PECL trader >= 0.2.0)

trader_cciCommodity Channel Index

Description

trader_cci(
    array $high,
    array $low,
    array $close,
    int $timePeriod = ?
): array

Liste de paramètres

high

Prix élevé, tableau de valeurs réelles.

low

Prix bas, tableau de valeurs réelles.

close

Prix fermé, tableau de valeurs réelles.

timePeriod

Nombre de période. Intervalle valide : 2 à 100000.

Valeurs de retour

Retourne un tableau contenant les données calculées, ou false si une erreur survient.

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User Contributed Notes 1 note

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geekgirl dot joy at gmail dot com
9 months 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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