Commodity Channel Index (CCI) . CCI , , . , Commodity Channel Index .
Commodity Channel Index:
1.
, , Commodity Channel Index (CCI) . .
2. /
Commodity Channel Index (CCI) 100. +100 ( ), -100 ( ).
1. . , 3:
TP = (HIGH + LOW + CLOSE)/3
2. n- :
SMA(TP, N) = SUM[TP, N]/N
3. SMA(TP, N) TP n :
D = TP SMA(TP, N)
4. n- D:
SMA(D, N) = SUM[D, N]/N
5. SMA (D, N) 0,015:
M = SMA(D, N) * 0,015
6. M D:
CCI = M/D
:
HIGH ;
LOW ;
CLOSE ;
SMA ;
SUM ;
N , .
