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trader_cci

(PECL trader >= 0.2.0)

trader_cciCommodity Channel Index

説明

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

パラメータ

high

高値。実数値の配列。

low

安値。実数値の配列。

close

終値。実数値の配列。

timePeriod

Number of period. Valid range from 2 to 100000.

戻り値

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)
}
*/