Hi,
I am looking to explore modifying the CCI indicator. Can someone help me with the actual code of the CCI.
Here is the actual formula but I don’t know how turn this into code.
CCI=.015×Mean DeviationTypical Price−MA
where:
Typical Price=∑i=1P((High+Low+Close)÷3)
P=Number of periods
MA=Moving AverageMoving Average=(∑i=1PTypical Price)÷P
Mean Deviation=(∑i=1P∣Typical Price−MA∣)÷P
Can anyone help me with this?
TIA