trader_cci

(PECL trader >= 0.2.0)

trader_cci — Commodity Channel Index

说明

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

参数

high: 高价，浮点数数组。
low: 低价，浮点数数组。
close: 收盘价，浮点数数组。
timePeriod: Number of period. Valid range from 2 to 100000.

返回值

Returns an array with calculated data or false on failure.

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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)
}
*/