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PCCI - MetaTrader 5용 지표
- 게시자:
- Nikolay Kositsin
- 조회수:
- 11523
- 평가:
- 게시됨:
- 2011.08.23 11:56
- 업데이트됨:
- 2016.11.22 07:32
- 이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동
Real author:
Vladimir Kravchuk, "New Adaptive Method of Following the Tendency and Market Cycles"
PCCI (Perfect Commodity Channel Index) indicator is calculated by the following formula:
PCCI(bar) = close(bar) – FATL(bar)
where:
- close(bar) - closed bars prices;
- FATL(bar) - FATL digital filter.
It resembles D. Lambert's Commodity Channel Index by the method of its calculation.
Actually, CCI index is calculated as a normalized difference between the current price and its moving average. PCCI is calculated as a difference between a day closing price and its statistical expectation presented by a FATL value. Therefore, PCCI is more efficient than CCI.
PCCI index is a high frequency part of the exchange rate fluctuations normalized according to its standard deviation.
MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/409
This oscillator generates market entry and exit signals based on RSI and CCI indicators.
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