The numerator of the formula of the CCI is the difference between the Typical Price and its Simple Moving Average over the N periods. The denominator is the Mean Deviation multiplied by 1.5%, which is used to scale the CCI. The CCI measures how far the Typical ...
ROC Calculator- This is Rate of Change (ROC) Calculator for price and volume quotes. CCI Calculator- This is CCI Calculator for socks and ETFs. Use this calculator to calculate Commodity Channel Index (CCI) historical quotes. Ultimate Oscillator- This is Ultimate Oscillator Calculator for historica...
The real X values are computed on the formula f(x) = ax + b, where a is the pointInterval (optionally with a time unit given by pointIntervalUnit), and b is the pointStart. Defaults to false. Try it Relative X value selected: boolean Since 1.2.0 Whether to select the series initial...
{ type: "priceenvelopes",... } { type: "psar",... } { type: "roc", accessibility:{...} allowPointSelect:false animation:true animationLimit:undefined boostBlending:undefined boostThreshold:5000 className:undefined clip:true color:undefined colorAxis:0 colorIndex:undefined colorKey:y compar...
Daily closing price of all sectoral indices are taken, and the logarithmic return is computed as follows: Rit=Inpt−Inpt−1(1) Where R is the logarithmic return of any asset (i) at time t, pt is the price of the asset at time t. The data is further checked for stationarity and...
This results in an average price that is more representative of the prices that were actually traded during the period. The formula to calculate the Volume Weighted Moving Average (VWMA) is: VWMA=∑𝑛𝑖=1𝐶𝑙𝑜𝑠𝑒𝑖∗𝑉𝑜𝑙𝑢𝑚𝑒𝑖∑𝑛𝑖=1𝑉𝑜𝑙𝑢...
The formula calculates the difference between the sum of recent gains and the sum of recent losses and then divides the result by the sum of all price movements over the same period. The default window is 14. Formular: CMO = 100 * ((sH - sL) / (sH + sL)) where: sH=the sum of...
Consumer Confidence Index(CCI) : log difference of monthly Consumer Confidence Index (CCI); PMI has been widely used as a leading indicator of domestic economic growth. International trade is a common indicator of the general health of the global economy. The monetary supply measure, M1–M2, im...
MIDPOINT, MIDPRICE, T3, TRIMA, WMA Momentum indicator ADX, ADXR, APO, AROON, AROONOSC, BOP, CCI, CMO, DX, MACD, MFI, MINUS_DI, MINUS_DM, MOM, PLUS_DI, PLUS_DM, PPO, ROC, ROCP, ROCR, ROCR100, RSI, STOCH, STOCHF, STOCHRSI, TRIX, ULTOSC, WILLR Volume indicators AD, ADOSC,...
Resiliency represents the speed of price adjustment back to equilibrium after large trades are executed, while immediacy captures the trading time to complete a transaction (Ali et al., 2017). Given the multidimensional aspects of liquidity that include trading costs, trading impact on price, ...