//cci
public static void CalculateCCI(out string key, StockPoints data, Dictionary<DateTime, Dictionary<string, double>> indicators, int period, out int offset, out int min, out int max)
{
key = string.Format("CCI({0})", period.ToString("00"));
offset = period - 1;
min = int.MaxValue;
max = int.MinValue;
// cci = (Typical Price - 20-period SMA of TP) / (.015 x Mean Deviation)
double cci;
// Typical Price (TP) = (High + Low + Close)/3
double typicalPrice;
double constant = 0.015;
SimpleMovingAverage sma = new SimpleMovingAverage(period);
int i = 0;
foreach (StockPoint point in data)
{
typicalPrice = (point.High + point.Close + point.Low) / 3D;
sma.AddValue(typicalPrice);
if (i < period - 1)
{
i++;
}
else
{
cci = (typicalPrice - sma.MovingAverage())/ (constant * sma.MeanDeviation());
AddValue(point.PointDateTime, key, cci, indicators);
if (min > cci)
min = (int)Math.Floor(cci);
if (max < cci)
max = (int)Math.Ceiling(cci);
}
}
}
