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cci

Function cci 

Source
pub fn cci(
    highs: &[f64],
    lows: &[f64],
    closes: &[f64],
    period: usize,
) -> Result<Vec<Option<f64>>>
Expand description

Calculate Commodity Channel Index (CCI).

CCI measures the variation of a security’s price from its statistical mean. Formula: CCI = (Typical Price - SMA of Typical Price) / (0.015 * Mean Deviation)

Typical Price = (High + Low + Close) / 3

§Arguments

  • highs - High prices
  • lows - Low prices
  • closes - Close prices
  • period - Number of periods

§Example

use finance_query::indicators::cci;

let highs = vec![10.0, 11.0, 12.0, 13.0];
let lows = vec![8.0, 9.0, 10.0, 11.0];
let closes = vec![9.0, 10.0, 11.0, 12.0];
let result = cci(&highs, &lows, &closes, 3).unwrap();