hi ccadar:
CCI indicator is implemented in TaLib i i'm not in mistake. Below the source part of Core.java refering CCI:
public RetCode cci( int startIdx,
int endIdx,
double inHigh[],
double inLow[],
double inClose[],
int optInTimePeriod,
MInteger outBegIdx,
MInteger outNBElement,
double outReal[] )
{
double tempReal, tempReal2, theAverage, lastValue;
int i, j, outIdx, lookbackTotal;
int circBuffer_Idx = 0; double []circBuffer; int maxIdx_circBuffer = (30-1) ;
if( startIdx < 0 )
return RetCode.OutOfRangeStartIndex ;
if( (endIdx < 0) || (endIdx < startIdx))
return RetCode.OutOfRangeEndIndex ;
if( (int)optInTimePeriod == ( Integer.MIN_VALUE ) )
optInTimePeriod = 14;
else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
return RetCode.BadParam ;
lookbackTotal = (optInTimePeriod-1);
if( startIdx < lookbackTotal )
startIdx = lookbackTotal;
if( startIdx > endIdx )
{
outBegIdx.value = 0 ;
outNBElement.value = 0 ;
return RetCode.Success ;
}
{ if( optInTimePeriod <= 0 ) return RetCode.AllocErr ; circBuffer = new double[optInTimePeriod]; maxIdx_circBuffer = (optInTimePeriod-1); } ;
i=startIdx-lookbackTotal;
if( optInTimePeriod > 1 )
{
while( i < startIdx )
{
circBuffer[circBuffer_Idx] = (inHigh[i]+inLow[i]+inClose[i])/3;
i++;
{ circBuffer_Idx ++; if( circBuffer_Idx > maxIdx_circBuffer ) circBuffer_Idx = 0; } ;
}
}
outIdx = 0;
do
{
lastValue = (inHigh[i]+inLow[i]+inClose[i])/3;
circBuffer[circBuffer_Idx] = lastValue;
theAverage = 0;
for( j=0; j < optInTimePeriod; j++ )
theAverage += circBuffer[j];
theAverage /= optInTimePeriod;
tempReal2 = 0;
for( j=0; j < optInTimePeriod; j++ )
tempReal2 += Math.abs (circBuffer[j]-theAverage);
tempReal = lastValue-theAverage;
if( (tempReal != 0.0) && (tempReal2 != 0.0) )
{
outReal[outIdx++] = tempReal/(0.015*(tempReal2/optInTimePeriod));
}
else
outReal[outIdx++] = 0.0;
{ circBuffer_Idx ++; if( circBuffer_Idx > maxIdx_circBuffer ) circBuffer_Idx = 0; } ;
i++;
} while( i <= endIdx );
outNBElement.value = outIdx;
outBegIdx.value = startIdx;
return RetCode.Success ;
}
public RetCode cci( int startIdx,
int endIdx,
float inHigh[],
float inLow[],
float inClose[],
int optInTimePeriod,
MInteger outBegIdx,
MInteger outNBElement,
double outReal[] )
{
double tempReal, tempReal2, theAverage, lastValue;
int i, j, outIdx, lookbackTotal;
int circBuffer_Idx = 0; double []circBuffer; int maxIdx_circBuffer = (30-1) ;
if( startIdx < 0 )
return RetCode.OutOfRangeStartIndex ;
if( (endIdx < 0) || (endIdx < startIdx))
return RetCode.OutOfRangeEndIndex ;
if( (int)optInTimePeriod == ( Integer.MIN_VALUE ) )
optInTimePeriod = 14;
else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
return RetCode.BadParam ;
lookbackTotal = (optInTimePeriod-1);
if( startIdx < lookbackTotal )
startIdx = lookbackTotal;
if( startIdx > endIdx )
{
outBegIdx.value = 0 ;
outNBElement.value = 0 ;
return RetCode.Success ;
}
{ if( optInTimePeriod <= 0 ) return RetCode.AllocErr ; circBuffer = new double[optInTimePeriod]; maxIdx_circBuffer = (optInTimePeriod-1); } ;
i=startIdx-lookbackTotal;
if( optInTimePeriod > 1 )
{
while( i < startIdx )
{
circBuffer[circBuffer_Idx] = (inHigh[i]+inLow[i]+inClose[i])/3;
i++;
{ circBuffer_Idx ++; if( circBuffer_Idx > maxIdx_circBuffer ) circBuffer_Idx = 0; } ;
}
}
outIdx = 0;
do
{
lastValue = (inHigh[i]+inLow[i]+inClose[i])/3;
circBuffer[circBuffer_Idx] = lastValue;
theAverage = 0;
for( j=0; j < optInTimePeriod; j++ )
theAverage += circBuffer[j];
theAverage /= optInTimePeriod;
tempReal2 = 0;
for( j=0; j < optInTimePeriod; j++ )
tempReal2 += Math.abs (circBuffer[j]-theAverage);
tempReal = lastValue-theAverage;
if( (tempReal != 0.0) && (tempReal2 != 0.0) )
{
outReal[outIdx++] = tempReal/(0.015*(tempReal2/optInTimePeriod));
}
else
outReal[outIdx++] = 0.0;
{ circBuffer_Idx ++; if( circBuffer_Idx > maxIdx_circBuffer ) circBuffer_Idx = 0; } ;
i++;
} while( i <= endIdx );
outNBElement.value = outIdx;
outBegIdx.value = startIdx;
return RetCode.Success ;
}
Trade well
JL
