Hi guys, I am just working on a CCI (Commodoty Channel Index) for JBT: http://en.wikipedia.org/wiki/Commodity_Channel_Index
Part of the CCI concept is the so called Typical Price, which is setup in the following way: (High+Low+Close)/3 As we do not have OHLC data in JBT, some kind of OHLC logic has to be constructed for CCI to work. My thoughts were to define a bar window size, for example 60 seconds. Within this time window an OHLC bar is constructed which can deliver the values for the Typical Price. The "problem" is that the values of the indicator are updating only each bar window size seconds, here 60 seconds. I plan to finish the implementation this week. The result will be uploaded to this site. Please give some feedback and opinions on CCI4JBT -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
