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Automated-Trading
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Automated-Trading 2011.08.23 11:56 

PCCI:

PCCI (Perfect Commodity Channel Index) is a high frequency part of the price fluctuations normalized using the standard deviation.

It resembles D. Lambert's Commodity Channel Index by the method of its calculation. Actually, CCI index is calculated as a normalized difference between the current price and its moving average. PCCI is calculated as a difference between a day closing price and its statistical expectation presented by a FATL value. Therefore, PCCI is more efficient than CCI.

PCCI index is a high frequency part of the exchange rate fluctuations normalized according to its standard deviation.

Author: Nikolay Kositsin

PCCI (Perfect Commodity Channel Index) indicator

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