Help on Commodity Channel Index (CCI) computation

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Shaun Ramsumar
Shaun Ramsumar el 12 de Jul. de 2016
Dear Sir/Mam,
I have written a program to calculate the CCI but my values are way under +/-100. Could there be something wrong with my code ? Please see my code below. (JSE is a fints object with open, close high and low prices)
Pt = typprice(JSE);
Pt_vec = fts2mat(Pt,0);
SMA_Pt = tsmovavg(Pt,'s',10);
SMA_Pt_vec = fts2mat(SMA_Pt,0);
CCI_vec = (Pt_vec - SMA_Pt_vec)/(0.015*mad(Pt_vec));
Thank you
Shaun Ramsumar

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