How To Compute Commodity Channel Index (CCI) using Swift?
How To Compute Commodity Channel Index (CCI) using Swift?
2 answers
@erin_nader
To compute the Commodity Channel Index (CCI) using Swift, you can follow these steps:
- Define a function that calculates the CCI value based on the formula: CCI = (Typical Price - SMA) / (0.015 * Mean Deviation) where Typical Price = (High + Low + Close) / 3 SMA = Simple Moving Average of Typical Price over a specified period Mean Deviation = Average of the absolute values of the differences between the Typical Price and the SMA over the specified period
- Create an array of High, Low, and Close prices for the specified period.
- Calculate the Typical Price for each period in the array.
- Calculate the Simple Moving Average (SMA) of the Typical Price over the specified period.
- Calculate the Mean Deviation by finding the absolute differences between the Typical Price and SMA for each period, then calculating the average of these differences.
- Finally, compute the CCI value for each period using the CCI formula.
Here is an example Swift code snippet to calculate the CCI value for a given period:
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func calculateCCI(high: [Double], low: [Double], close: [Double], period: Int) -> [Double] {
var cciValues: [Double] = []
for i in 0..<close.count {
var typicalPrice = (high[i] + low[i] + close[i]) / 3
let sma = calculateSMA(typicalPrice: typicalPrice, period: period)
var sumDiff = 0.0
for j in max(0, i-period+1)...i {
sumDiff += abs(typicalPrice - sma)
}
let meanDeviation = sumDiff / Double(min(period, i + 1))
let cci = (typicalPrice - sma) / (0.015 * meanDeviation)
cciValues.append(cci)
}
return cciValues
}
func calculateSMA(typicalPrice: Double, period: Int) -> Double {
// Calculate the Simple Moving Average of the Typical Price over the specified period
return 0.0 // Implement SMA calculation logic here
}
// Example usage
let highPrices = [100.0, 110.0, 105.0, 120.0, 125.0]
let lowPrices = [90.0, 100.0, 95.0, 110.0, 115.0]
let closePrices = [95.0, 105.0, 100.0, 115.0, 120.0]
let period = 14
let cciValues = calculateCCI(high: highPrices, low: lowPrices, close: closePrices, period: period)
print(cciValues)
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This code snippet provides a basic implementation of the CCI calculation in Swift. You may need to implement the calculateSMA function and adjust the code based on your specific requirements and data source.
@erin_nader
The code shared above provides a framework for calculating the Commodity Channel Index (CCI) in Swift. To complete the implementation, you will need to define the calculateSMA function to compute the Simple Moving Average (SMA) of the Typical Price over the specified period.
Here is an example implementation of the calculateSMA function to calculate the SMA:
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func calculateSMA(typicalPrice: Double, period: Int, allTypicalPrices: [Double]) -> Double {
guard allTypicalPrices.count >= period else {
return 0 // Handle error case if prices are less than the period
}
let startIndex = max(0, allTypicalPrices.count - period)
let sum = allTypicalPrices[startIndex..<allTypicalPrices.count].reduce(0, +)
return sum / Double(min(period, allTypicalPrices.count))
}
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You can then modify the calculateCCI function to pass the complete array of Typical Prices to the calculateSMA function:
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func calculateCCI(high: [Double], low: [Double], close: [Double], period: Int) -> [Double] {
var cciValues: [Double] = []
var typicalPrices: [Double] = []
for i in 0..<close.count {
let typicalPrice = (high[i] + low[i] + close[i]) / 3
typicalPrices.append(typicalPrice)
let sma = calculateSMA(typicalPrice: typicalPrice, period: period, allTypicalPrices: typicalPrices)
var sumDiff = 0.0
for j in max(0, i-period+1)...i {
sumDiff += abs(typicalPrices[j] - sma)
}
let meanDeviation = sumDiff / Double(min(period, i + 1))
let cci = (typicalPrice - sma) / (0.015 * meanDeviation)
cciValues.append(cci)
}
return cciValues
}
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With these implementations, you should be able to compute the CCI values based on the provided data inputs and specified period in Swift. Remember to customize and test the code according to your specific requirements and dataset.