Thread: Digital Filters (basic explanation)
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Old 10-10-2005, 09:52 PM
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A set of the technical instruments of the method contains two more new oscillators. They are indexes of RBCI and PCCI.
RBCI (Range Bound Channel Index) – is calculated by means of the channel (bandwidth) filter (CF).
PCCI Index (Perfect Commodity Channel Index) – is a perfect commodity channel index.
It has some outer similarity in the calculating method with commodity channel index CCI by D. Lambert. Indeed, CCI index is calculated as normalized difference between current price and its moving average and PCCI – as the difference between closing price and its mathematical expectation represented by the FATL value. Here lies more than in comparison with CCI the perfection of PCCI. PCCI index– is a normalized for its standard deviation high frequency component of the currency rate volatility.
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Last edited by newdigital; 10-22-2005 at 06:02 PM.
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