Note: I am using MarketReplay data - if that makes a difference.
I am using the default settings in ThinkOrSwim to compare - they are the following for CCI Average:
14 period
9 Moving average
in NT the following equations:
crossVal = (double)CCI(BarsArray[series], 14)[0];
crossAvg = SMA(CCI(BarsArray[series], 14, 9)[0];
Any assistance is greatly appreciated
regards,
Dave
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