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CCI data calculated incorrectly for 435 tick

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    CCI data calculated incorrectly for 435 tick

    I am presently tracking the CCI and CCI Average and the minute charts are calculating correctly but the tick data series is not. I was running numbers for the 435 series and they are off significantly where the minute charts are accurate.

    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
    Last edited by MarketAlly; 05-21-2016, 03:02 PM.

    #2
    I did not see that the data feed was compressed by the the other vendor. All is fine now - sorry for the post.

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