EXPERIMENTAL:
request from anonimm
request from anonimm
study(title="[RS]Dynamic Range Commodity Channel Index V0", shorttitle="DR-CCI", overlay=false) length = input(title='CCI Length:', type=integer, defval=20) smooth = input(title='CCI Smoothing:', type=integer, defval=1) f_cci(_src, _length) => _ma = sma(_src, _length) _return = (_src - _ma) / (0.015 * dev(_src, _length)) c = ema(ema(f_cci(close-close[1], length), smooth), smooth) pos = stdev(c, length) neg = -stdev(c, length) h = highest(max(pos, neg), length) l = lowest(min(pos, neg), length) ob = plot(title='OB', series=h, color=lime) os = plot(title='OS', series=l, color=red) fill(ob, os, color=silver, transp=50) plot(title='CCI', series=c, color=black)