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Technical Studies Reference

Coppock Curve

This study calculates and displays a Coppock Curve for the data specified by the Input Data Input.

Let \(X\) be a random variable denoting the Input Data, and let \(X_t\) be its value at Index \(t\). Let \(n\) be the Moving Average Length Input. We introduce two Rate of Change Oscillators, denoted as \(ROC_t(X,14,100)\) and \(ROC_t(X,11,100)\). The notation is taken from the Rate of Change - Percentage study. We compute these oscillators for \(t \geq 0\) as follows.

\(\displaystyle{ROC_t(X,14,100) =\left\{ \begin{matrix} 100\cdot\frac{X_t - X_0}{X_0} & t \leq 14 \\ 100\cdot\frac{X_t - X_{14}}{X_{14}} & t > 14 \end{matrix}\right .}\)

\(\displaystyle{ROC_t(X,11,100) =\left\{ \begin{matrix} 100\cdot\frac{X_t - X_0}{X_0} & t \leq 11 \\ 100\cdot\frac{X_t - X_{11}}{X_{11}} & t > 11 \end{matrix}\right .}\)

We denote the value of the Coppock Curve at Index \(t\) as \(CC_t(X,n)\), and we compute it for \(t \geq 0\) in terms of a Weighted Moving Average as follows.

\(CC_t(X,n) = WMA_t\left(ROC(X,14,100) + ROC(X,11,100), n\right)\)



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*Last modified Friday, 08th March, 2019.