Get-CCI.ps1

function Get-CCI {
    <#
    .SYNOPSIS
    Calculate the Commodity Channel Index (CCI) based on high, low, and close prices.

    .DESCRIPTION
    This function calculates the Commodity Channel Index (CCI) using the typical prices (average of high, low, and close) and a specified period.

    .PARAMETER HighPrices
    An array of high prices for the specified period.

    .PARAMETER LowPrices
    An array of low prices for the specified period.

    .PARAMETER ClosePrices
    An array of close prices for the specified period.

    .PARAMETER Period
    The number of periods to calculate the CCI.

    .EXAMPLE
    Example usage with historical data from Coingecko API

    $baseUrl = "https://api.coingecko.com/api/v3"
    $coinId = "bitcoin"
    $days = 30
    $url = "$baseUrl/coins/$coinId/market_chart?vs_currency=usd&days=$days"
    $response = Invoke-RestMethod -Uri $url
    $prices = $response.prices
    $highPrices = $prices | ForEach-Object { $_[1] }
    $lowPrices = $prices | ForEach-Object { $_[2] }
    $closePrices = $prices | ForEach-Object { $_[1] }
    $period = 20
    $cci = Get-CCI -HighPrices $highPrices -LowPrices $lowPrices -ClosePrices $closePrices -Period $period
    Write-Output $cci

    .NOTES
    Author: Wojciech Napierała
    Date: 04.07.2023
    Version: 1.1
    #>

    [CmdletBinding()]
    param(
        [Parameter(Mandatory = $true)]
        [ValidateNotNullOrEmpty()]
        [double[]]$HighPrices,

        [Parameter(Mandatory = $true)]
        [ValidateNotNullOrEmpty()]
        [double[]]$LowPrices,

        [Parameter(Mandatory = $true)]
        [ValidateNotNullOrEmpty()]
        [double[]]$ClosePrices,

        [Parameter(Mandatory = $true)]
        [ValidateRange(1, [int]::MaxValue)]
        [int]$Period
    )

    # Input validation
    if ($HighPrices.Length -ne $LowPrices.Length -or $LowPrices.Length -ne $ClosePrices.Length) {
        throw "Input arrays must have the same length."
    }

    # Calculate typical prices
    $typicalPrices = for ($i = 0; $i -lt $ClosePrices.Length; $i++) {
        ($HighPrices[$i] + $LowPrices[$i] + $ClosePrices[$i]) / 3
    }

    # Calculate Simple Moving Average (SMA)
    $sma = Get-SMA -DataPoints $typicalPrices -Period $Period

    # Calculate Mean Deviation
    $meanDeviation = New-Object 'System.Collections.Generic.List[Double]'
    for ($i = $Period - 1; $i -lt $typicalPrices.Length; $i++) {
        $sum = 0.0
        for ($j = $i - $Period + 1; $j -le $i; $j++) {
            $sum += [Math]::Abs($typicalPrices[$j] - $sma[$i - $Period + 1])
        }
        $meanDeviation.Add($sum / $Period)
    }

    # Calculate Commodity Channel Index (CCI)
    $cci = New-Object 'System.Collections.Generic.List[Double]'
    for ($i = $Period - 1; $i -lt $typicalPrices.Length; $i++) {
        $cci.Add(($typicalPrices[$i] - $sma[$i - $Period + 1]) / (0.015 * [Math]::Abs($meanDeviation[$i - $Period + 1])))
    }

    return $cci
}

<#
# Example usage with historical data from Coingecko API

$baseUrl = "https://api.coingecko.com/api/v3"
$coinId = "bitcoin"
$days = 30

$url = "$baseUrl/coins/$coinId/market_chart?vs_currency=usd&days=$days"
$response = Invoke-RestMethod -Uri $url
$prices = $response.prices
$highPrices = $prices | ForEach-Object { $_[1] }
$lowPrices = $prices | ForEach-Object { $_[2] }
$closePrices = $prices | ForEach-Object { $_[1] }

$period = 20
$cci = Get-CCI -HighPrices $highPrices -LowPrices $lowPrices -ClosePrices $closePrices -Period $period
Write-Output $cci
#>