Cci keltner

[XilinJia]

added functions of cci and keltnerbands

[milktrader]

Have you gotten correct output from cci? I'm getting errors. Could you use MarketData objects to demonstrate?

cci(ohlc,9)

ohlc is a 505-row object in MarketData

[XilinJia]

error corrected.

[XilinJia]

removed the redundant timestamp variable

[milktrader]

Excellent, let's keep going. We need to add tests, which should be done by adding to the test/momentum.jl file. The correct answers are:

cci(ohlc).values[1]     => 123.823
cci(ohlc).timestamp[1]  => date(1980,1,31)
cci(ohlc).values[end]   =>  -64.314384

[milktrader]

After adding tests, it's simple to test them from repl

using FactCheck

@runtest MarketTechnicals momentum

Once those are passing, that's the last piece, and then we can go through the keltner code and do the same. And then when we're done, we need to git squash the commits since there is a lot of cruft here.

[milktrader]

I'll add tests later.