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Sidebar | MAY 2004
Sidebar: Phase Change Index by M.H. Pee
Stocks & Commodities V. 22:5 (34-35): Sidebar: Excel codes for PCI by M.H. Pee EXCEL CODES FOR PCI In this section, I will provide the Excel codes for the 35-day PCI. Sidebar Figure 1 (following page) shows all the required calculations for the 35-day PCI on the euro between January 2, 2002, and April 12, 2002, inclusively. The data is represented in continuous contract format. The date, open, high, low, and close are entered into columns A, B, C, D, and E, respectively. The date is represented using eight digits, with the first four representing the year, the next two the month, and the last two the day. For example, the number 20020301 represents March 1, 2002.
by M.H. Pee
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