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FWIW, I tried CCI ZLR too, and didn't get anywhere... But I must say
I didn't try it on forex data (if I remember correctly, that's what
Woodie and his group trades). Don't have any code to share, since it
was written in a different/proprietory scripting language...
--- In amibroker@xxxxxxxxxxxxxxx, "quanttrader714"
<quanttrader714@xxxx> wrote:
>
> Hi Anthony,
>
> A while ago, I took a look at the manual that explains Woodie's
> patterns and attempted to code ZLR for long trades (below). This
and
> every other variation I tried performed poorly. I think this code
> pretty much captures the essence of the pattern but if I'm
mistaken, I
> welcome constructive feedback. Watch out for wrapped code. Good
luck.
>
> Mark
>
> SetTradeDelays(0,0,0,0);// no trade delays
> BuyPrice=C;
> SellPrice=C;
> wcci=CCI(14);
> tcci=CCI(6);
> Ct=IIf(wcci>0,1,0);
> sct1=Sum(Ct,8);// # of times in last 8 bars CCI was >0
> sct2=Sum(Ct,2);// # of times in last 2 bars CCI was >0
>
> Buy= sct1>=7 AND sct2==2// 7 or more of last 8 CCI bars must be >0
AND
> last 2 must be >0
> AND wcci>Ref(wcci,-1) AND Ref(wcci,-1)<=Ref(wcci,-2) AND
> Ref(wcci,-2)<=Ref(wcci,-3)// CCI bounce
> AND LLV(wcci,3)>=-100 AND HHV(wcci,3)<=100;// CCI bounce occurs
> between +/- 100
>
> Sell=wcci<=Ref(wcci,-1)// declining or flat CCI
> OR Cross(0,wcci)// CCI crosses below zero line
> OR tcci<=Ref(tcci,-1)// declining or flat TCCI
> OR Cross(wcci,tcci);// TCCI crosses below CCI
>
> SetOption("MaxOpenPositions", 20 );
> PositionSize = -5;
>
> --- In amibroker@xxxxxxxxxxxxxxx, Anthony Abry <abry@xxxx> wrote:
> > I was wondering if any of you have ever coded Woodie's CCI zero
line
> > reject into AB.
> >
> > As a first step to learn some coding I am currently trying to do,
> >
> > If CCI(14) has been positive for 6 bars then buy. Sell when CCI
> > declines.
> >
> > The next step would be, if CCI(14) has been positive for 6 bars,
and has
> > been above 100 and has retraced back below 100 and then turns up
again,
> > then buy.
> >
> > I have tried many variations - all of which show me I am not fit
for
> > programming.
> >
> > Any help appreciated ......
> >
> > Anthony Abry
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