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Anthony,
Woodie's CCI would be almost impossible to code due to the many
nuances of his system. His ZLR signal is filtered by his Sidewinder
indicator which is proprietary. He also takes into consideration
the angle of the ZLR, the steeper the better. The number of ZLRs in
the current trend (ie the third one is suspect). The angle of the 34
ema and the angle of the 25 LSMA are also considered. It would
really be complex code.
Jim
--- In amibroker@xxxxxxxxxxxxxxx, Anthony Abry <abry@xxxx> wrote:
> Thank you everyone for your help.
>
> Mark, I think your code looks good and is an excellent starting
point.
> The entry looks great, and the exit is one of many. Thank you.
>
> There are many nuances to Woodie's CCI which makes it hard to
trade for
> some, easy for others. Myself, I have had good and bad days
papertrading
> but have not committed real money yet.
>
> These days, Woodie uses a LSMA 25 as a filter as well as
a "Sidewinder"
> which is, as far as I can tell, a filter incorporation the angle
of the
> 34 EMA (to get a good trend slope) as well as some sort of
volatility
> measure.
>
> Exits are tricky as well and are implemented differently if traded
with
> one or more contracts. Woodie encourages to start learning his
method
> with one contract but to be really profitable one needs to trade
> multicontract as the runners will eventually make the system
profitable.
>
>
> There is a good intro manual by a guy named Jeff on the website
> woodiescciclub.com. If nothing else, Woodie is an excellent
teacher of
> trading discipline.
>
>
>
> Anthony C. Abry
>
> -----Original Message-----
> From: quanttrader714 [mailto:quanttrader714@x...]
> Sent: Monday, December 06, 2004 6:36 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: CCI ZLR
>
>
> 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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