RE: [amibroker] RE: Re: CCI ZLR, AmiBroker Email List Archive

Woodie claims that his methods work in any time frame. However, as you state correctly, for EOD stocks he uses a CCI(20).

The 25LSMA is only used when trading zero line rejects (ZLR). You only enter a ZLR for a long if stock price is above the 25 LSMA.

Anthony C. Abry

-----Original Message-----
From: vin st [mailto:vinst1@xxxxxxxxx]
Sent: Tuesday, December 07, 2004 1:35 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] RE: Re: CCI ZLR

I am trying to use woody's cci method for daily
trading (end-of-day). But most of his methods are for
5 min bars. Does anyone have more details on using
25LSMA with his 20 day CCI for eod trading?

thanks
vin

...............
Message: 11
   Date: Mon, 06 Dec 2004 22:08:50 -0800
   From: Anthony Abry <abry@xxxxxxxxxxxxxxxxxxxxxxx>
Subject: RE: Re: CCI ZLR

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.


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