[amibroker] Re: Trying to code the CCI(20)

["Stephane Carrasset" <s.carrasset@xxxxxxxxxxx>]

it must help you


function MeanDev( array, mean, range )
{
  result = 0;

   for( i = range ; i < BarCount; i++ )
   {
      result[ i ] = 0;
      // the mean is not 'moving' over the range (outside the loop)
      tm = mean[ i ]; 
      for( j = 0; j < range; j++ )
      {
        result[ i ] = result[ i ] + abs( array[ i - j ] - tm );
      }
    
    result[ i ] = result[ i ]/range; 
  }
  
  return result;
}

n = 20;

SMATP = MA(Avg,n);//1,2

MD = MeanDev( Avg, SMATP, n );

CCIx = (Avg - SMATP) / (0.015 * MD);//5,6,7

Plot(CCIx,"CCIx",colorGreen,styleLine);

Plot(CCI(n),"CCI",colorRed,styleLine);

 


> without going into too much on this, have you checkedthe AFL library
> and previous posts to this group for CCI?
> 
> One thing I will point to is a simplifiaction of what you have 
> TP is Avg in AB
> 
> TPMA=MA(Avg,20) ; 
> ConditionA=Avg-TPMA ; 
> 
> //Subtract today's TPMA from TP for each of the last 20 days.
> //Sum the absolute values AND divide by 20.
> //Multiply the result by 0.015.
> simplified to (saves any possible errors creeping in from so many 
ref's
> 
> ConditionB = ABS( Sum( Avg, 20 ) - 20 * TPMA ) / 20 * 0.015;
> 
> 
> As to whether this owrks or not ??
> 
> On 6/20/05, Gerard Carey <gcfinance@xxxx> wrote:
> > I'd appreciate some help in coding the CCI(20) as I wish to 
customise
> > the indicator.
> > I'm using the following description from Incredible Charts but my
> > efforts are to no avail.
> > 
> > // Calculate Typical Price ("TP") ie. (High + Low + Close) / 3
> > //Calculate TPMA: a 20-Day simple MA of TP.
> > // Subtract TPMA from TP
> > 
> > //Divide the result by the following:
> > 
> > //Subtract today's TPMA from TP for each of the last 20 days.
> > //Sum the absolute values AND divide by 20.
> > //Multiply the result by 0.015.
> > 
> > // HERE IS MY ATTEMPT
> > TP=(H+L+C)/3 ;  // Calculate Typical Price
> > TPMA=MA(TP,20) ; // Calculate TPMA: a 20-Day simple MA of TP.
> > ConditionA=TP-TPMA ; // Subtract TPMA from TP
> > 
> > //Divide the result by the following:
> > 
> > // Subtract TODAY'S TPMA from TP for each of the last 20 days, 
sum the
> > absolute values AND divide by 20.
> > ConditionB=( TP-TPMA + Ref(TP,-1)-TPMA + Ref(TP,-2)-TPMA +
> > Ref(TP,-3)-TPMA + Ref(TP,-4)-TPMA
> > + Ref(TP,-5)-TPMA + Ref(TP,-6)-TPMA + Ref(TP,-7)-TPMA + Ref(TP,-
8)-TPMA
> > + Ref(TP,-9)-TPMA
> > + Ref(TP,-10)-TPMA + Ref(TP,-11)-TPMA + Ref(TP,-12)-TPMA +
> > Ref(TP,-13)-TPMA + Ref(TP,-14)-TPMA
> > + Ref(TP,-15)-TPMA + Ref(TP,-16)-TPMA + Ref(TP,-17)-TPMA +
> > Ref(TP,-18)-TPMA + Ref(TP,-19)-TPMA )/20 ;
> > 
> > ConditionC=ConditionB*0.015; //Multiply the result by 0.015
> > 
> > Plot(ConditionA/ConditionC,"",4); // The Division and Plot
> > 
> > TIA
> > Gerard
> > 
> > --
> > http://www.fastmail.fm - Choose from over 50 domains or use your 
own
> > 
> > 
> > 
> > Please note that this group is for discussion between users only.
> > 
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> > 
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > 
> > 
> > Yahoo! Groups Links
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> 
> 
> -- 
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/





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