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The Weekly CCI formula for EOD charts I posted on the Equis Forum recently contained a weekly counter algorithm for which another member of that forum claimed ownership. While it is my belief that an algorithm cannot be subject to copyright, I have removed the code in good faith. The removed module has been replaced by one using a United States Naval Observatory daily counter algorithm, recently demonstrated by Wabbit on the Equis Forum.
I've applied the same algorithm to a Daily CCI for intraday charts but have not yet been able to check it fully for accuracy. Both formulas should provide some learning opportunities for those with a mind to do some "tyre kicking". Notice that these formulas require the Equis Forum DLL, so make sure that it's installed before attempting to load either formula.
Roy
www.metastocktips.co.nz
==============================
{Weekly CCI for EOD charts}
{This indicator uses the Equis Forum DLL}
{Roy Larsen, 2007}
{User settings}
N:=Input("Weekly CCI, Periods",3,25,13);
Q:=Input("Mode, 0=Static 1=Dynamic 2=Delayed",0,2,1);
{0, update at last bar of current frame}
{1, update on each new bar}
{2, update on first bar of new frame}
{Weekly frame timing}
{* Day counter from metastock@xxxxxxxxxxxxx}
M:=Month();A:=Int((14-M)/12);D:=DayOfMonth();
Y:=Year()+4800-A;B:=M+(12*A)-3;
M:=D+Int((2+153*B)/5)+(365*Y)+Int(Y/4)-Int(Y/100)+Int(Y/400)-32045;
{*}I:=Int(M/7);
I:=I-ValueWhen(2,1,I);A:=DayOfWeek();
G:=LastValue(Highest(Sum(A>4,8))=8);
M:=G+I;F:=G+(M=0)*ExtFml("Forum.Sum",Ref(I,1),1);
A:=LastValue(Cum(1)-1)=Cum(1);
B:=Alert(A,2)*(A=0);
J:=If(F,1,If(Alert(F,2)=0 AND M,2,0));
J:=If(A+LastValue(J)>2 OR B+(Q=1)=2,1,J);
J:=If(G,1,If(Q=2 OR Cum(J)<=1,M*2,J));
{Weekly prices}
Hw:=HighestSince(1,M,H);
Hw:=ValueWhen(1,J,If(J=1,Hw,ValueWhen(2-G,1,Hw)));
Lw:=LowestSince(1,M,L);
Lw:=ValueWhen(1,J,If(J=1,Lw,ValueWhen(2-G,1,Lw)));
K:=ValueWhen(1,J,If(J=1,C,ValueWhen(2-G,1,C)));
Hw:=ValueWhen(1,Hw>0,Hw);
Lw:=ValueWhen(1,Lw>0,Lw); Tw:=(Hw+Lw+K)/3;
{Calculate Weekly CCI and plot result}
M:=Cum((J>0)*Tw); Ma:=(M-ValueWhen(N+1,J,M))/N;
Md:=(Abs(Ma-Tw)+Abs(Ma-ValueWhen(2,J,Tw))+
Abs(Ma-ValueWhen(3,J,Tw))+(N>3)*Abs(Ma-ValueWhen(4,J,Tw))+
(N>4)*Abs(Ma-ValueWhen(5,J,Tw))+(N>5)*Abs(Ma-ValueWhen(6,J,Tw))+
(N>6)*Abs(Ma-ValueWhen(7,J,Tw))+(N>7)*Abs(Ma-ValueWhen(8,J,Tw))+
(N>8)*Abs(Ma-ValueWhen(9,J,Tw))+(N>9)*Abs(Ma-ValueWhen(10,J,Tw))+
(N>10)*Abs(Ma-ValueWhen(11,J,Tw))+(N>11)*Abs(Ma-ValueWhen(12,J,Tw))+
(N>12)*Abs(Ma-ValueWhen(13,J,Tw))+(N>13)*Abs(Ma-ValueWhen(14,J,Tw))+
(N>14)*Abs(Ma-ValueWhen(15,J,Tw))+(N>15)*Abs(Ma-ValueWhen(16,J,Tw))+
(N>16)*Abs(Ma-ValueWhen(17,J,Tw))+(N>17)*Abs(Ma-ValueWhen(18,J,Tw))+
(N>18)*Abs(Ma-ValueWhen(19,J,Tw))+(N>19)*Abs(Ma-ValueWhen(20,J,Tw))+
(N>20)*Abs(Ma-ValueWhen(21,J,Tw))+(N>21)*Abs(Ma-ValueWhen(22,J,Tw))+
(N>22)*Abs(Ma-ValueWhen(23,J,Tw))+(N>23)*Abs(Ma-ValueWhen(24,J,Tw))+
(N>24)*Abs(Ma-ValueWhen(25,J,Tw)))/N; (Tw-Ma)/(Md*0.015);
==============================
==============================
{Daily CCI for intraday charts}
{This indicator uses the Equis Forum DLL}
{Roy Larsen, 2007}
{User settings}
N:=Input("Daily CCI, Periods",3,25,5);
Q:=Input("Mode, 0=Static 1=Dynamic 2=Delayed",0,2,1);
{0, update at last bar of current frame}
{1, update on each new bar}
{2, update on first bar of new frame}
{Daily frame timing}
{* Day counter from metastock@xxxxxxxxxxxxx}
M:=Month();A:=Int((14-M)/12);D:=DayOfMonth();
Y:=Year()+4800-A;B:=M+(12*A)-3;
M:=D+Int((2+153*B)/5)+(365*Y)+Int(Y/4)-Int(Y/100)+Int(Y/400)-32045;
{*}
I:=M-ValueWhen(2,1,M);
B:=I=1 AND Max(Hour(),Minute())=0;
G:=LastValue(Highest(Sum(I>0,5))=5);
I:=I AND B=0 OR ValueWhen(2,1,B); M:=G+I;
F:=G+(M=0)*ExtFml("Forum.Sum",Ref(I,1),1);
A:=LastValue(Cum(1)-1)=Cum(1);
B:=Alert(A,2)*(A=0);
J:=If(F,1,If(Alert(F,2)=0 AND M,2,0));
J:=If(A+LastValue(J)>2 OR B+(Q=1)=2,1,J);
J:=If(G,1,If(Q=2 OR Cum(J)<=1,M*2,J));
{Daily prices}
Hw:=HighestSince(1,M,H);
Hw:=ValueWhen(1,J,If(J=1,Hw,ValueWhen(2-G,1,Hw)));
Lw:=LowestSince(1,M,L);
Lw:=ValueWhen(1,J,If(J=1,Lw,ValueWhen(2-G,1,Lw)));
K:=ValueWhen(1,J,If(J=1,C,ValueWhen(2-G,1,C)));
Hw:=ValueWhen(1,Hw>0,Hw);
Lw:=ValueWhen(1,Lw>0,Lw); Tw:=(Hw+Lw+K)/3;
{Calculate Daily CCI and plot result}
M:=Cum((J>0)*Tw); Ma:=(M-ValueWhen(N+1,J,M))/N;
A:=LastValue((N>5)*5);B:=LastValue((N>10)*10);
D:=LastValue((N>15)*15);F:=LastValue((N>20)*20);
Md:=(Abs(Ma-Tw)+Abs(Ma-ValueWhen(2,J,Tw))+
Abs(Ma-ValueWhen(3,J,Tw))+(N>3)*Abs(Ma-ValueWhen(4,J,Tw))+
(N>4)*Abs(Ma-ValueWhen(5,J,Tw))+(N>5)*Abs(Ma-ValueWhen(A+1,J,Tw))+
(N>6)*Abs(Ma-ValueWhen(A+2,J,Tw))+(N>7)*Abs(Ma-ValueWhen(A+3,J,Tw))+
(N>8)*Abs(Ma-ValueWhen(A+4,J,Tw))+(N>9)*Abs(Ma-ValueWhen(A+5,J,Tw))+
(N>10)*Abs(Ma-ValueWhen(B+1,J,Tw))+(N>11)*Abs(Ma-ValueWhen(B+2,J,Tw))+
(N>12)*Abs(Ma-ValueWhen(B+3,J,Tw))+(N>13)*Abs(Ma-ValueWhen(B+4,J,Tw))+
(N>14)*Abs(Ma-ValueWhen(B+5,J,Tw))+(N>15)*Abs(Ma-ValueWhen(D+1,J,Tw))+
(N>16)*Abs(Ma-ValueWhen(D+2,J,Tw))+(N>17)*Abs(Ma-ValueWhen(D+3,J,Tw))+
(N>18)*Abs(Ma-ValueWhen(D+4,J,Tw))+(N>19)*Abs(Ma-ValueWhen(D+5,J,Tw))+
(N>20)*Abs(Ma-ValueWhen(F+1,J,Tw))+(N>21)*Abs(Ma-ValueWhen(F+2,J,Tw))+
(N>22)*Abs(Ma-ValueWhen(F+3,J,Tw))+(N>23)*Abs(Ma-ValueWhen(F+4,J,Tw))+
(N>24)*Abs(Ma-ValueWhen(F+5,J,Tw)))/N;(Tw-Ma)/(Md*0.015);
==============================
[Non-text portions of this message have been removed]
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