|
PureBytes Links
Trading Reference Links
|
Hi,
As an exercise to get used to Amibroker's AFL language, I thought I
would take a description of how to calculated a CCI(20) and code it
up myself to compare against Amibroker's built-in CCI() indicator.
My results are different than Amibroker's. Could someone please
take the following, place it in an exploration and tweak it to get
it to match Tomasz's CCI?
Thanks!
Steve
P.S. I used the description from stockcharts.com because Tomasz's
description did not mention taking an absolute value in one step and
the mention of taking 0.015 as a multiplier was mentioned twice
which confused me. Here is the stockcharts.com link:
http://www.stockcharts.com/education/IndicatorAnalysis/indic_CCI.html
-------------------------------------------------
Filter = 1; /* all symbols and quotes accepted */
// Calculate the last period's Typical Price
// (TP) = (H+L+C)/3 where H = High, L = Low, AND C = Close.
// In Amibroker, the built-in symbol Avg is the same as TP.
TP = Avg;
// Calculate the 20-period Simple Moving Average of the
// Typical Price (SMATP)
SMATP = MA(TP, 20);
// Calculate the Mean Deviation. First, calculate the absolute value
// of the difference between the last period's SMATP AND the typical
// price for each of the past 20 periods. Add all of these absolute
// values together AND divide by 20 to find the Mean Deviation.
MeanDiff = TP - SMATP;
MD = MA(abs(MeanDiff), 20);
// The final step is to apply the Typical Price (TP), the Simple
// Moving Average of the Typical Price (SMATP), the Mean Deviation
// AND a Constant (.015) to the following formula:
//
// CCI = (Typical Price - SMATP) / (0.015 * Mean Deviation)
//
myCCI = MeanDiff / (0.015 * MD);
AddColumn(High,"High",1.2);
AddColumn(Low,"Low",1.2);
AddColumn(Close,"Close",1.2);
AddColumn(Avg, "TP", 1.2);
AddColumn(SMATP, "SMATP(20)", 1.2);
AddColumn(MeanDiff, "MeanDiff", 1.2);
AddColumn(MyCCI, "MyCCI(20)", 1.2);
AddColumn(CCI(20), "CCI(20)", 1.2);
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Yahoo! Groups Links
To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|