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

[Graham <kavemanperth@xxxxxxxxx>]

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@xxxxxxxxxxx> 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/


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

<*> 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/