We have lots of problems, David :o)
First, my
---
if ( cci(0) > -150 and cci(-1) < -150 )
or ( cci(0) > -150 and cci(-2) < -150 ) then
---
"catches those plus those that happened to be -150 last week." was pure nonsense; it, of course, catches what Michael's did -- last two weeks.
So throw out the 2nd line -- too much of a bother to snare those that happened to be -150 last week.
----
input="spindex.lst";
output = "ccispindex.lst";
set CCI=13;
weekly;
daystoload=1000; daysrequired=550;
if cci(0) > -150 and cci(-1) < -150 then
println symbol,",",description;
endif;
----
This scan will work fine on daily data, but the SP data [your spindex.lst] is weekly! , so you get !SP-MM.
//weekly gives !SP-E, !SP-NB, and !SP-SL, which is what I think you want -- a 13 period CCI on weekly data.
Bob |
