I know this is getting out of hand, kids -- all these Brobdingnagian
scans -- but here's a slope of CCI scan using the new variable
formula for CCI. So you can get the 3-day slope of CCI with this
scan, with any period for CCI. Values turn out to be basically the
same as those with the slope of CCI scan I posted earlier.
It's a long scan,but for some odd reason, it does run:
//3-day slope of CCI (variable periods)
output="ccislope.lst";
daystoload = 250;
float periods, cci, cciprev, cciprev2, cciprev3, slope, slopeprev, Sxy, Sxyb, Sy, Syb, first, second, total, B, aa;
integer days, dday, d, ia, Sa, Sx, Sxx;
periods:=13; // set to any old number you want; this is the period for CCI
dday := 0;
B :=(high(dday)+low(dday)+close(dday))/periods;
aa:=0;
for days=dday to dday-(periods-1) step -1 do
aa:=aa+((high(days)+low(days)+close(days))/periods)/periods;
next days;
second:=0;
first:=0;
total:=0;
for days=dday to dday-(periods-1) step -1 do
second :=0;
for d = days to days-(periods-1) step -1 do
second := second + ((high(d)+close(d)+low(d))/periods)/periods;
next d;
first:=(high(days)+low(days)+close(days))/periods;
total:=total+abs(first-second);
next days;
cci:=(B-aa)/(0.015*(total)/periods+.00001);
dday := -1;
B :=(high(dday)+low(dday)+close(dday))/periods;
aa:=0;
for days=dday to dday-(periods-1) step -1 do
aa:=aa+((high(days)+low(days)+close(days))/periods)/periods;
next days;
second:=0;
first:=0;
total:=0;
for days=dday to dday-(periods-1) step -1 do
second :=0;
for d = days to days-(periods-1) step -1 do
second := second + ((high(d)+close(d)+low(d))/periods)/periods;
next d;
first:=(high(days)+low(days)+close(days))/periods;
total:=total+abs(first-second);
next days;
cciprev:=(B-aa)/(0.015*(total)/periods+.00001);
dday := -2;
B :=(high(dday)+low(dday)+close(dday))/periods;
aa:=0;
for days=dday to dday-(periods-1) step -1 do
aa:=aa+((high(days)+low(days)+close(days))/periods)/periods;
next days;
second:=0;
first:=0;
total:=0;
for days=dday to dday-(periods-1) step -1 do
second :=0;
for d = days to days-(periods-1) step -1 do
second := second + ((high(d)+close(d)+low(d))/periods)/periods;
next d;
first:=(high(days)+low(days)+close(days))/periods;
total:=total+abs(first-second);
next days;
cciprev2:=(B-aa)/(0.015*(total)/periods+.00001);
dday := -3;
B :=(high(dday)+low(dday)+close(dday))/periods;
aa:=0;
for days=dday to dday-(periods-1) step -1 do
aa:=aa+((high(days)+low(days)+close(days))/periods)/periods;
next days;
second:=0;
first:=0;
total:=0;
for days=dday to dday-(periods-1) step -1 do
second :=0;
for d = days to days-(periods-1) step -1 do
second := second + ((high(d)+close(d)+low(d))/periods)/periods;
next d;
first:=(high(days)+low(days)+close(days))/periods;
total:=total+abs(first-second);
next days;
cciprev3:=(B-aa)/(0.015*(total)/periods+.00001);
Sa := 3;
Sx := 0;
Sxx := 0;
//Sxy := 0;
//Sy := 0;
for ia = 1 - Sa to 0 do
Sx := Sx + ia;
Sy := cci + cciprev + cciprev2;
Syb:= cciprev + cciprev2 + cciprev3;
Sxx := Sxx + ia*ia;
Sxy := (0*cci)+(-1*cciprev)+(-2*cciprev2);
Sxyb := (0*cciprev)+(-1*cciprev2)+(-2*cciprev3);
next ia;
slope := (Sa*Sxy - Sx*Sy)/(Sa*Sxx - Sx*Sx);
slopeprev := (Sa*Sxyb - Sx*Syb)/(Sa*Sxx - Sx*Sx);
println Symbol, " , ", slope, " , ", slopeprev; |
