Alan,
Maybe Sean can speed shift this one into the 21st century;
something I was fumbling with last night to rig around a
nontoken status based on his Max/Min scan. Don't try running
this if you need results in < 6 hours. But we know Gary will
offer more than token solutions in future program incarnations.
Craig
// High CCI21 w/ Price Divergence
exchange = nyse, amex, nasdaq;
output = "CCImax.lst";
//input="250vol.lst";
// ProcessMS = "d:metav\hiCCI\",VMS;
daystoload = 2200;
daysrequired =30;
Integer numdays,i,minDate, maxDate, maxCCIDate;
float maxHi, maxCCI;
numdays:=((DaysLoaded-1)*-1);
set CCI = 21;
maxHi:= max(0, numdays, cl);
maxCCI := 0;
maxCCIDate :=0;
maxDate := 0;
for i=numdays to 0 step 1 do
if cci(i) > maxCCI then
maxCCI := cci(i);
maxCCIDate := i;
//i:=0;
endif;
next i;
for i=numdays to 0 step 1 do
if close(i) >= maxHi then
maxHi := close(i);
maxDate := i;
i:=0;
endif;
next i;
for i=-10 to 0 step 1 do
If CCI(i)>=MaxCCI and
close(MaxCCIDate)< close(maxDate)*.66 then
Println Symbol:-5,",","cl:0",",",close(0):6:2,",","Max",","
,close(maxDate):6:2,",MaxDate,",Date(maxDate),
"," ,"MaxCCI", "," ,CCI(MaxCCIDate):6:2, "," ,"Close"
, "," ,close(MaxCCIDate), "," ,Date(MaxCCIDate);
endif;
next i; |
