Craig,
Believe you get "issues hitting 8 yr high CCI(21) value in the past
10 days with a closing price 33% less than 8 yr max" by the code
below.
Still not the speediest because has to go all the way back to
confirm that CCI is max.
Will leave TF+ version for another day. -Bob
---
// High CCI21 w/ Price Divergence rediddled by dr j
exchange = nyse, amex, nasdaq;
output = "CCImax.lst";
daystoload = 2000; // 8 years. Note 3000 days (12 years) now available
daysrequired =30;
Integer firstday, i, CCIdate, printflag;
float maxHi, maxCCI;
set CCI = 21;
firstday :=((DaysLoaded-1)*-1);
maxHi := max(0, firstday, cl);
maxCCI := -999;
for i= 0 to -9 step -1 do
if cci(i) > maxCCI then
maxCCI := cci(i); // trust me
CCIdate := i;
endif;
next i;
printflag := 0;
if close(CCIdate) < .66*maxHi then // 1st condition
printflag := 1;
for i = -10 to firstday step -1 do
if cci(i) > maxCCI then // failed 2nd condition
i := firstday;
printflag := 0;
endif;
next i;
endif;
if printflag = 1 then
Println Symbol:-5,",",maxCCI:6:2,",",maxHi:6:2,",",
close(CCIDate):6:2,",",date(CCIDate);
endif; |
