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Strategies & Market Trends : Windows on Wall Street

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To: GW Riedeman who wrote (129)2/20/1997 10:27:00 AM
From: Harold Lanier   of 2233
 
Bill,
The purpose of post #111 was to duplicate the "other" CCI that apparently is accepted. See my post #64 for details. MS has two CCI's , I don't know which is which. This formula is the Standard method in GET whereas the WOW CCI is the non-standard. This is the Method used in LiveWire (even though their manual says that they use the method used in WOW's CCI).

By breaking it up into two lines I am able to make it work (not crash).
It is certainly not eliquent but it duplicates what I want for the project. Note: to plot need to use: fml("# CCI",2) where # CCI is the name of the indicator. ( I have asked WOW to include this as a formula which would be the only way that it would be practical because as is it is slow and I am stuck with a 13 period indicator)

1: [non-display] ( abs(ref(typ(),0) - mov(typ(),13,s)) + abs(ref(typ(),-1) - mov(typ(),13,s))+ abs(ref(typ(),-2) - mov(typ(),13,s)) + abs(ref(typ(),-3) - mov(typ(),13,s))+ abs(ref(typ(),-4) - mov(typ(),13,s)) + abs(ref(typ(),-5) - mov(typ(),13,s))+ abs(ref(typ(),-6) - mov(typ(),13,s)) )

line 2: (typ() - mov(typ(),13,s))/(.015*( fml("# CCI",1) + abs(ref(typ(),-7) - mov(typ(),13,s))+ abs(ref(typ(),-8) - mov(typ(),13,s)) + abs(ref(typ(),-9) - mov(typ(),13,s))+ abs(ref(typ(),-10) - mov(typ(),13,s)) + abs(ref(typ(),-11) - mov(typ(),13,s))+ abs(ref(typ(),-12) - mov(typ(),13,s)) )/13)

For anyone interested in this information, the CCI formula in WOW is calculated:

(typ() - mov(typ(),13,s))/(.015*mov(abs( (typ() - mov(typ(),13,s)) ),13,s))(typ() - mov(typ(),13,s))/(.015*mov(abs( (typ() - mov(typ(),13,s)) ),13,s))

Harold
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