To: Sean W. Smith who wrote (2560 ) 11/29/1997 9:01:00 PM From: TechTrader42 Read Replies (2) | Respond to of 11149
I didn't get an e-mail with an attachment from you yet. My mail may be slow. I have managed to reduce the number of errors in the scan to one: "unexpected n." The "unexpected n" is somewhere near the beginning, though I can't find what's causing it. Here's what I've got so far: output = "ccibill.lst"; exchange nasdaq, nyse, amex; integer i,N; float CCIT, CCIY, DAT, DAY, AT, AY; N:=13; //Number of periods in CCI calculation //Calculate simple MA of typical price for N periods //for Today and Yesterday. AT/AY are running averages. AT:= 0; for i=1 to N-1 step 1 do AT := AT+close(-i)+high(-i)+low(-i); next i; AY:=(close(-N)+high(-N)+low(-N)+AT)/(3*N); //Make sure to calc AY first AT:=(close(0)+high(0)+low(0)+AT)/(3*N); //println "AT":4,AT:8:2,"AY":4, AY:8:2 //Calculate simple MA of absolute value of difference between //current typical price and above AT/AY over N periods DAT:=0; DAY:=0; //Must use dual calc below since subtracted value is different (AT vs AY) for i=0 to N-1 step 1 do DAT:= DAT+abs((close(-i)+high(-i)+low(-i))/3-AT); DAY:= DAY+abs((close(-i-1)+high(-i-1)+low(-i-1))/3-AY); next i; if DAT=0 then DAT:=0.0001; else DAT:=DAT/N; endif; if DAY=0 then DAY:=0.0001; else DAY:=DAY/N; endif; //Println "DAT":4,DAT:8:2,"DAY":4,DAY:8:2 //Calculate CCI for today CCIT and yesterday CCIY CCIT:= ((close(0)+high(0)+low(0))/3 - AT)/(0.015*DAT); CCIY:= ((close(0)+high(0)+low(0))/3 - AY)/(0.015*DAY); //println symbol:8, "Tod CCI":9, CCIT:8:1,"Yes CCI":9, CCIY:12:1 //Now look for crossover with -150 if CCIT>-150 and CCIY<-150 then println symbol:8, "CCI Today":11,CCIT:6:0,"CCI Yesterday":15,CCIY:6:0; endif;