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Strategies & Market Trends : TA-Quotes Plus -- Ignore unavailable to you. Want to Upgrade?

To: TechTrader42 who wrote (3125)	1/19/1998 4:01:00 PM
From: Jeff Grover	Read Replies (4) \| Respond to of 11149

Brooke, I beleive the scan below will solve your dilemma. I've added another for loop that eliminated over 30 lines of code and makes it usable for virtually any period of interest. I also introduced another loop to print out multiple days of CCI values so I could compare results with other sources. Now maybe you (or someone) can help me with two questions: -- Why does this scan work (agree with WOW) when the equation for Typical Price is expressed as "(H + L + C)/periods" although my TA from A to Z book says it should be "(H + L + C)/3"?, and -- Can anyone point me to our prior discussion WRT different CCI calculations (MSwin has two and WoW has a third, none of which appears to be the same)? ... Harold, do you recall it? .... which tread or e-mail list should I read from the begining?<g> //CCI(n) -- calculate CCI(n) for arbitrary n // // *** agrees with WOW although I don't understand why // -- JL Grover, 1-19-98 // input="one.lst"; output="ccivar.lst"; daystoload = 250; float periods, cci, first, second, total, B, aa; integer days,dday,d; periods:=13; // set to any old number you want for dday = -10 to 0 step 1 do 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); println dday," , ",cci; next dday; // Println Symbol, ": ", cci:8:2;