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To: Jeff Grover who wrote (3143)	1/19/1998 7:29:00 PM
From: TechTrader42	Respond to of 11149

And -50.51 for the older QP CCI scan. Note the /3: //CCI(13) -- calculate values output="ccicross.lst"; input="portfoli.lst"; daystoload = 250; float cci, B, C, D, E, F, G, H, I, J, K, L, M, N, O, P, Q, R, S, T, U, V, W, X, Y, Z, aa, bb, cc, dd, ee, ff, gg, hh, ii, jj, kk, ll, mm; B :=(high(0)+low(0)+close(0))/3 ; C :=(high(-1)+low(-1)+close(-1))/3 ; D :=(high(-2)+low(-2)+close(-2))/3 ; E :=(high(-3)+low(-3)+close(-3))/3 ; F :=(high(-4)+low(-4)+close(-4))/3 ; G :=(high(-5)+low(-5)+close(-5))/3 ; H :=(high(-6)+low(-6)+close(-6))/3 ; I :=(high(-7)+low(-7)+close(-7))/3 ; J :=(high(-8)+low(-8)+close(-8))/3 ; K :=(high(-9)+low(-9)+close(-9))/3 ; L :=(high(-10)+low(-10)+close(-10))/3 ; M :=(high(-11)+low(-11)+close(-11))/3 ; N :=(high(-12)+low(-12)+close(-12))/3 ; O :=(high(-13)+low(-13)+close(-13))/3 ; P :=(high(-14)+low(-14)+close(-14))/3 ; Q :=(high(-15)+low(-15)+close(-15))/3 ; R :=(high(-16)+low(-16)+close(-16))/3 ; S :=(high(-17)+low(-17)+close(-17))/3 ; T :=(high(-18)+low(-18)+close(-18))/3 ; U :=(high(-19)+low(-19)+close(-19))/3 ; V :=(high(-20)+low(-20)+close(-20))/3 ; W :=(high(-21)+low(-21)+close(-21))/3 ; X :=(high(-22)+low(-22)+close(-22))/3 ; Y :=(high(-23)+low(-23)+close(-23))/3 ; Z :=(high(-24)+low(-24)+close(-24))/3 ; aa :=(B+C+D+E+F+G+H+I+J+K+L+M+N)/13 ; bb :=(C+D+E+F+G+H+I+J+K+L+M+N+O)/13 ; cc :=(D+E+F+G+H+I+J+K+L+M+N+O+P)/13 ; dd :=(E+F+G+H+I+J+K+L+M+N+O+P+Q)/13 ; ee :=(F+G+H+I+J+K+L+M+N+O+P+Q+R)/13 ; ff :=(G+H+I+J+K+L+M+N+O+P+Q+R+S)/13 ; gg :=(H+I+J+K+L+M+N+O+P+Q+R+S+T)/13 ; hh :=(I+J+K+L+M+N+O+P+Q+R+S+T+U)/13 ; ii :=(J+K+L+M+N+O+P+Q+R+S+T+U+V)/13 ; jj :=(K+L+M+N+O+P+Q+R+S+T+U+V+W)/13 ; kk :=(L+M+N+O+P+Q+R+S+T+U+V+W+X)/13 ; ll :=(M+N+O+P+Q+R+S+T+U+V+W+X+Y)/13 ; mm :=(N+O+P+Q+R+S+T+U+V+W+X+Y+Z)/13 ; cci := (B-aa)/(0.015(abs(B-aa)+abs(C-bb)+abs(D-cc)+abs(E-dd)+abs(F-ee)+abs(G-ff)+abs(H-gg)+abs(I-hh)+abs(J-ii)+abs(K-jj)+abs(L-kk)+abs(M-ll)+abs(N-mm))/13+.00001); //if //(B-R)/(0.015(abs(B-R)+abs(C-S)+abs(D-T)+abs(E-U)+abs(F-V)+abs(G-W)+abs(H-X)+abs(I-Y)+abs(J-Ya)+abs(K-Yb)+abs(L-Yc)+abs(M-Yd)+abs(N-Ye))/13)<-100 then //println symbol,", ",description,", ",close(0); endif; Println Symbol, ": ", cci:8:2;

To: Jeff Grover who wrote (3143)	1/19/1998 7:32:00 PM
From: TechTrader42	Respond to of 11149

Eliot sent this comparison (under "Eliot" are the results from the older CCI scan for QP): Eliot Meta AAP -9.709 -9.690 ACTC 137.082 147.721 ADVH -7.3021 -8.108 AND -270.512 -256.659 BCOM -22.337 -25.012 BYD 184.380 -180.375 CEXP -79.453 -79.757 DFC -74.802 -76.493 EGHT 6.5013 6.325 FPF 111.356 111.356

To: Jeff Grover who wrote (3143)	1/19/1998 8:26:00 PM
From: TechTrader42	Respond to of 11149

The root of the B mystery (I just love a B mystery!) lies not in B, but in aa. I don't mean to say that I'm in need of Alcoholics Anonymous, but that there's something not quite right about aa either (aside from the twelve steps) -- and the mysterious B (not me -- I'm too variable) seems to compensate for it. aa:=aa+((high(days)+low(days)+close(days))/periods)/periods; Note that once again, it would seem to make sense that 3 is missing. I think it should go where the first "periods" is. Then you'd have 3 instead of periods with B, and aa:=aa+((high(days)+low(days)+close(days))/3)/periods. Unfortunately, it's not as simple as that, because the values get thrown off (and no longer match Wow's). Why, though, are the values so close to Wow's with the error? Who knows. I'll continue to work on it. I'm considered a hopeless case here in the mental ward, and the orderlies no longer pester me. I have all the time in the world. Brooke

To: Jeff Grover who wrote (3143)	1/19/1998 8:32:00 PM
From: Richard Estes	Respond to of 11149

those look like the type figures I have seen at times. Replace eyeball with data window.

To: Jeff Grover who wrote (3143)	1/19/1998 8:47:00 PM
From: Bob Jagow	Read Replies (1) \| Respond to of 11149

Jeff, The 7-step algorithm for CCI posted on Equis\A to Z\ uses abs correctly [as per Lambert] and I assume this is used for CCI-STd. No idea where the [incorrect] abs(first - second) version came from. IHMO the main purpose for programming CCI in Q+ is to show the inadequacy (esp. lack of arrays) of its present implementation. :-) Bob

To: Jeff Grover who wrote (3143)	1/19/1998 8:53:00 PM
From: TechTrader42	Read Replies (1) \| Respond to of 11149

Jeff: Mystery solved. I went hog-wild when I substituted "periods" for "3." Here's a fixed version of the CCI variable scan: input="portfoli.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; this is the period for CCI for dday = 0 to -1 step -10 do // -10 gives CCI values for 11 days; change to -1 if you want only today and yesterday's value for CCI B :=(high(dday)+low(dday)+close(dday))/3; aa:=0; for days=dday to dday-(periods-1) step -1 do aa:=aa+((high(days)+low(days)+close(days))/3)/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))/3)/periods; next d; first:=(high(days)+low(days)+close(days))/3; total:=total+abs(first-second); next days; cci:=(B-aa)/(0.015*(total)/periods+.00001); println Symbol, " , ",dday," , ",cci; next dday; //Println Symbol, ": ", cci:8:2;