I don't know of a CCI scan for the older version, To give you an idea
of what's involved, here's the formulation for WOW: (typ() -
mov(typ(),13,s))/(.015*mov(abs( (typ() - mov(typ(),13,s)) ),13,s))
That's not easily formulated in a scan, but here's one way of doing it
in QP2 (thanks to John Sugas):
//cci crossing up through -100
//by John Sugas
output="ccicross.lst";
input="portfoli.lst";
issuetype=common;
exchange nyse,nasdaq,amex;
daystoload = 250;
float cci, cciprev, 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, ZZ, aa, bb, cc, dd, ee, ff, gg, hh, ii, jj, kk, ll, mm, nn;
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 ;
ZZ :=(high(-25)+low(-25)+close(-25))/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 ;
nn :=(O+P+Q+R+S+T+U+V+W+X+Y+Z+ZZ)/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);
cciprev := (C-bb)/(0.015*(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)+abs(O-nn))/13+.00001);
if cci<200 then
Println Symbol, ": ", cci:8:2, ",", cciprev:8:2;
endif; |
