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To: Bob Jagow who wrote (9577)5/30/1999 7:04:00 PM
From: Michael Watkins  Read Replies (1) | Respond to of 11149
 
Bob,

Thanks for the test data, that helped. WOW's built in CCI for 14 periods reports 92.164. From prior checking on WOW's formula I know it is (H+L+C)/3 being used for 'typical' price.

I assumed then that QP and MS Std were using (O+H+L+C)/4, but the numbers I get do not jive. Using the formula:

((Open + H+L+C)/4) - mov((Open + h+l+c)/4,Pers,s) )/(.015*mov(abs( ((Open + H+L+C)/4) - mov((Open + h+l+c)/4,Pers,s) ),Pers,s))

for 14 periods on INTC I get 97.348.

Any thoughts?



To: Bob Jagow who wrote (9577)5/30/1999 7:33:00 PM
From: Michael Watkins  Respond to of 11149
 
>> The standard formula should be at Equis or Aspen

PS, could you post a link to the Aspen site? Thanks!