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A very
nice addition!
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: Tuesday, September 02, 2003 4:28
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
optimizing trades based on a foreign CCI not working as
expectedJayson, Dave,things are simplified now with
the fresh SetForeign() function.ExampleSetForeign( "MSFT" );dm
= CCI(); // dm holds CCI of MSFT regardless of currently selected
symbolRestorePriceArrays();Plot( dm, "CCI of MSFT", colorRed
);Plot( CCI(), "CCI of " + Name(), colorBlue );Dimitris Tsokakis---
In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:> Jayson,> My reply was not thoeretical but
experimental.> I don´t know why. [Tomasz know the internal CCI
script].> The code I provided can do the job, the alternatives with
Foreign> ("^NDX","C") do not solve the situation described by
Dave.> Dimitris Tsokakis> > --- In
amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:> >
Dimitris,> > If CCI averages and you have renamed OHL to foreign
values then why > would> > not simply CCI(14) return the
CCI for that foreign call?> > > > Also does
CCIa(foreign("^NDX","C") assume that the close value is > in fact>
> the average or is it making a calculation on its own to create the
> average?> > > > While the description at TA A_Z
supports your position that an > average of> > C+H+L is
required the AB documentation leads one to believe that a >
single> > value ( "Values other than Close") can be used.> >
> > Regards,> > Jayson> > -----Original
Message-----> > From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxx]>
> Sent: Tuesday, September 02, 2003 2:55 AM> > To:
amibroker@xxxxxxxxxxxxxxx> > Subject: [amibroker] Re: optimizing
trades based on a foreign CCI > not> > working as
expected> > > > > > Dave,> > CCI is an
Avg function.> > Your request should go with> > >
> Plot(CCI(14),"CCI",4,1);> >
C=Foreign("^NDX","C");H=Foreign("^NDX","H");L=Foreign("^NDX","L");> >
Avg=(C+H+L)/3;> > IndexCCI=CCIa(Avg,14);> >
Plot(IndexCCI,"IndexCCI",1,1);> > Buy=Cross(-100,IndexCCI);>
> Sell=Cross(IndexCCI,100);> > > > All buy/sell signals
now will be produced by ^NDX [or any other> > ticker you prefer] CCI
crosses.> > Dimitris Tsokakis> > > > --- In
amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>> >
wrote:> > > can anyone tell me why these two tests give the same
results for> > every index> > > I tried?> >
>> > > both versions go long and short based on a CCI,
optimizing for > best> > returns.> > > version 1
uses the CCI of the issue under test, and version 2 uses> > the
CCI> > > of another index, I thought.> > >>
> > but I get the same results no matter what foreign index I use,>
> including> > > contrarian ones like the VIX you see
below.> > >> > > what am I missing?> >
>> > > thanks,> > >> > > dave>
> >> > >> > > ----------------> > >
VERSION 1> > > ----------------> > > period =
Optimize("period", 2, 1, 100, 1);> > > threshold =
Optimize("threshold", 25, 0, 100, 25);> > >> > > cc =
CCI(period);> > >> > > Buy = Cross(cc,
threshold);> > > Sell = Cross(-threshold, cc);> > >
Short = Sell;> > > Cover = Buy;> > >> >
>> > > ----------------> > > VERSION 2> >
> ----------------> > > period = Optimize("period", 2, 1, 100,
1);> > > threshold = Optimize("threshold", 25, 0, 100, 25);>
> >> > > saveO = O;> > > saveH = H;> >
> saveL = L;> > > saveC = C;> > > saveV =
V;> > > O = Foreign("!VIX", "O");> > > H =
Foreign("!VIX", "H");> > > L = Foreign("!VIX", "L");> >
> C = Foreign("!VIX", "C");> > > V = Foreign("!VIX",
"V");> > > cc = CCI(period);> > > O = saveO;>
> > H = saveH;> > > L = saveL;> > > C =
saveC;> > > V = saveV;> > >> > > Buy =
Cross(cc, threshold);> > > Sell = Cross(-threshold, cc);>
> > Short = Sell;> > > Cover = Buy;> > >
----------------> > >> > >> > > Dave
Merrill> > > > >
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