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[amibroker] CCI of a foreign stock - TO TOMASZ



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hi Tomasz,

sorry to pull you into this low level stuff, but we have a bit of a mystery
about how CCI is calculated that hopefully you can clear up. I wanted the
CCI of a different stock than the one I'm processing, so I did this:

---------------------
saveO = O;
saveH = H;
saveL = L;
saveC = C;
saveV = V;
ticker = "!NDX";	// or whatever
O = Foreign(ticker, "O");
H = Foreign(ticker, "H");
L = Foreign(ticker, "L");
C = Foreign(ticker, "C");
V = Foreign(ticker, "V");
cc = CCI(period);
O = saveO;
H = saveH;
L = saveL;
C = saveC;
V = saveV;
---------------------

but it doesn't work; the results don't change, no matter what I use for the
foreign ticker. the definitions I've seen of the CCI say it works off
Typical Price, which is (H+L+C)/3. if that's the case, I'd expect swapping
out the high, low and close values with foreign ones to work. how is AB's
CCI calculated that it doesn't.

I've gone to using CCIa instead, but I'm confused as to what's actually
going on here, and what array I should be passing into CCIa to have it work
like the original CCI.

thanks very much,

Dave Merrill


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