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Dave,
Yes Avg is additional built-in array (described in AmiBroker Reference guide).
I admit that I should mention that CCI uses built-in Avg array internally.
And I have now just added appropriate note to:
http://www.amibroker.com/guide/afl/afl_view.php?id=29
Hope this helps.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Dave Merrill" <dmerrill@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, September 03, 2003 1:24 AM
Subject: RE: [amibroker] optimizing trades based on a foreign CCI not working as expected
> got it, thanks. I didn't know there was a separate Avg array, independant of
> OHLC. none of the examples I remember seeing that saved off the current
> ticker and restored it did anything with it.
>
> it's probably documented though; I confess to not having read all available
> materials covere to cover (:-)
>
> thanks again,
>
> dave
>
> > CCI uses AVERAGE price (Avg) (not close, high, low, etc).
> >
> > One would need to write either:
> >
> > Avg = ( Foreign("!VIX", "H") + Foreign("!VIX", "L") +
> > Foreign("!VIX", "C") ) / 3; // overwrite Avg !!
> > cc = CCI(period);
> >
> > or write:
> >
> > cc = CCIa( ( Foreign("!VIX", "H") + Foreign("!VIX", "L") +
> > Foreign("!VIX", "C") ) / 3, period );
> >
> >
> > Hope this helps.
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
>
>
>
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