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<SPAN
class=806081305-12102003>thanks for jumping in graham.
<SPAN
class=806081305-12102003>
<SPAN
class=806081305-12102003>first, I think AB's Avg is (H+L+C)/3, so we don't need
to calculated it again.
<SPAN
class=806081305-12102003>
<SPAN
class=806081305-12102003>second, I think the problem we're both having is the
mean deviation code. my loop version sums, over 20 days, the absolute
values of the difference between TODAY'S SMATP and the typical price of that
day.
<SPAN
class=806081305-12102003>
<SPAN
class=806081305-12102003>this non-loop version is close, not the results it
gives, but conceptually:
<SPAN
class=806081305-12102003>
<SPAN
class=806081305-12102003> MD = Sum(Abs(SMATP - avg),
period);
<SPAN
class=806081305-12102003>
<SPAN
class=806081305-12102003>what's wrong I think is that for each day being summed,
it uses the SMATP value for that day, same as it uses the avg value for that
day. but as I said above, it needs the avg for each day, but the SMATP value
used should always be from the current day, the one being calculated, not the
value on each of the previous (Period) days.
<SPAN
class=806081305-12102003>
<SPAN
class=806081305-12102003>any more ideas? not just you graham,
but anyone?
<SPAN
class=806081305-12102003>
<SPAN
class=806081305-12102003>dave
<BLOCKQUOTE
>This
isn't an exact match, I tried to check against the description in ABhelp
files but couldn't quite follow it.I am missing something, just not
certain what.TP = (H+L+C)/3;SMATP = MA(TP,20);MD = MA(abs(TP -
SMATP),20);CCIx = (TP - SMATP) / (0.015 *
MD);Plot(CCIx,"CCIx",colorGreen,styleLine);Plot(CCI(20),"CCI",colorRed,styleLine);Cheers,Graham<A
href="">http://groups.msn.com/ASXShareTrading<A
href="">http://groups.msn.com/FMSAustralia
-----Original Message-----From: Dave Merrill
[mailto:dmerrill@xxxxxxx] Sent: Sunday, 12 October 2003 12:22 PMTo:
amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] AFL formula for
CCIre the earlier discussion of using arrays as paremters to
built-inindicators, I need a version of the CCI that can take an array for
itsperiod.here's a description of how the 20-period CCI is
calculated, fromStockCharts.com: 1) Calculate today's Typical
Price (TP) = (H+L+C)/3 where H = high; L =low, and C = close. 2)
Calculate today's 20-day Simple Moving Average of the Typical
Price(SMATP). 3) Calculate today's Mean Deviation. First,
calculate the absolute valueof the difference between today's SMATP and
the typical price for each ofthe past 20 days. Add all of these absolute
values together and divide by 20to find the Mean Deviation. 4)
The final step is to apply the Typical Price (TP), the Simple
MovingAverage of the Typical Price (SMATP), the Mean Deviation and a
Constant(.015) to the following formula:
CCI = (Typical Price - SMATP) / (.015 x Mean Deviation)according to my
tests, this matches the built-in CCI exactly: MD =
0; // MD is Mean Deviation for(i = 0;
i < period; i++) { MD = MD + Abs(SMATP - Ref(avg,
-i)); } MD = MD / period;can anyone see how to do
the same thing with AFL array processing instead ofthe
loop?thanks,daveSend BUG REPORTS to
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