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Dave,
Oh well, the formula I have given presented how it is
implemented in AB already
since you were trying incorrect code for MeanDev.
It is easy to modify the code I provided to variable period as
it involves only
replacing range (scalar) with range[ i ] (indexed array
element)
function<FONT
face="Courier New"> MeanDev( array, mean, range ){ result = <FONT
color=#ff00ff>0<FONT
face="Courier New">;
for<FONT
face="Courier New">( i = LastValue( Highest( range ) ) ; i <
BarCount; i++ ) {
result[ i ] = 0<FONT
face="Courier New">;
// the mean is not 'moving'
over the range (outside the loop) <FONT
face="Courier New">tm = mean[ i ]; <FONT
face="Courier New">
<FONT
face="Courier New">for( j = <FONT
color=#ff00ff>0; j < range[ i ]; j++
) {
result[ i ] = result[ i ] + abs<FONT
face="Courier New">( array[ i - j ] - tm );
} <FONT
face="Courier New"> result[ i ] = result[ i ]/range[ i
]; }
return result;}
n = <FONT face="Courier New"
color=#ff00ff>20;
SMATP = <FONT
color=#0000ff>MA(Avg,n);<FONT
color=#008000>//1,2
MD = MeanDev( Avg, SMATP, n );
CCIx = (Avg - SMATP) / (<FONT
face="Courier New">0.015 * MD);<FONT
color=#008000>//5,6,7
Plot<FONT
face="Courier New">(CCIx,<FONT
color=#ff00ff>"CCIx",colorGreen,styleLine);<FONT
color=#0000ff>
Plot(<FONT
color=#0000ff>CCI(n),<FONT
color=#ff00ff>"CCI",colorRed,styleLine);
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Dave Merrill
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, October 12, 2003 2:38
PM
Subject: RE: [amibroker] AFL formula for
CCI
<SPAN
class=324330312-12102003>thanks tomasz, <FONT face="Courier New"
color=#0000ff size=2>but it's still not working
when I pass an array for the CCIx period, which is the end result I'm
looking for. I still get the same error "Error 3. Condition in IF, WHILE, FOR
statements has to be Numeric or Boolean type."
<SPAN
class=324330312-12102003>
<SPAN
class=324330312-12102003>any further ideas?
<SPAN
class=324330312-12102003>
<SPAN
class=324330312-12102003>here my actual code:
<SPAN
class=324330312-12102003>
<SPAN
class=324330312-12102003>==============
<SPAN
class=324330312-12102003>function MeanDev(array, mean, range)
{ result = 0; for(i = range; i < BarCount; i++)
{ result[i] = 0; // the mean is not 'moving' over the
range (outside the loop) tm = mean[i]; for(j =
0; j < range; j++) { result[i] = result[i] +
abs(array[i - j] - tm); } result[i] = result[i]
/ range; } return result;}function CCIx(period)
{ SMATP = MA(Avg, period); MD = MeanDev(Avg, SMATP,
period); result = (Avg - SMATP) / (0.015 * MD); return
result;}
<SPAN
class=324330312-12102003><SPAN
class=324330312-12102003>==============
<SPAN
class=324330312-12102003><SPAN
class=324330312-12102003>
<SPAN
class=324330312-12102003><SPAN
class=324330312-12102003>dave
<SPAN
class=324330312-12102003><SPAN
class=324330312-12102003>
<BLOCKQUOTE
>
The mean deviation in CCI requires that SMATP does NOT
move over the period.
In your
MD = Sum(Abs(SMATP -
avg), period);
SMATP is
moving.
You can not code itwith
SUM or MA. You must use looping for that.
function<FONT
face="Courier New"> MeanDev( array, mean, range ){ result =
0<FONT
face="Courier New">;
for<FONT
face="Courier New">( i = range ; i < BarCount; i++
) { result[ i ] = <FONT
color=#ff00ff>0; <FONT
color=#008000> <FONT face="Courier New"
color=#008000>// the mean is not 'moving' over the range (outside the
loop) tm =
mean[ i ]; <FONT
face="Courier New">
<FONT
face="Courier New">for( j = <FONT
color=#ff00ff>0; j < range; j++
)
{ result[ i ] = result[
i ] + abs( array[
i - j ] - tm );
} <FONT
face="Courier New"> result[ i ] = result[ i
]/range; }
return result;}
n = <FONT face="Courier New"
color=#ff00ff>20;
SMATP = <FONT
color=#0000ff>MA(Avg,n);<FONT
color=#008000>//1,2
MD = MeanDev( Avg, SMATP, n );
CCIx = (Avg - SMATP) / (<FONT
face="Courier New">0.015 * MD);<FONT
color=#008000>//5,6,7
Plot<FONT
face="Courier New">(CCIx,<FONT
color=#ff00ff>"CCIx",colorGreen,styleLine);<FONT
color=#0000ff>
Plot<FONT
face="Courier New">(CCI(n),<FONT
color=#ff00ff>"CCI",colorRed,styleLine);
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Dave Merrill
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, October 12, 2003 7:24
AM
Subject: RE: [amibroker] AFL formula
for CCI
<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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