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[amibroker] Equity / PositionSize calculation



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Hi Rama,

The "Amibroker CCI", and those that I attached
work fine and are the same as Woodie CCI.
So far as I understand it...
If you see small differences with other charts with the CCI,  
it is due to the data feed provider and not to the code. 

The second formula has only the CCI 14, CCI 6
(TCCI) is not included.

Rgs,

Janco



--- In amibroker@xxxxxxxxxxxxxxx, "ram_frca" <ramfrca@xxxx> wrote:
> Hi Janco,
> 
> Many thanks for your reply. I read the description of CCI function 
at 
> the AB website. As I understood it, the CCI function in AB 
calculates 
> the price based on closing price (CLOSE) and the other function 
CCIa 
> uses H+L+C/3 (average of High, Low, and Close price values). 
Woodie 
> uses CCI that is based on H+L+C/3. In order to be consistent I 
want 
> to use H+L+C/3. I will be grateful if you can tell me how to 
modify 
> the code you have described to:
> 
> 1) plot the CCI based on H+L+C/3
> 
> 2) eliminate the Turbo CCI (i.e. the 6 period CCI)
> 
> Can you also tell me if the CCI and CCIa function in AB use the 
0.015 
> factor in their calculation to "normalise" the CCI?
> 
> Many thanks in advance.
> 
> Sincerely,
> 
> Rama.   
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "janco0202" <janco0202@xxxx> 
wrote:
> > Hi,
> > 
> > Here you have two versions of ther Woodie CCI:
> > 
> > ***********************************************
> > 
> > Plot(CCI(6),"CCI 14-6",colorDarkYellow,styleLine);
> > Plot(CCI(14),"",colorRed,styleLine|styleThick);
> > Plot(CCI(14),"",colorBlack,styleHistogram|styleThick);
> > Plot(200,"My line",colorOrange);
> > Plot(-200,"My line",colorOrange);
> > Plot(100,"My line",colorOrange);
> > Plot(-100,"My line",colorOrange);
> > Plot(150,"My line",colorBlack);
> > Plot(-150,"My line",colorBlack);
> > Plot(50,"My line",colorBlack);
> > Plot(-50,"My line",colorBlack);
> > Plot(0,"My line",colorYellow);
> > 
> > ***********************************************
> > 
> > /*red bars : downtrend
> > **green bars: uptrend 
> > **blue bars : trading-range
> > */ 
> > T = 14;
> > Title = "301-4  " + Name () + "   "  + FullName() + "  " 
> > + "CCI" + " 14  " + "periods:" + WriteVal(T);
> > MaxGraph = 5;
> > Graph2 = CCI (T);
> > 
> > Uptrend = 100;  Downtrend =  -100; 
> > 
> > Graph2BarColor = IIf (Graph2 > uptrend, 5, 
> > IIf (Graph2 < downtrend,4,6));
> > 
> > Graph4 = Graph2;
> > Graph4Style = 4;
> > 
> > Buy = Cross (Graph2, 0) AND (Ref (Graph2,-1) < 0) AND (Ref 
(Graph2,-
> > 2) < 0)AND
> > (Ref (Graph2,-3) < 0) AND (LLV (RSI(9),10) < 30) AND Cross (RSI 
> > (9),50);
> > 
> > Plot(200,"My line",colorOrange);
> > Plot(-200,"My line",colorOrange);
> > Plot(100,"My line",colorOrange);
> > Plot(-100,"My line",colorOrange);
> > Plot(0,"My line",colorBlack); 
> > 
> > ***********************************************
> > 
> > I think I taked both formulas from Amibroker support pages....
> > I don't remember.....
> > You can change the parameters, for example, 
> > CCI 20 for swing trading, etc.
> > CCI 20 works well for 1 hs and 4 hs time frame.
> > CCI 14 works well for 5, 10, 15 min. time frame.
> > 
> > Rgs,
> > 
> > Janco
> > 
> > 
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "ram_frca" <ramfrca@xxxx> 
wrote:
> > > Hi,
> > > 
> > > I am new to this group. I am considering the purchase of 
> AmiBroker 
> > > (AB) realtime version with Interactive Broker plug-in. I will 
be 
> > > grateful if I can get answers from AmiBroker developer and 
users 
> > for 
> > > the following questions:
> > > 
> > > 1) Are there any AB users out there who are successfully using 
AB 
> > > with IB plug-in for trading Woodie's CCI system? Is the 
> > combination 
> > > stable? 
> > > 
> > > 2) Is CCI in AB calculated according to the original author's 
> > (Donald 
> > > Lambert)description (as it was reprinted in Technical Analysis 
of 
> > > Stocks and Commodities magazine)?
> > > 
> > > I will be grateful for any additional comments and suggestions 
on 
> > > other aspect of AB's use in intraday trading also.
> > > 
> > > Thanks to all of you in advance.
> > > 
> > > Sincerely,
> > > 
> > > Rama.



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