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I'd appreciate some help in coding the CCI(20) as I wish to customise
the indicator.
I'm using the following description from Incredible Charts but my
efforts are to no avail.
// Calculate Typical Price ("TP") ie. (High + Low + Close) / 3
//Calculate TPMA: a 20-Day simple MA of TP.
// Subtract TPMA from TP
//Divide the result by the following:
//Subtract today's TPMA from TP for each of the last 20 days.
//Sum the absolute values AND divide by 20.
//Multiply the result by 0.015.
// HERE IS MY ATTEMPT
TP=(H+L+C)/3 ; // Calculate Typical Price
TPMA=MA(TP,20) ; // Calculate TPMA: a 20-Day simple MA of TP.
ConditionA=TP-TPMA ; // Subtract TPMA from TP
//Divide the result by the following:
// Subtract TODAY'S TPMA from TP for each of the last 20 days, sum the
absolute values AND divide by 20.
ConditionB=( TP-TPMA + Ref(TP,-1)-TPMA + Ref(TP,-2)-TPMA +
Ref(TP,-3)-TPMA + Ref(TP,-4)-TPMA
+ Ref(TP,-5)-TPMA + Ref(TP,-6)-TPMA + Ref(TP,-7)-TPMA + Ref(TP,-8)-TPMA
+ Ref(TP,-9)-TPMA
+ Ref(TP,-10)-TPMA + Ref(TP,-11)-TPMA + Ref(TP,-12)-TPMA +
Ref(TP,-13)-TPMA + Ref(TP,-14)-TPMA
+ Ref(TP,-15)-TPMA + Ref(TP,-16)-TPMA + Ref(TP,-17)-TPMA +
Ref(TP,-18)-TPMA + Ref(TP,-19)-TPMA )/20 ;
ConditionC=ConditionB*0.015; //Multiply the result by 0.015
Plot(ConditionA/ConditionC,"",4); // The Division and Plot
TIA
Gerard
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