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Dalengo, your and Wayne's CCI modifications are both great.
Wayne's is just what I was looking for in the feature that it really does
oscillate between zero and 100, so I can make interact it with RSI..
Your's has a fabulous feature in that the smoothest of the red lines
VISUALLY looks to be a lot smoother than the more active of the red lines.
Personally, for my use, I really need the zero to 100 range that RSI has, so
if it would not be a that difficult, I would appreciate it if you could
further modify yours to have a zero to 100 range. It would then be a great
complement to Wayne's zero to 100 version, and the two of yours together
quite possibly might show breakouts fairly easily, especially, when combined
with RSI.
Later Ron D
----- Original Message -----
From: "dalengo" <dalengo@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, July 12, 2006 2:08 AM
Subject: [amibroker] rbCCI =[0,100]
> //------------8<-------------------------------------------------
> _SECTION_BEGIN("CCI");
>
> periods = Param( "Periods", 14, 2, 200, 1 );
> scaleCCI = StDev(CCI(periods) , 3 * periods); //scale CCI swing
> rbCCI = 0.5 * ( 1 + tanh ( CCI(periods) / scaleCCI ) );
> rbCCI = 100 * rbCCI; // CCI bound to [0,1]
>
> //Plot( CCI( periods ), _DEFAULT_NAME(), ParamColor( "Color",
> colorCycle ), ParamStyle("Style") );
> Plot( rbCCI, "rbCCI", ParamColor( "Color", colorCycle ), ParamStyle
> ("Style") );
>
> _SECTION_END();
> /* Since CCI swings fast beyond an interval [-1,1], tanh of CCI
> would always be very close to its limiting values 1 and -1. To get a
> nicer graph, one may normalize the swings. Here I have used a
> normalization to StDev over 3*periods, just for illustration.
> The result is bound to [0,100] interval.
> cheers-- */
> //------------8<-------------------------------------------------
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ricko8294_98" <ricko@xxx> wrote:
>>
>> When I plot your code I get only 2 values - either plus 100 or
> minus
>> 100
>>
>> Rick
>> --- In amibroker@xxxxxxxxxxxxxxx, "dalengo" <dalengo@> wrote:
>> >
>> > rangeboundCCI = 100 * tanh( CCI(period ))
>> >
>> > as I was suggesting here many moons ago.
>> > cheers--
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, "mrdavis9" <mrdavis9@> wrote:
>> > >
>> > > I would like to have a CCI(50) , and also a CCI(100) that
> ranges
>> > from Zero to 100, in lieu of the typical CCI range of negative
> 100
>> to
>> > positive 100.
>> > >
>> > > This formula balow comes from Investor/RT Tour
>> > >
>> > > ====================
>> > > TP = (HI + LO + CL) / 3
>> > > TP stands for Typical Price
>> > >
>> > > MATP = MA(TP, n)
>> > > n = CCI Period
>> > > MATP stands for Moving Average (Simple) of Typical Price
>> > >
>> > > where n = CCI Period
>> > > MDTP stands for Mean Deviation of Typical Price
>> > >
>> > > CCI = (TP - MATP) / (MDTP * 0.015)
>> > > =====================================
>> > > I bet that Dingo knows how to change this formula so that it
>> will
>> > oscillate between zero and 100.
>> > >
>> > > Later Ron D.
>> > >
>> >
>>
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