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Your formula contains an error.
MeanDiv is NOT simple moving average.
See this:
http://finance.groups.yahoo.com/group/amibroker/message/85664
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Boris Kanevsky" <lanbor@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, January 23, 2008 2:24 PM
Subject: [amibroker] CCI Test
> //Hi !
> //I try to calculate CCI indicator, but I receive different result.
> //My calculation :
> Period = 14;
> Price = (H + L + C)/3;
> Av = MA(Price, Period);
> Diff = abs(Price - Av);
> MeanDiv = MA(Diff,Period);
> MyCCI = (Price - Av)/MeanDiv/0.015;
> CCIDiff = MyCCI/CCI(14);//??????
> Plot(CCIDiff,"CCI Diff",colorBlue,styleDashed|styleOwnScale,-2,2);
>
> //What's Wrong ?
> Boris.
>
>
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>
Please note that this group is for discussion between users only.
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SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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