Re: [amibroker] CCI Test

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

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.
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> Yahoo! Groups Links
> 
> 
> 


Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/