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Hi Tomasz,
That is a very instructive message.
It shows how to computer the Mean Deviation and has the variable
period CCI. ( something I unsuccessfully looked for last month.
I suggest you put a copy of that message in the AFL library.
Thanks.
Bill
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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@xxx>
> 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.
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