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2:45 replay: shot before the zlr turn is before 15 point difference.
http://screencast.com/t/yqdhNewqJR
2:50 replay: short after the zlr turn is 15 point differnce.
http://screencast.com/t/YvvOFGexvea
now i am trying to use the scan to see what time my alert should have comeout. so i am running the scan @ 5 minutse and using timeframe functions to extrapolate the values.
the findings are rather strange and disconnected to the real market signals in terms of time. . they do not give the signals exactly @ 2:50
TimeFrameSet( inDaily) ;
CCIval=CCI(14);
CCIValYesterday=Ref(CCIVal,-1);
CCIDiff=((CCIval-Ref(CCIval,-1)));
Short_signal=CCIDiff<-15;
TimeFrameRestore();
Filter=Short=TimeFrameExpand(Short_signal,inDaily,expandLast);
CCIVal_Expanded=TimeFrameExpand(CCIval,inDaily,expandLast);
CCIDiff_Expanded=TimeFrameExpand(CCIDiff,inDaily,expandLast);
CCIValYesterday_Expanded=TimeFrameExpand(CCIValYesterday,inDaily,expandLast);
AddColumn(CCIVal_Expanded,"CCIVal_Expanded",1.5);
AddColumn(CCIDiff_Expanded,"CCIDiff_Expanded",1.5);
AddColumn(CCIValYesterday_Expanded,"CCIVal_Expanded",1.5);
ExpandLast giveme
Ticker Trade Date Close
AAPL Short 22/09/2008 15:55 130.83
AAPL Short 23/09/2008 9:30 132.15
AAPL Short 23/09/2008 9:35 132.51
Expandfirst give me
Ticker Trade Date Close
AAPL Short 22/09/2008 9:30 139.56
AAPL Short 22/09/2008 9:35 138.92
AAPL Short 22/09/2008 9:40 138.38
AAPL Short 22/09/2008 9:45 138.87
AAPL Short 22/09/2008 9:50 138.011
AAPL Short 22/09/2008 9:55 138.53
AAPL Short 22/09/2008 10:00 138.34
AAPL Short 22/09/2008 10:05 138.41
AAPL Short 22/09/2008 10:10 137.92
AAPL Short 22/09/2008 10:15 137.75
AAPL Short 22/09/2008 10:20 137.79
AAPL Short 22/09/2008 10:25 138.11
AAPL Short 22/09/2008 10:30 138.4
AAPL Short 22/09/2008 10:35 138.1
AAPL Short 22/09/2008 10:40 138.29
AAPL Short 22/09/2008 10:45 138.57
AAPL Short 22/09/2008 10:50 138.7
AAPL Short 22/09/2008 10:55 139.04
AAPL Short 22/09/2008 11:00 138.76
AAPL Short 22/09/2008 11:05 138.47
AAPL Short 22/09/2008 11:10 138.08
AAPL Short 22/09/2008 11:15 138.08
AAPL Short 22/09/2008 11:20 137.55
AAPL Short 22/09/2008 11:25 137.742
AAPL Short 22/09/2008 11:30 136.8
AAPL Short 22/09/2008 11:35 136.95
AAPL Short 22/09/2008 11:40 136.25
AAPL Short 22/09/2008 11:45 136.28
AAPL Short 22/09/2008 11:50 136.2301
AAPL Short 22/09/2008 11:55 136.56
AAPL Short 22/09/2008 12:00 136.33
AAPL Short 22/09/2008 12:05 136.59
AAPL Short 22/09/2008 12:10 136.57
AAPL Short 22/09/2008 12:15 136.83
AAPL Short 22/09/2008 12:20 136.99
AAPL Short 22/09/2008 12:25 137.13
AAPL Short 22/09/2008 12:30 137.13
AAPL Short 22/09/2008 12:35 137.15
AAPL Short 22/09/2008 12:40 136.95
AAPL Short 22/09/2008 12:45 136.81
AAPL Short 22/09/2008 12:50 136.964
AAPL Short 22/09/2008 12:55 136.66
AAPL Short 22/09/2008 13:00 136.49
AAPL Short 22/09/2008 13:05 136.65
AAPL Short 22/09/2008 13:10 136.31
AAPL Short 22/09/2008 13:15 135.78
AAPL Short 22/09/2008 13:20 135.7
AAPL Short 22/09/2008 13:25 135.21
AAPL Short 22/09/2008 13:30 135.06
AAPL Short 22/09/2008 13:35 135.01
AAPL Short 22/09/2008 13:40 135.08
AAPL Short 22/09/2008 13:45 135.0862
AAPL Short 22/09/2008 13:50 135.83
AAPL Short 22/09/2008 13:55 135.85
AAPL Short 22/09/2008 14:00 135.45
AAPL Short 22/09/2008 14:05 135.25
AAPL Short 22/09/2008 14:10 135.72
AAPL Short 22/09/2008 14:15 135.42
AAPL Short 22/09/2008 14:20 134.84
AAPL Short 22/09/2008 14:25 134.74
AAPL Short 22/09/2008 14:30 135.13
AAPL Short 22/09/2008 14:35 135.34
AAPL Short 22/09/2008 14:40 134.85
AAPL Short 22/09/2008 14:45 134.85
AAPL Short 22/09/2008 14:50 134.116
AAPL Short 22/09/2008 14:55 133.92
AAPL Short 22/09/2008 15:00 134.09
AAPL Short 22/09/2008 15:05 133.31
AAPL Short 22/09/2008 15:10 133.55
AAPL Short 22/09/2008 15:15 132.67
AAPL Short 22/09/2008 15:20 132.54
AAPL Short 22/09/2008 15:25 132.32
AAPL Short 22/09/2008 15:30 132.56
AAPL Short 22/09/2008 15:35 132.65
AAPL Short 22/09/2008 15:40 132.072
AAPL Short 22/09/2008 15:45 131.876
AAPL Short 22/09/2008 15:50 131.23
AAPL Short 22/09/2008 15:55 130.83
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