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I am using TS2k as the platform.
When I use a standard cci on the tick ( price goes + and - )
it works fine.
When I use the jurik ccx it will give me a runtime error. Attempted
to divide by zero.... . I noticed that the function has jrc.ccx.2k =
iff
(md > .00001, diff / MD, 0 ) which is the suggested code.
I have tried .00000000001 and 1. Both still give me errors on the tick.
Function is below.
The ccx is faster than a cci smoothed with the jma.
Can you suggest how to recode this so I do not get the runtime error.
Please email me direct and the group, I am on the digest.
Thanks
Sno
{
============================================================
Function: JRC.CCX
Purpose: similar to classic CCI except that the input series
is first smoothed by JMA
Note: Input parameter LENGTH should be greater than 8.0
Note: Lookback will be 3 TIMES the size of LENGTH
Author: © 1999 Jurik Research ; www.jurikres.com
============================================================
}
inputs : length(numericsimple);
vars : diff(0), available.bars(0), MD(0), k(0), maxDepth(ceiling(3*length));
diff = JRC.JMA.2k( H+L+C, 4, 0 ) - JRC.JMA.2k( H+L+C, length, 0 ) ;
available.bars = iff( currentbar < maxDepth, currentbar, maxDepth ) ;
MD = 0 ;
for k = 0 to available.bars-1 begin
MD = MD + absvalue ( diff[k] ) ;
end ;
MD = MD * 0.015 / available.bars ;
JRC.CCX.2k = iff ( MD > 0.0000000001, diff / MD, 0 ) ;
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