Re: CCI Function

["Walter Hooker" <whooker@xxxxxxxxxxxxxx>]

The CCI function is:

{ Commodity Channel Index }

inputs:
 Length( numericsimple ) ;  { will get divide-by-zero error if Length = 0 }

variables:
 Mean( 0 ),
 AvgDev( 0 ),
 Counter( 0 ) ;

Mean = Average( H + L + C, Length ) ; { don't have to divide H+L+C by 3,
cancels out }
AvgDev = 0 ;
for Counter = 0 to Length - 1
 begin
 AvgDev = AvgDev + AbsValue( ( H + L + C )[Counter] - Mean ) ;
 end ;
AvgDev = AvgDev / Length ;

if AvgDev = 0 then
 CCI = 0
else
 CCI = ( H + L + C - Mean ) / ( .015 * AvgDev ) ;


{ ** Copyright (c) 1991-2003 TradeStation Technologies, Inc. All rights
reserved. **
  ** TradeStation reserves the right to modify or overwrite this analysis
technique
     with each release. ** }

Regards, Walter Hooker

----- Original Message ----- 
From: "Joe S" <jes333@xxxxxxxxxxxx>
To: "Omega-List@xxxxxxxxxx" <Omega-List@xxxxxxxxxx>
Sent: Tuesday, March 01, 2005 9:07 AM
Subject: CCI Function


> Could someone please send me the text (not an ELD or ELS) of the CCI
> function included in Tradestation 8?
>
> Thanks.
>
> Joe
>