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Gene and Paul
The formula for this indicator, and many others, is available at the
Metastock home site (www.equis.com). Also they have some explorers for MS as
well.
Max
At 07:16 AM 3/09/97 -0700, Paul Ponzelli wrote:
>Gene:
>
>According to the MetaStock 4.0 User's manual, details on the contents and
>interpretation of the CCI can be found in the October 1980 issue of
>Commodities (now known as Futures) Magazine. The article was written by
>Donald Lambert.
>
>For what this is worth, that manual also describes the CCI as follows:
>
>"The Commodity Channel Index (CCI) is calculated by first determining the
>difference between the mean price of a commodity and the average of the
>means over the time period chosen. This difference is then compared to the
>average difference over the time period (this factors in the commodity's
>own inherent volatility). The result is then multiplied by a constant that
>is designed to adjust the CCI so that it fits into a "normal" trading range
>of +/-100."
>
>Paul
>
>----------
>> From: Gene K. Frydel <Gene.Frydel@xxxxxxx>
>> To: realtraders@xxxxxxxxxxxxxx
>> Subject: GEN - Formula for CCI
>> Date: Tuesday, September 02, 1997 11:55 AM
>>
>> Fellow Traders,
>>
>> Could someone be kind enough to post the formula for calculating
>> the Commodity Channel Index, or let me know where I can find it...
>>
>> Thanks,
>>
>> Gene
>>
>> gene.frydel@xxxxxxx
>>
>
>
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