Dalengo, your and Wayne's CCI modifications are both great. Wayne's is just what I was looking for in the feature that it really does oscillate between zero and 100, so I can make interact it with RSI..
Your's has a fabulous feature in that the smoothest of the red lines VISUALLY looks to be a lot smoother than the more active of the red lines. Personally, for my use, I really need the zero to 100 range that RSI has, so if it would not be a that difficult, I would appreciate it if you could further modify yours to have a zero to 100 range. It would then be a great complement to Wayne's zero to 100 version, and the two of yours together quite possibly might show breakouts fairly easily, especially, when combined with RSI. Later Ron D ----- Original Message ----- From: "dalengo" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Wednesday, July 12, 2006 2:08 AM Subject: [amibroker] rbCCI =[0,100] > //------------8<------------------------------------------------- > _SECTION_BEGIN("CCI"); > > periods = Param( "Periods", 14, 2, 200, 1 ); > scaleCCI = StDev(CCI(periods) , 3 * periods); //scale CCI swing > rbCCI = 0.5 * ( 1 + tanh ( CCI(periods) / scaleCCI ) ); > rbCCI = 100 * rbCCI; // CCI bound to [0,1] > > //Plot( CCI( periods ), _DEFAULT_NAME(), ParamColor( "Color", > colorCycle ), ParamStyle("Style") ); > Plot( rbCCI, "rbCCI", ParamColor( "Color", colorCycle ), ParamStyle > ("Style") ); > > _SECTION_END(); > /* Since CCI swings fast beyond an interval [-1,1], tanh of CCI > would always be very close to its limiting values 1 and -1. To get a > nicer graph, one may normalize the swings. Here I have used a > normalization to StDev over 3*periods, just for illustration. > The result is bound to [0,100] interval. > cheers-- */ > //------------8<------------------------------------------------- > > > > --- In [email protected], "ricko8294_98" <[EMAIL PROTECTED]> wrote: >> >> When I plot your code I get only 2 values - either plus 100 or > minus >> 100 >> >> Rick >> --- In [email protected], "dalengo" <dalengo@> wrote: >> > >> > rangeboundCCI = 100 * tanh( CCI(period )) >> > >> > as I was suggesting here many moons ago. >> > cheers-- >> > >> > --- In [email protected], "mrdavis9" <mrdavis9@> wrote: >> > > >> > > I would like to have a CCI(50) , and also a CCI(100) that > ranges >> > from Zero to 100, in lieu of the typical CCI range of negative > 100 >> to >> > positive 100. >> > > >> > > This formula balow comes from Investor/RT Tour >> > > >> > > ==================== >> > > TP = (HI + LO + CL) / 3 >> > > TP stands for Typical Price >> > > >> > > MATP = MA(TP, n) >> > > n = CCI Period >> > > MATP stands for Moving Average (Simple) of Typical Price >> > > >> > > where n = CCI Period >> > > MDTP stands for Mean Deviation of Typical Price >> > > >> > > CCI = (TP - MATP) / (MDTP * 0.015) >> > > ===================================== >> > > I bet that Dingo knows how to change this formula so that it >> will >> > oscillate between zero and 100. >> > > >> > > Later Ron D. >> > > >> > >> > > > > > > > > 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 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. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
