Dalengo, I did further examination of the values of the smoothest of the red lines with the fastest red line commented out.
By trial and error, I found that 8 periods produced an APPROXIMATE maximum value of 99.5 while I was viewing AAI, which is a highly volatile stock. >>scaleCCI = StDev( CCI(periods) , 8* periods); I never saw any values lower than zero, so this smoothest line is effectively a zero to 100 oscillator when 8 periods are used in your smoothest red line. I hereby withdraw my request that you put any more effort into this zero to 100 CCI request. A huge thanks to you and Wayne for doing this. Later Ron D ========================================================================= ----- Original Message ----- From: "mrdavis9" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Wednesday, July 12, 2006 2:50 AM Subject: Re: [amibroker] rbCCI =[0,100] > 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 > > > > > > > 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/
