kirk123
23 posts
msg #115178
- Ignore kirk123 |
9/1/2013 11:23:37 PM
Hi,
I need help in the CCI indicator. The thing is although there is already a CCI filter ready to be used, I do not want to use the ready made filter since I 'd like to experiment with changing variables within the CCI formula.
Can somebody please help me set up the program for doing the CCI filter from scratch? I'd like to change the constant as an experiment since I think I found a way to make it more accurate.
CCI = (Typical Price - 20-period SMA of TP) / (.015 x Mean Deviation)
Typical Price (TP) = (High + Low + Close)/3
Constant = .015
thanks in advance!
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SAFeTRADE
644 posts
msg #115179
- Ignore SAFeTRADE |
9/2/2013 9:02:05 AM
Here is a little diddy to get you started.
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Kevin_in_GA
4,599 posts
msg #115180
- Ignore Kevin_in_GA |
9/2/2013 9:13:03 AM
I would think that the standard deviation would need to be on the typical price, not the close for this one. Something like this:
but to be honest, the curves are identical in action and crossovers. Not sure if this is any actual improvement over the standard indicator.
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kirk123
23 posts
msg #115184
- Ignore kirk123 |
9/3/2013 7:00:38 AM
thanks a lot guys! much appreciated.
rgds,
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