glgene
616 posts
msg #47631
- Ignore glgene |
10/25/2006 9:08:21 AM
In the following filter, what does the 21 stand for?
show stocks where the CCI(14) crossed above CMA(CCI(14),21)
Is there any book available that explains Stockfetcher's programming language?
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contrahawk
68 posts
msg #47632
- Ignore contrahawk |
10/25/2006 9:50:10 AM
glgene,
try http://yepher.com/~yepher/stockfetcher/command.html
Jim
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maxreturn
745 posts
msg #47640
- Ignore maxreturn |
10/25/2006 1:29:18 PM
glgene, click on the "index" link near the top right of this page. Now scroll down to "custom moving average(cma)". There you'll find a full explanation. In your example...CMA(CCI(14),21)....this is simply a 21 period simple moving average of the cci(14).
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glgene
616 posts
msg #47643
- Ignore glgene |
10/25/2006 2:55:48 PM
How can you have a 21-day MA of a 14-day MA CCI?
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maxreturn
745 posts
msg #47648
- Ignore maxreturn |
10/25/2006 4:21:37 PM
Gene, the "14" in the cci(14) is a 14 period CCI, not a 14 day ma of the CCI. Dude, you should really click on the "index" link or go to the yepher website to thoroughly familiarize yourself with the the syntax of the various indicators. This is foundational before you start trying to write filters! So, to repeat...the CMA(CCI(14),21) is simply a 21 day moving average of the 14 period CCI.
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nikoschopen
2,824 posts
msg #47649
- Ignore nikoschopen |
10/25/2006 4:41:09 PM
Ure question is linguistically challenging for my addlebrain, since I ain't too sure whether it's just another question (as in "okay, now show me how to write a filter for the 21-period MA of the 14-period of x-period CCI") or an assertion of shocking disbelief (as in "is it even possible to have such nonsense!").
If it's the former, then try this:
If it's the latter, do note that the fate of humanity doesn't hang in the balance whether such nonsense exists or not.
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glgene
616 posts
msg #47668
- Ignore glgene |
10/26/2006 8:36:17 AM
To Max: I still don't get how you can compute a 21-day MA of a 14-period CCI. But I'll leave that alone here for now. I'll ask my professor friend at the Univ. of Cincinnati who likes to talk about standard deviation and such!
To Niko: Your filter produces some great results. Thanks.
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nikoschopen
2,824 posts
msg #47677
- Ignore nikoschopen |
10/26/2006 3:09:05 PM
Gene,
Just as you can plot the 20-day, 50-day, or the 200-day moving average of the close, you can also plot the 21-day moving average of the 14-day CCI. For example, the 14-day (or period) CCI is calculated using the numbers from the previous 14 days. When you add another day, it will again be recalculated based on the data of the past 14 days, ad infinitum. Now, the moving average will take these daily CCI plots and average them out by dividing the sum with the number you specified as the parameter. Hence, a 21-day moving average will add the last 21 days of the 14-day CCI and divide the sum by 21 and plot the number on the graph.
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