StockFetcher Forums · General Discussion · CCI smoothed with MA(3)<< >>Post Follow-up
mktmole
325 posts
msg #34572
Ignore mktmole
12/28/2004 9:07:00 PM


[Today's CCI(14) value - the lowest CCI(14) value within the past 5 days] / [highest CCI(14) value within the past 5 days - lowest CCI(14) value over the past 5 days] * 100. The result is then smoothed by dividing by a MA(3)

Thanks for any formula ideas and input


cegis
235 posts
msg #34587
Ignore cegis
12/29/2004 1:54:10 PM

mktmole,

You pretty much have the filter, all you have to do is "translate it" to what StockFetcher can understand. Look at the set{} command and CMA() function. Give it a shot, and if you run into problems, post what you have and the issue...

HTH,

C


mktmole
325 posts
msg #34632
Ignore mktmole
12/31/2004 2:40:05 PM

I 'believe' that the formula is Ok up until the 3 period simple custom MA and then things run a-muck.
Thanks for any/your help Cegis;

set{A, today CCI(14) value today}
set{B, low CCI(14) 5 day low}
set{C, high CCI(14) 5 day high}
set{range1, A - B}
set{range2, C - B}
set{result, range1 / range2 }
set{result2, result * 100 }
set{CCI-STO, result2 / CMA(3)}
show stocks where CCI-STO is < 20 and increasing for 1 day

Happy New Year to all.



cegis
235 posts
msg #34633
Ignore cegis
12/31/2004 3:26:32 PM

mktmole,

If you look up the description of CMA (either in the new user guide [I assume it's there], in the announcements, or on yepher's page [you'd need to search these forums for the url]), you'll see that you need to tell it WHAT you want the CMA of! E.g., CMA(result2, 3)

Also, I'm not sure if SF will have a problem with using a set{} variable name that contains a hyphen. (This is frequently a limitation in computing languages, so it's not confused with the 'minus' function.) I'd suggest removing it from CCI-STO (maybe using CciSto?).

Also, set{A, CCI(14)} is all you need. The "today __ value today" is not required (and may cause SF grief)...

And lastly, if you enclose your filter within Fetcher [ and ] (no space between fetcher and [), it will become a hot-link that will run the filter for readers of your posts. This is tremendously helpful to people trying to help out...

HTH,

C


mktmole
325 posts
msg #34635
Ignore mktmole
12/31/2004 4:15:06 PM

Many Thanks Cegis for your help/tips, here is the scan;

Fetcher[set{A, CCI(14)}
set{B, low CCI(14) 5 day low}
set{C, high CCI(14) 5 day high}
set{range1, A - B}
set{range2, C - B}
set{result, range1 / range2 }
set{result2, result * 100 }
set{CCISTO, result2 / CMA(result2, 3)}
show stocks where CCISTO is < 20 and increasing for 1 day
]





StockFetcher Forums · General Discussion · CCI smoothed with MA(3)<< >>Post Follow-up

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