StockFetcher Forums · Filter Exchange · CCI STOCHASTIC << >>Post Follow-up
 tomm1111202 postsmsg #69134- Ignore tomm1111modified 11/9/2008 11:47:09 PMThis filter calculates the CCI Stochastic. As written, it is based on a CCI(14) with a 5 day look back period and 3 day exponential moving average smoothing. Change to fit. Go LONG as the cci_sto crosses above 20 and go SHORT as it crosses below 80. Fetcher[ /*cci_sto*/ set{value,cci(14)} set{clow,value 5 day low} set{chigh,value 5 day high} set{num,value - clow} set{dnom,chigh - clow} set{ccc3,num/dnom} set{cci_calc,ccc3 * 100} set{cci_sto,cema(cci_calc,3)} draw cci_sto draw cci_sto line at 80 draw cci_sto line at 20 show stocks where the close is above 1 and volume is above 100000 and not otcbb add column cci_sto ] chetron2,817 postsmsg #69136- Ignore chetronmodified 11/10/2008 6:52:14 AMTHANX TOMM MAYBE A CCI BILLY ALSO..... Fetcher[ /* TACHIKAWA */ /*cci_billy*/ set{clow,cci(14) 2 day low} set{chigh,cci(14) 2 day high} set{num,CHIGH - cci(14)} set{dnom,chigh - clow} set{ccc3,num/dnom} set{cci_calc,ccc3 * 100} set{cci_BILLYA,cema(cci_calc,3)} set{var1,-1} SET{CCI_BILLY,CCI_BILLYA * var1} draw cci_BILLY draw cci_BILLY line at -80 draw cci_BILLY line at -20 show stocks where the close is above 1 and volume is above 100000 and not otcbb add column cci_BILLY ] chetron2,817 postsmsg #69138- Ignore chetronmodified 11/10/2008 9:14:36 AMmaybe..... Fetcher[ /* TACHIKAWA */ /*cci_billy*/ set{clow2,cci(14) 2 day low} set{chigh2,cci(14) 2 day high} set{num2,CHIGH2 - cci(14)} set{dnom2,chigh2 - clow2} set{ccc32,num2/dnom2} set{cci_calc2,ccc32 * 100} set{cci_BILLYA,cema(cci_calc2,3)} set{var1,-1} SET{CCI_BILLYb,CCI_BILLYA * var1} set{cci_billy,cci_billyb + 100} /* cci_sto */ set{clow,cci(14) 8 day low} set{chigh,cci(14) 8 day high} set{num,cci(14) - clow} set{dnom,chigh - clow} set{ccc3,num/dnom} set{cci_calc,ccc3 * 100} set{cci_sto,cema(cci_calc,3)} draw cci_sto on plot cci_billy draw cci_sto line at 80 draw cci_sto line at 20 show stocks where the close is above 1 and volume is above 100000 and not otcbb add column cci_sto show stocks where the close is above 1 and volume is above 100000 and not otcbb add column cci_BILLY cci_sto above -0 sort column 5 descending ] tomm1111202 postsmsg #69159- Ignore tomm1111modified 11/10/2008 7:17:00 PMWell, perhaps in my haste, I left out the cci part of the original filter. I updated the original post. The filter below includes the billy(2) work that Chetron put together (thanks Chetron!). I increased the cci-sto is based on cci(14) with a look back period of 5 days and then a 3 day exponential average smoothing. The billy(2) also has a a 3 day exponential average smoothing. This increases the lag, but reduces some of the whipsaws. Current you cannot sort by cci_sto column. I believe this is due to a divide by zero issue. I will take a look at this later today. Fetcher[ /*cci_sto*/ set{value,cci(14)} set{clow,value 5 day low} set{chigh,value 5 day high} set{num,value - clow} set{dnom,chigh - clow} set{ccc3,num/dnom} set{cci_calc,ccc3 * 100} set{cci_sto,cema(cci_calc,3)} draw cci_sto draw cci_sto line at 80 draw cci_sto line at 20 /*smoothed_billy(2)*/ set{clow2,low 2 day low} set{chigh2,high 2 day high} set{num2,CHIGH2 - close} set{dnom2,chigh2 - clow2} set{ccc32,num2/dnom2} set{calc2,ccc32 * 100} set{BILLYA,cema(calc2,3)} set{var1,-1} SET{BILLYb,BILLYA * var1} set{sm_billy,billyb + 100} draw sm_billy on plot cci_sto show stocks where the close is above 1 and volume is above 100000 and not otcbb add column cci_sto add column sm_billy ] chetron2,817 postsmsg #69161- Ignore chetron 11/10/2008 9:04:35 PMsorry tomm, i should have paid better attention. updated my filters to be cci indicators also. billy calc should be with cci also. tomm1111202 postsmsg #69163- Ignore tomm1111 11/10/2008 9:29:51 PMYeah right Chetron. I haven't thought of calculating cci using the billy calc. I can't figure out why "nan" shows up in the cci_sto and cci_billy columns. I believe this is what makes them unsortable. I experimented with eliminating any potential divides by zero but still getting the "nan"s. Any idea's. chetron2,817 postsmsg #69164- Ignore chetronmodified 11/10/2008 9:35:01 PMi sorted my last filter by filtering out the nan with "cci_sto above -0" but of course i don't get the nans also you don't need the value variable just put "cci(14)" straight up. chetron2,817 postsmsg #69165- Ignore chetronmodified 11/10/2008 9:46:56 PMand of course.... Fetcher[ /* TACHIKAWA */ /*cci_billy*/ set{clow2,cci(14) 2 day low} set{chigh2,cci(14) 2 day high} set{num2,CHIGH2 - cci(14)} set{dnom2,chigh2 - clow2} set{ccc32,num2/dnom2} set{cci_calc2,ccc32 * 100} set{cci_BILLYA,cema(cci_calc2,3)} set{var1,-1} SET{CCI_BILLYb,CCI_BILLYA * var1} set{cci_billy,cci_billyb + 100} /* cci_sto */ set{clow,cci(14) 8 day low} set{chigh,cci(14) 8 day high} set{num,cci(14) - clow} set{dnom,chigh - clow} set{ccc3,num/dnom} set{cci_calc,ccc3 * 100} set{cci_sto,cema(cci_calc,3)} draw cci_sto on plot cci_billy draw cci_sto line at 80 draw cci_sto line at 20 show stocks where the close is above 1 and volume is above 100000 and not otcbb add column cci_sto show stocks where the close is above 1 and volume is above 100000 and not otcbb add column cci_BILLY cci_sto above -0 rsi(2) below 1 cci_billy below 2 sort column 5 descending ] tomm1111202 postsmsg #69169- Ignore tomm1111 11/11/2008 1:21:23 AMChetron, thx for the help on this and the "nan" removal. It looks good. four5,087 postsmsg #143977- Ignore four 7/1/2018 2:06:44 AMpop
 StockFetcher Forums · Filter Exchange · CCI STOCHASTIC << >>Post Follow-up

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