StockFetcher Forums · Filter Exchange · Detrended CCI Indicator<< >>Post Follow-up
chessrhyme
2 posts
msg #131404
Ignore chessrhyme
modified
9/22/2016 10:42:28 AM

This is the CCI indicator using Hurst's displaced moving average instead of the normal MA. It produces a more range-bound signal as a good oscillator should be.

Fetcher[Chart-display is weekly
Chart-time is 1 year

Set{x1, PP - DMA(20,-10)}
Set{x2, ABS(x1)}
Set{x3, CMA(x2,20)}
Set{x4, x1/x3}
Set{DCCI20, x4/0.015}

Draw DCCI20
Draw CCI(20)

Apply to symlist(SPY,QQQ,DIA)
]



The one thing that is not perfect here is that the DMA used should be from typical price (H/3+L/3+C/3) instead of just close. Unfortunately, SF does not allow the use of customer DMA yet.

StockFetcher Forums · Filter Exchange · Detrended CCI Indicator<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.