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trader29
Posted : Friday, August 22, 2014 1:22:20 PM
Registered User
Joined: 9/23/2011
Posts: 25

Hi Bruce

Can i have PCF for CCI 8c.I know CCI is based on simple moving average. Can it be written for exponential average as well.Thanks.Das

 

Bruce_L
Posted : Monday, August 25, 2014 11:55:22 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

One possibility would be to just replace all of the simple moving averages in the formula with exponential moving averages.

(H + L + C - XAVGH8 - XAVGL8 - XAVGC8) * 1600 / 3 / (ABS(H + L + C - XAVGH8 - XAVGL8 - XAVGC8) + ABS(H1 + L1 + C1 - XAVGH8 - XAVGL8 - XAVGC8) + ABS(H2 + L2 + C2 - XAVGH8 - XAVGL8 - XAVGC8) + ABS(H3 + L3 + C3 - XAVGH8 - XAVGL8 - XAVGC8) + ABS(H4 + L4 + C4 - XAVGH8 - XAVGL8 - XAVGC8) + ABS(H5 + L5 + C5 - XAVGH8 - XAVGL8 - XAVGC8) + ABS(H6 + L6 + C6 - XAVGH8 - XAVGL8 - XAVGC8) + ABS(H7 + L7 + C7 - XAVGH8 - XAVGL8 - XAVGC8) + .000001)



-Bruce
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trader29
Posted : Monday, August 25, 2014 4:06:35 PM
Registered User
Joined: 9/23/2011
Posts: 25

Thanks Bruce..

Bruce_L
Posted : Monday, August 25, 2014 4:15:35 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

You're welcome.



-Bruce
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