StockFetcher Forums · Filter Exchange · Bollingerized CCI to look for turning points<< >>Post Follow-up
Stiv
6 posts
msg #106348
Ignore Stiv
5/20/2012 3:09:11 PM

I've gotten used to looking at Bollingerized indicators particular Bollinger bands on different periods of CCI. I look for movement and crosses above and below the median line. To me it gives more dimension and flexibility to a standard CCI cross of the zero line.

In particular, I think they can provide a tool to identify candidates that are bottoming and turning around (and the inverse). I have this hardwired in esignal, but SF is great for screening.

I finally figured out how to get this into a filter. The one below provides a user-defined Bolingerized CCI of 10, 25, 50 and 100 periods. Then I've tried to characterize certain relativities of the different CCI's and movement through the median line. Many thanks to the moderator who provided the code for a Bollingerized RSI.

There's a lot more work to do to capture more complex movements through the median line and off of the lower and upper bands. Would appreciate any further ideas on this.


Fetcher[/*FIRST SET THE CCI(10) AS A USER-DEFINED VARIABLE*/
SET{CCI10, CCI(10)}

/*NOW GET THE MA(20) OF THIS VARIABLE*/
SET{CCI10MA20, CMA(CCI10,20)}

/*NOW CALCULATE THE STDEV TO DETERMINE BOLLINGER BANDS*/
SET{CCI10STD20, CSTDDEV(CCI10,20)}
SET{CCI10DIFF, CCI10 - CCI10MA20}
SET{CCI10THRESHOLD, CCI10STD20 * 2}

SET{CCI10UPPERBAND, CCI10MA20 + CCI10THRESHOLD}
SET{CCI10MEDIANBAND,CCI10MA20}
SET{CCI10LOWERBAND, CCI10MA20 - CCI10THRESHOLD}

DRAW CCI10LOWERBAND ON PLOT CCI10
DRAW CCI10MEDIANBAND ON PLOT CCI10
DRAW CCI10UPPERBAND ON PLOT CCI10



/*FIRST SET THE CCI(25) AS A USER-DEFINED VARIABLE*/
SET{CCI25, CCI(25)}

/*NOW GET THE MA(20) OF THIS VARIABLE*/
SET{CCI25MA20, CMA(CCI25,20)}

/*NOW CALCULATE THE STDEV TO DETERMINE BOLLINGER BANDS*/
SET{CCI25STD20, CSTDDEV(CCI25,20)}
SET{CCI25DIFF, CCI25 - CCI25MA20}
SET{CCI25THRESHOLD, CCI25STD20 * 2}

SET{CCI25UPPERBAND, CCI25MA20 + CCI25THRESHOLD}
SET{CCI25MEDIANBAND,CCI25MA20}
SET{CCI25LOWERBAND, CCI25MA20 - CCI25THRESHOLD}

DRAW CCI25LOWERBAND ON PLOT CCI25
DRAW CCI25MEDIANBAND ON PLOT CCI25
DRAW CCI25UPPERBAND ON PLOT CCI25




/*FIRST SET THE CCI(50) AS A USER-DEFINED VARIABLE*/
SET{CCI50, CCI(50)}

/*NOW GET THE MA(20) OF THIS VARIABLE*/
SET{CCI50MA20, CMA(CCI50,20)}

/*NOW CALCULATE THE STDEV TO DETERMINE BOLLINGER BANDS*/
SET{CCI50STD20, CSTDDEV(CCI50,20)}
SET{CCI50DIFF, CCI50 - CCI50MA20}
SET{CCI50THRESHOLD, CCI50STD20 * 2}

SET{CCI50UPPERBAND, CCI50MA20 + CCI50THRESHOLD}
SET{CCI50MEDIANBAND,CCI50MA20}
SET{CCI50LOWERBAND, CCI50MA20 - CCI50THRESHOLD}

DRAW CCI50LOWERBAND ON PLOT CCI50
DRAW CCI50MEDIANBAND ON PLOT CCI50
DRAW CCI50UPPERBAND ON PLOT CCI50



/*FIRST SET THE CCI(100) AS A USER-DEFINED VARIABLE*/
SET{CCI100, CCI(100)}

/*NOW GET THE MA(20) OF THIS VARIABLE*/
SET{CCI100MA20, CMA(CCI100,20)}

/*NOW CALCULATE THE STDEV TO DETERMINE BOLLINGER BANDS*/
SET{CCI100STD20, CSTDDEV(CCI100,20)}
SET{CCI100DIFF, CCI100 - CCI100MA20}
SET{CCI100THRESHOLD, CCI100STD20 * 2}

SET{CCI100UPPERBAND, CCI100MA20 + CCI100THRESHOLD}
SET{CCI100MEDIANBAND,CCI100MA20}
SET{CCI100LOWERBAND, CCI100MA20 - CCI100THRESHOLD}

DRAW CCI100LOWERBAND ON PLOT CCI100
DRAW CCI100MEDIANBAND ON PLOT CCI100
DRAW CCI100UPPERBAND ON PLOT CCI100


show stocks where CCI10 is above CCI10MEDIANBAND and CCI10 is increasing the last 1 days and CCI25 crossed above CCI25MEDIANBAND in the last 2 days and CCI50 is equal to or below CCI50MEDIANBAND and CCI100 is below CCI100MEDIANBAND and not otcbb
]





StockFetcher Forums · Filter Exchange · Bollingerized CCI to look for turning points<< >>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 2016 - 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