StockFetcher Forums · Filter Exchange · CCI STOCHASTIC<< >>Post Follow-up
tomm1111
198 posts
msg #69134
Ignore tomm1111
modified
11/9/2008 11:47:09 PM

This 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
]



chetron
2,817 posts
msg #69136
Ignore chetron
modified
11/10/2008 6:52:14 AM

THANX 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

]



chetron
2,817 posts
msg #69138
Ignore chetron
modified
11/10/2008 9:14:36 AM

maybe.....

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

]



tomm1111
198 posts
msg #69159
Ignore tomm1111
modified
11/10/2008 7:17:00 PM

Well, 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
]



chetron
2,817 posts
msg #69161
Ignore chetron
11/10/2008 9:04:35 PM

sorry tomm, i should have paid better attention.
updated my filters to be cci indicators also.
billy calc should be with cci also.



tomm1111
198 posts
msg #69163
Ignore tomm1111
11/10/2008 9:29:51 PM

Yeah 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.

chetron
2,817 posts
msg #69164
Ignore chetron
modified
11/10/2008 9:35:01 PM

i 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.


chetron
2,817 posts
msg #69165
Ignore chetron
modified
11/10/2008 9:46:56 PM

and 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

]



tomm1111
198 posts
msg #69169
Ignore tomm1111
11/11/2008 1:21:23 AM

Chetron, thx for the help on this and the "nan" removal. It looks good.

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