glgene 523 posts msg #47631  Ignore glgene 
10/25/2006 9:08:21 AM
In the following filter, what does the 21 stand for?
show stocks where the CCI(14) crossed above CMA(CCI(14),21)
Is there any book available that explains Stockfetcher's programming language?

contrahawk 68 posts msg #47632  Ignore contrahawk 
10/25/2006 9:50:10 AM
glgene,
try http://yepher.com/~yepher/stockfetcher/command.html
Jim

maxreturn 745 posts msg #47640  Ignore maxreturn 
10/25/2006 1:29:18 PM
glgene, click on the "index" link near the top right of this page. Now scroll down to "custom moving average(cma)". There you'll find a full explanation. In your example...CMA(CCI(14),21)....this is simply a 21 period simple moving average of the cci(14).

glgene 523 posts msg #47643  Ignore glgene 
10/25/2006 2:55:48 PM
How can you have a 21day MA of a 14day MA CCI?

maxreturn 745 posts msg #47648  Ignore maxreturn 
10/25/2006 4:21:37 PM
Gene, the "14" in the cci(14) is a 14 period CCI, not a 14 day ma of the CCI. Dude, you should really click on the "index" link or go to the yepher website to thoroughly familiarize yourself with the the syntax of the various indicators. This is foundational before you start trying to write filters! So, to repeat...the CMA(CCI(14),21) is simply a 21 day moving average of the 14 period CCI.

nikoschopen 2,824 posts msg #47649  Ignore nikoschopen 
10/25/2006 4:41:09 PM
Ure question is linguistically challenging for my addlebrain, since I ain't too sure whether it's just another question (as in "okay, now show me how to write a filter for the 21period MA of the 14period of xperiod CCI") or an assertion of shocking disbelief (as in "is it even possible to have such nonsense!").
If it's the former, then try this:
If it's the latter, do note that the fate of humanity doesn't hang in the balance whether such nonsense exists or not.

glgene 523 posts msg #47668  Ignore glgene 
10/26/2006 8:36:17 AM
To Max: I still don't get how you can compute a 21day MA of a 14period CCI. But I'll leave that alone here for now. I'll ask my professor friend at the Univ. of Cincinnati who likes to talk about standard deviation and such!
To Niko: Your filter produces some great results. Thanks.

nikoschopen 2,824 posts msg #47677  Ignore nikoschopen 
10/26/2006 3:09:05 PM
Gene,
Just as you can plot the 20day, 50day, or the 200day moving average of the close, you can also plot the 21day moving average of the 14day CCI. For example, the 14day (or period) CCI is calculated using the numbers from the previous 14 days. When you add another day, it will again be recalculated based on the data of the past 14 days, ad infinitum. Now, the moving average will take these daily CCI plots and average them out by dividing the sum with the number you specified as the parameter. Hence, a 21day moving average will add the last 21 days of the 14day CCI and divide the sum by 21 and plot the number on the graph.
