StockFetcher Forums · Filter Exchange · Detrended CCI Indicator<< >>Post Follow-up
2 posts
msg #131404
Ignore chessrhyme
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

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