Woodies CCI trading system

[rajputz]

Please provide the afl kksekar....how would we test it widout afl...

 

[kkeskar92]

Please provide the afl kksekar....how would we test it widout afl...

Hi
I have posted the one mt4 indicator that I have.
Refer to gansekar's post for afl..its coded by karthikmarar.

 

[edmais]

I saw this template with your system I'm a Trader from Brazil , i use Ninja Trader can you explain about those arrow , can you send some stuff , i will apreciate that.

Regards

 

[rajputz]

Adaptive CCI AFL...the one i found

check it

// KCCI - Adaptive CCI by Karthimarar
// Details at website www.tatechnics.in
_SECTION_BEGIN("Dominant Period");

SetBarsRequired( 1000, 1000);
prc = ( High + Low ) / 2;
Cyclepart = 0.7 ;
Smooth[0] = Detrender[0] = I1[0] = Q1[0] = jI[0] = jQ[0] = I2[0] = Q2[0] = Re[0] = Im[0] = Period[0] = SmoothPeriod[0] = 0;
for ( i = 6; i < BarCount; i++ )
{
Smooth = ( 4 * prc + 3 * prc[i-1] + 2 * prc[i-2] + prc[i-3] ) / 10;
AmpCorr = 0.075 * Period[i-1] + 0.54;
Detrender = ( 0.0962 * Smooth + 0.5769 * Smooth[i-2] - 0.5769 * Smooth[i-4] - 0.0962 * Smooth[i-6] ) * AmpCorr;
Q1 = ( 0.0962 * Detrender + 0.5769 * Detrender[i-2] - 0.5769 * Detrender[i-4] - 0.0962 * Detrender[i-6] ) * AmpCorr;
I1 = Detrender[i-3];
jI = ( 0.0962 * I1 + 0.5769 * I1[i-2] - 0.5769 * I1[i-4] - 0.0962 * I1[i-6] ) * AmpCorr;
jQ = ( 0.0962 * Q1 + 0.5769 * Q1[i-2] - 0.5769 * Q1[i-4] - 0.0962 * Q1[i-6] ) * AmpCorr;
I2 = I1 - jQ;
Q2 = Q1 + jI;
I2 = 0.2 * I2 + 0.8 * I2[i-1];
Q2 = 0.2 * Q2 + 0.8 * Q2[i-1];
Re = I2 * I2[i-1] + Q2 * Q2[i-1];
Im = I2 * Q2[i-1] - Q2 * I2[i-1];
Re = 0.2 * Re + 0.8 * Re[i-1];
Im = 0.2 * Im + 0.8 * Im[i-1];
if ( Im != 0 AND Re != 0 )
Period = 360 / atan( Im / Re );
if ( Period > 1.5 * Period[i-1] ) Period = 1.5 * Period[i-1];
if ( Period < 0.67 * Period[i-1] ) Period = 0.67 * Period[i-1];
if ( Period < 6 )
Period = 6;
if ( Period > 50 )
Period = 50;
Period = 0.2 * Period + 0.8 * Period[i-1];
SmoothPeriod = 0.33 * Period + 0.67 * SmoothPeriod[i-1];
}
_SECTION_END();

_SECTION_BEGIN("Variable period CCI");
function MeanDev( array, mean, range )
{
result = 0;

for( i = LastValue( range ) ; i < BarCount; i++ )
{
result[ i ] = 0;
// the mean is not 'moving' over the range (outside the loop)
tm = mean[ i ];
for( j = 0; j < range[ i ] AND ( i - j ) >= 0 AND ( i - j ) < BarCount; j++ )
{
result[ i ] = result[ i ] + abs( array[ i - j ] - tm );
}

result[ i ] = result[ i ]/range[ i ];
}

return result;
}

function VarCCI( array, period )
{

SMATP = MA(array,period );//1,2

MD = MeanDev( array, SMATP, period );

KCCI = (Avg - SMATP) / (0.015 * MD);

return KCCI;

}
sp=int(SmoothPeriod*Cyclepart);
lcol = IIf( VarCCI(Avg, Sp) > Ref( VarCCI(Avg, Sp), -1 ), IIf( VarCCI(Avg, Sp) > 0, 27, 27 ), IIf( VarCCI(Avg, Sp) > 0, 32,32 ) );// 27 43 11 32
//mcol =IIf(VarCCI(Avg, Sp)>0,colorGreen,colorRed);
Plot(VarCCI(Avg, Sp),"KCCI",lcol,2|styleThick);
Plot(VarCCI(Avg, Sp),"",lcol,1|styleThick);

 

[edmais]

Thanks for the formula , now i have another problem my candles in Amibroaker are totally flat looks like a line , can you help me i download today and i will use tomorrow morning now is 11 pm in Brazil , send some feedback if is possible , thank you very much.

Eduardo

 

[Pralhad]

Mitten Ghost and HTLB on Nifty Future Daily TF.

Created Credit Call Spread

Shot - 5300 Call @ 86.45
Long - 5400 Call @ 41.35

Credit Point = 44.50

 

[rajputz]

Thanks for the formula , now i have another problem my candles in Amibroaker are totally flat looks like a line , can you help me i download today and i will use tomorrow morning now is 11 pm in Brazil , send some feedback if is possible , thank you very much.

Eduardo

Put the price and cci afl in different panels...

 

[simple_trader]

Mitten Ghost and HTLB on Nifty Future Daily TF.

Created Credit Call Spread

Shot - 5300 Call @ 86.45
Long - 5400 Call @ 41.35

Credit Point = 44.50

[/URL]

Reversal in call OI today. I mean OI added more in 5300-5400 calls today than 5200-5300 PUT. it supports AW10's bear spread, Credit Call Spread good/

 

[kkeskar92]

Yes...it seems that Nifty will test 5180-5200 ahead of Q4 earnings and then resume its uptrend. Dow and Europe started falling after Bernanke's remarks about poor job growth and challenging situation along with resurfacing of Greece problem. Today there was no appreciable demand for Nifty at 5300.

 

[kkeskar92]

Nifty opened up after US markets closed up yesterday and Asia was also trading higher.

Nifty was hovering around 5340 when there was a ZLR for short side which I did not take since the sidewinder was red.
The ZLR turned to Famir on next bar which I did take at 5345.
CCI went above +200 and came back and crossed 100 line at 5370 when I closed the trade. Total points gained 25.

ZLR pic

Famir pattern

Exit pic