CCI Indicator Code
Author: StkLab
Creation Date: 8/5/2008 6:00 AM
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StkLab

#1
When I code the CCI indicator into my trading system, I get the same chart trace no matter what period I use. Example: CCI.Series (Bars,20) and CCI.Series (Bars,10). What am I doing wrong?
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Eugene

#2
You could, for instance, be modifying the period for a different CCI series rather than plotted... but why speculate? Just post some example code.
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StkLab

#3
Simple Code attached. I plotted the CCI(20) as a histogram and the CCI (10) as a line so they don't overlap.


CODE:
Please log in to see this code.
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Eugene

#4
That looks like a bug with CCI series to me. Thanks for the heads-up.
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Cone

#5
Corrections were applied to the following Standard indicators have aleady been applied to 5.1:

· AveragePrice
· AveragePriceC
· KeltnerUpper, KeltnerLower
· StochD
· CCI
· FAMA
· LinearRegSlope
· FIRSeries
· MomentumPct (MomentumPctSeries was not affected)
· VHF

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Cone

#6
But you're right!
CCI still requires a correction for its description so that it doesn't keep returning the first CCI created.
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Eugene

#7
A fix for CCI is coming in WLP/WLD 5.1.