CCI + BOLLINGER’S BANDS

CCI + BOLLINGER'S BANDS

Type : Function, Name : StandardDev

inputs:
Price( numericseries ),
Length( numericsimple ),
DataType( numericsimple ) ; { pass in 1 if you are working with the entire
population, and 2 if you are working with a sample and want the Variance for the
population }

variables:
Divisor( 0 ),
SumSqr( 0 ),
Mean( 0 ) ;

StandardDev = 0 ;
Divisor = Iff( DataType = 1, Length, Length — 1 ) ;
if Divisor > 0 then
begin
Mean = Average( Price, Length ) ;
SumSqr = 0 ;
for Value1 = 0 to Length — 1
begin
SumSqr = SumSqr + Square( Price[Value1] — Mean ) ;
end ;
StandardDev = SquareRoot( SumSqr / Divisor );
end ;

Type : Function, Name : eKamCCI

input:
Price (NumericSeries),
Length(NumericSimple),
Scale (NumericSimple);
var:
Sdv(0);

Sdv = StandardDev( Price, Length, 1 );
if Sdv = 0 then
eKamCCI = eKamCCI[1]
else
eKamCCI = ( (Price — AverageFC( Price, Length )) / Sdv ) / 3 * scale;

 

Type : Indicator, Name : eKam CCI

input:
Price ((h+l+c)/3),
Length (14),
Scale (245),
LineUpper(100),
LineLower(-100);

plot1(eKamCCI(Price,Length,Scale),»eKamCCI»);
plot2(LineUpper,»Upper»);
plot3(LineLower,»Lower»);
plot4(0,»0″);

{ Alert criteria }
if Plot1 crosses over LineLower then
Alert( «CCI crosses over » + NumToStr(LineLower,0) )
else if Plot1 crosses under LineLower then
Alert( «CCI crosses under » + NumToStr(LineLower,0) )
else if Plot1 crosses over LineUpper then
Alert( «CCI crosses over » + NumToStr(LineUpper,0) )
else if Plot1 crosses under LineUpper then
Alert( «CCI crosses under » + NumToStr(LineUpper,0) )
else if Plot1 crosses over 0 then
Alert( «CCI crosses over zero» )
else if Plot1 crosses under 0 then
Alert( «CCI crosses under zero» );

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