CCI in Chart with multiplr trading days

[Vailskier]

Greetings:

I'm running the standard CCI study with a 20 bar length in a 1 minute chart that includes multiple days. Unfortunately, the study "looks back" to the bars from the previous day at the beginning of each day, skewing the results. Does someone have any code I could insert into an efs study to force the CCI study to only use intraday data?

Thanks,
Warren

[Vailskier]

Code question

I running the following EFS study:

function preMain() {
setPriceStudy(false);
setStudyTitle("CCI");
setCursorLabelName("CCI", 0);
setDefaultBarFgColor(Color.blue, 0);
setPlotType(PLOTTYPE_LINE,0);
setDefaultBarThickness(1,0);
addBand(100, PS_SOLID, 1, Color.black,"Upper");
addBand(-100, PS_SOLID, 1, Color.black,"Lower");
}

var xPrice = null;
var xAvgPrice = null;

function main(Length){

if(Length==null) Length = 20;

if(xPrice==null) xPrice = close();
if(xAvgPrice==null) xAvgPrice = sma(Length,xPrice);

if(xPrice.getValue(-Length)==null||xAvgPrice.getValue(-Length)==null) return;

var Sum = 0;

for (i=0; i<Length; i++){
Sum += Math.abs(xPrice.getValue(-i)-xAvgPrice.getValue(0));
}

var MeanDevPrice = Sum/Length;
var CCI = (xPrice.getValue(0)-xAvgPrice.getValue(0))/(MeanDevPrice*0.015);

return CCI;
}

Does anyone have any code I can insert that would limit the data used to the current day only in a multiday chart?

Thanks

[ACM]

Re: Code question

Warren
The simplest solution is to use that study and just return null for the first Length x 2 bars [ie the number of bars required to prime the study] of each day. To do this create a global variable which you use to store your counter eg



You then reset the counter on the first bar of each day and increase it by 1 on each subsequent bar.
Then just interrupt the execution of the efs up until you reached the desired counter value [all this logic can be inserted after you initialize the studies]



The result will be the same as restarting the study each day with the added benefit that you do not have to rewrite the entire study [which would otherwise be required]
Alex

Originally posted by Vailskier
I running the following EFS study:

function preMain() {
setPriceStudy(false);
setStudyTitle("CCI");
setCursorLabelName("CCI", 0);
setDefaultBarFgColor(Color.blue, 0);
setPlotType(PLOTTYPE_LINE,0);
setDefaultBarThickness(1,0);
addBand(100, PS_SOLID, 1, Color.black,"Upper");
addBand(-100, PS_SOLID, 1, Color.black,"Lower");
}

var xPrice = null;
var xAvgPrice = null;

function main(Length){

if(Length==null) Length = 20;

if(xPrice==null) xPrice = close();
if(xAvgPrice==null) xAvgPrice = sma(Length,xPrice);

if(xPrice.getValue(-Length)==null||xAvgPrice.getValue(-Length)==null) return;

var Sum = 0;

for (i=0; i<Length; i++){
Sum += Math.abs(xPrice.getValue(-i)-xAvgPrice.getValue(0));
}

var MeanDevPrice = Sum/Length;
var CCI = (xPrice.getValue(0)-xAvgPrice.getValue(0))/(MeanDevPrice*0.015);

return CCI;
}

Does anyone have any code I can insert that would limit the data used to the current day only in a multiday chart?

Thanks