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  • CCI question

    Hi I am trying to convert some software that is written in ensign over to esignal. And I've noticed that the CCI indicator used in ensign has major differences. While both share the same look back period capability, ensign has additional parameters, namely Multiplier and average settings. While it could be explained that these are smoothing and multiplier settings and setting both to 1 should have the same results as esignal, this is not the case. Does anyone know the difference? I am gettin 2 different values using the same settings that are similar in the 2 programs. Again ensing has additional settings which I don't know how to handle.
    Any help would be greatly appreciated. I've been told Tradestation also is the same as ensign, but I dont use that.

    thanks

    t

  • #2
    If it helps, attached is an EFS script that duplicates the eSignal CCI calculation. Perhaps by looking at the formula you can determine the difference.

    Chris
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    • #3
      thx

      thx

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