StochOfCCI.efs
EFSLibrary - Discussion Board
File Name: StochOfCCI.efs
Description:
This study is based on The CCI Stochastic by Barbara Star, PH.D., which appeared in the September 2004 issue of Active Trader Magazine.
Formula Parameters:
- nCCILength - 14
- CCISource - Close - [Close, High, Low, Open, HL/2, HLC/3, OHLC/4]
- Stoch2 %K Length - 5
- Stoch2 %K Smoothing - 3
- Stoch2 %D Length - 3
- Upper Band - 80
- Lower Band - 20
- Band's Color - Black
- Display Bands - True - [True, False]
- Line Thickness - 2
- Line Color - Blue
- Arrow Size - 10
- Display Arrows - True - [True, False]
Notes:
The related article is copyrighted material. If you are not a subscriber of Active Trader Magazine, please visit www. activetradermag.com.
Download File:
StochOfCCI.efs
EFS Code:
/*****************************************************************
Provided By : eSignal. (c) Copyright 2004
Study: Stochastic of CCI - Barbara Star
*****************************************************************/
function preMain() {
setStudyTitle("Stochastic of CCI");
setCursorLabelName("SoCCI \%K", 0);
setDefaultBarFgColor(Color.blue, 0);
setStudyMax(110);
setStudyMin(-5);
// Study Parameters
var sp1 = new FunctionParameter("nCCILength", FunctionParameter.NUMBER);
sp1.setLowerLimit(1);
sp1.setDefault(14); //Edit this value to set a new default
var sp2 = new FunctionParameter("nCCISource", FunctionParameter.STRING);
sp2.setName("CCISource");
sp2.addOption("Close");
sp2.addOption("High");
sp2.addOption("Low");
sp2.addOption("Open");
sp2.addOption("HL/2");
sp2.addOption("HLC/3");
sp2.addOption("OHLC/4");
sp2.setDefault("Close"); //Edit this value to set a new default
var sp4 = new FunctionParameter("nKlength2", FunctionParameter.NUMBER);
sp4.setName("Stoch2 \%K Length");
sp4.setLowerLimit(1);
sp4.setDefault(5);
var sp5 = new FunctionParameter("nKsmooth2", FunctionParameter.NUMBER);
sp5.setName("Stoch2 \%K Smoothing");
sp5.setLowerLimit(1);
sp5.setDefault(3);
var sp6 = new FunctionParameter("nDlength2", FunctionParameter.NUMBER);
sp6.setName("Stoch2 \%D Length");
sp6.setLowerLimit(1);
sp6.setDefault(3);
// Formula Parameters
var fp1 = new FunctionParameter("nBand1", FunctionParameter.NUMBER);
fp1.setName("Upper Band");
fp1.setDefault(80);
var fp2 = new FunctionParameter("nBand2", FunctionParameter.NUMBER);
fp2.setName("Lower Band");
fp2.setDefault(20);
var fp3 = new FunctionParameter("cBands", FunctionParameter.COLOR);
fp3.setName("Band's Color");
fp3.setDefault(Color.black);
var fp4 = new FunctionParameter("bBands", FunctionParameter.STRING);
fp4.setName("Display Bands");
fp4.addOption("True");
fp4.addOption("False");
fp4.setDefault("True");
var fp5 = new FunctionParameter("nThickness", FunctionParameter.NUMBER);
fp5.setName("Line Thickness");
fp5.setLowerLimit(1);
fp5.setDefault(2);
var fp6 = new FunctionParameter("cLineColor", FunctionParameter.COLOR);
fp6.setName("Line Color");
fp6.setDefault(Color.blue);
var fp7 = new FunctionParameter("nArrowSize", FunctionParameter.NUMBER);
fp7.setName("Arrow Size");
fp7.setLowerLimit(1);
fp7.setDefault(10);
var fp4 = new FunctionParameter("bArrows", FunctionParameter.STRING);
fp4.setName("Display Arrows");
fp4.addOption("True");
fp4.addOption("False");
fp4.setDefault("True");
}
var bEdit = true;
var study = null;
var vCCI = null;
var vK2 = null;
var vK2_1 = null;
var vD2 = null;
var aCCI = null;
var aStochK2 = null;
var cntr = 0;
function main(nCCILength, nCCISource, nKlength2, nKsmooth2, nDlength2,
nBand1, nBand2, cBands, bBands, nThickness, cLineColor, nArrowSize, bArrows) {
var nState = getBarState();
if (bEdit == true) {
addBand(nBand1, PS_SOLID, 1, cBands, "SoS Upper");
addBand(nBand2, PS_SOLID, 1, cBands, "SoS Lower");
setDefaultBarThickness(nThickness);
setDefaultBarFgColor(cLineColor);
if (bBands == "False") {
removeBand("SoS Upper");
removeBand("SoS Lower");
}
if (aCCI == null) aCCI = new Array((Math.round(nKlength2) + Math.round(nKsmooth2) -1));
if (aStochK2 == null) aStochK2 = new Array(Math.round(nDlength2));
bEdit = false;
}
if (nState == BARSTATE_NEWBAR) {
cntr += 1;
if (cntr == 300) cntr = 0;
if (vCCI != null) {
aCCI.pop();
aCCI.unshift(vCCI);
}
if (vK2 != null) {
vK2_1 = vK2;
aStochK2.pop();
aStochK2.unshift(vK2);
}
}
if (study == null) study = new CCIStudy(Math.round(nCCILength), nCCISource);
if (study == null) return;
vCCI = study.getValue(CCIStudy.CCI);
if (vCCI == null) return;
aCCI[0] = vCCI;
if (aCCI[Math.round(nKlength2) - 1] == null) return;
vK2 = StochK2(Math.round(nKlength2), Math.round(nKsmooth2));
if (vK2 == null) return;
aStochK2[0] = vK2;
if (bArrows == "True") {
// Short signal
if (vK2_1 > nBand1 && vK2 < nBand1) {
drawTextRelative(0,vK2+10,"ê",Color.red,null,
Text.BOTTOM|Text.CENTER|Text.BOLD,
"Wingdings",Math.round(nArrowSize),"S"+cntr);
}
// Long signal
if (vK2_1 < nBand2 && vK2 > nBand2) {
drawTextRelative(0,vK2-10,"é",Color.green,null,
Text.TOP|Text.CENTER|Text.BOLD,
"Wingdings",Math.round(nArrowSize),"B"+cntr);
}
}
return vK2;
}
/*********************/
/***** Functions *****/
/*********************/
function StochHH(nInputOffset, nInputLength) {
var nOffset = nInputOffset;
var nLength = nInputLength;
var hh = 0;
var i = 0;
for(i = 0; i < nLength; i++) {
if(i == 0) {
hh = aCCI[i+nOffset];
} else {
hh = Math.max(hh, aCCI[i+nOffset]);
}
}
return hh;
}
function StochLL(nInputOffset, nInputLength) {
var nOffset = nInputOffset;
var nLength = nInputLength;
var ll = 0;
var i = 0;
for(i = 0; i < nLength; i++) {
if(i == 0) {
ll = aCCI[i+nOffset];
} else {
ll = Math.min(ll, aCCI[i+nOffset]);
}
}
return ll;
}
function StochK2(inputLength, inputSmoothing) {
var percentK;
var StochK;
var ll, hh;
var sum = 0;
var i = 0;
var nOffset = 0;
var nDO;
var nLength = inputLength;
var nSmoothing = inputSmoothing;
for(i = 0; i < nSmoothing; i++) {
nDO = i + nOffset;
StochK = aCCI[nDO];
ll = StochLL(nDO, nLength);
if(ll == null) return null;
hh = StochHH(nDO, nLength);
if(hh == null) return null;
percentK = ((StochK - ll) / (hh - ll)) * 100;
sum += percentK;
}
sum /= nSmoothing;
return sum;
}