Formula for Grey1's MACCI?

[danjuma]

Anybody knows the formula for calculating Grey1's MACCI please. I am not after the code for TS, just the formula if I wanted to calculate it myself? Thanks

(Hoping to get a response to these. Not much response to straightforward questions here these days!)

 

[piggybridges]

It's basically the average of CCI of length 6 with a smoothing length of 5.

Some platforms let you add a moving average to other indicators by default.
Putting a moving average (5 period) on a CCI (6 period) should do it...?....

 

[danjuma]

It's basically the average of CCI of length 6 with a smoothing length of 5.

Some platforms let you add a moving average to other indicators by default.
Putting a moving average (5 period) on a CCI (6 period) should do it...?....

Thanks for the reply piggybridges. What I am after is a way to calculate in my excel spreadsheet, hence reason I am after the formula. From my research, I found out

CCI = (Typical Price - 20-period SMA of TP) / (.015 x Mean Deviation).

and I can get the formula for SMA and EMA. What I don't know is which of the MA's is used and how to combine this (formula wise) with the CCI to come up with the MACCI?

Thanks

 

[Trader333]

From memory, the MA is simple and not exponential.


Paul

 

[danjuma]

From memory, the MA is simple and not exponential.


Paul

Thanks Paul. I take it you do not know the formula?

Cheers

 

[Trader333]

I used Tradestation and many of the basics were already included.


Paul