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Pairs Ratio CCI for Amibroker (AFL)

aucn about 16 years ago Amibroker (AFL)

  • Rating:
    3 / 5 (Votes 4)
  • Tags:
    oscillator, amibroker, pairs ratio

Pairs Ratio CCI Indicator enter ticker in Parameters box

Indicator / Formula

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_SECTION_BEGIN("pairs cci");
Ticker= ParamStr("Short ticker", "type in ticker");//short stock

tickersc=Foreign( ticker, "C");//Short stock
tickerso=Foreign( ticker, "O");//Short stock
tickersh=Foreign( ticker, "H");//Short stock
tickersl=Foreign( ticker, "L");//Short stock

/////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////
spreadc=C/(tickersc);
spreado=O/(tickerso);
spreadh=H/(tickersh);
spreadl=L/(tickersl);
////////////////////////////////////////////////////////////////
aaa=(spreado+spreadh+spreadl+spreadc)/4;


CCIi=Param("cci",21,1,100,1);

Color=IIf(CCIa(aaa,14)<=0,4,5);
///////////////////////////////////////////////////////////////////
Plot(0,"",5,5);
Plot(CCIa(aaa,CCIi),"",Color,5);
Plot(CCIa(aaa,CCIi),"",Color,styleHistogram+styleThick);
Plot(CCIa(aaa,55),"",6,5);
_SECTION_END();

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