Schaff Trend with CCI

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12/14/2018 at 6:12 PM #87131 quote

Loop
Participant

Senior

Indicator found in Tradingview website:

https://www.tradingview.com/script/SYXp2cAq-CCI-Cycle-Modified-Schaff-Trend-Cycle/

Code:

//@version=3

study(title=”CCI Cycle”, shorttitle=”CCI Cycle”, overlay=false)

// ——————————- Inputs ——————————- //
src = input(close, title=”Source”)
length=input(10)
useCurrentRes = input(true, title=”Use Current Chart Resolution?”)
resCustom = input(“240″, title=”Use Different Timeframe? Uncheck Box Above”)

res = useCurrentRes ? period : resCustom

// ——————————- CCI ——————————- //
ma = sma(src, length)
cci = (src – ma) / (0.015 * dev(src, length))
ccis = security(tickerid, res, rma(2*ema(cci, length/2)-ema(cci, length), round(sqrt(length))))

// ——————————- Cycle ——————————- //
ccic(length) =>
factor=input(0.5)
m = ccis
v1 = lowest(m, length)
v2 = highest(m, length) – v1
f1 = 0.0
f1 := (v2 > 0 ? ((m – v1) / v2) * 100 : nz(f1[1]))
pf = 0.0
pf := (na(pf[1]) ? f1 : pf[1] + (factor * (f1 – pf[1])))
v3 = lowest(pf, length)
v4 = highest(pf, length) – v3
f2 = 0.0
f2 := (v4 > 0 ? ((pf – v3) / v4) * 100 : nz(f2[1]))
pff = 0.0
pff := (na(pff[1]) ? f2 : pff[1] + (factor * (f2 – pff[1])))
pff

CCIC = security(tickerid, res, ccic(length))

// ——————————- Plotting ——————————- //

plot(CCIC,color=red, title=”CCI Cycle”)
ul=plot(25)
ll=plot(75)
fill(ul,ll,color=red)

It should be very similar to Schaff indicator but with earlier signals.

If you go at the abocìve reported web link you can also find how it look like!

Thanks a lot in advance

schaff-trend-cycle-cci.jpg

12/17/2018 at 1:02 PM #87283 quote
Nicolas
Keymaster

Legend
I changed the code found here: Schaff Trend Cycle

to made the calculation with a CCI instead of a MACD, here it is:
```
//input parameters
TCLen = 10

Once Factor = 0.5

if barindex>TCLen then
icci = cci[TCLen]
//{1st Stochastic: Calculate Stochastic of a CCI}
Value1 = Lowest[TCLen](icci)
Value2 = Highest[TCLen](icci) - Value1

//{%Fast K of MACD}
if Value2 > 0 then
Frac1 = ((icci - Value1)/Value2) * 100
else
Frac1 = Frac1[1]
endif

//{Smoothed Calculation for % Fast D of CCI}
PF = PF[1] + (Factor * (Frac1 - PF[1]))

//{2nd Stochastic: DCalculate Stochastic of smoothed Percent Fast D, 'PF', above}
Value3 = Lowest[TCLen](PF)
Value4 = Highest[TCLen](PF) - Value3

//{% of Fast K of PF}
if Value4 > 0 then
Frac2 = ((PF - Value3)/Value4) * 100
else
Frac2 = Frac2[1]
endif

//{Smoothed Calculation for %Fast D of PF}
PFF = PFF[1] + (Factor * (Frac2 - PFF[1]))
endif

RETURN PFF, 75 coloured(0,0,255) as "level 75", 25 coloured(0,0,255) as "level 25"
```
Please next time use the correct form and rules, to ask for a code conversion: Ask for a free code conversion

denmar thanked this post

schaff-trend-cycle-cci-1.jpg
12/19/2018 at 7:55 AM #87413 quote

Loop
Participant

Senior

Thanks Nicolas for your valuable help!
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