Registered User Joined: 12/27/2013 Posts: 152
|
Please kindly repeat the post on
|
Dienstag, 15. Dezember 2015 14:39:18
|
|
for simple MACDi,j
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
I think it should be the following for (i).
C / i - C / j > Ci / i - Cj / i AND C1 / i - C1 / j > C(i+1) / i - C(j+1) / j AND C2 / i - C2 / j > C(i+2) / i - C(j+2) / j
With all of the > signs change to < signs for (ii).
C / i - C / j < Ci / i - Cj / i AND C1 / i - C1 / j < C(i+1) / i - C(j+1) / j AND C2 / i - C2 / j < C(i+2) / i - C(j+2) / j
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
Please help me check what is wrong here:
(1) The formula: O-((2*AVGC2.1+O)/3) <-0.00086 is giving me alert at a value of 0.0068 using AUS/USD
(2) The formula: O-((2*AVGC2.1+O)/3) <-0.00273 is giving me alert at 0.00005 using GBP/AUD
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
If you think the alerts aren't working correctly, then please contact technical support.
You probably already know this, but note that if you are actually trying to determine if the conditions were met when the alert went off, you will need to add (2 * AVGC2.1 + O) / 3 as a Custom PCF Indicator in the same pane and scale as price as the 3 period simple moving average will change in value after the open.
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
I added O-((2*AVGC2.1+O)/3) to the PCF indicator. Could that be wrong?
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
Using O - (2 * AVGC2.1 + O) / 3 as a Custom PCF Indicator should work too.
When I said you should use (2 * AVGC2.1 + O) / 3 as a Custom PCF Indicator it was mean to be plotted in the price pane like a moving average so you could compare it to the open directly.
But your method should work if you just want to plot the difference between the two.
So you would want to contact technical support if you alerts are triggering at the incorrect points based on your Custom PCF Indicator so they can try to troubleshoot the issue.
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
Please write the following formula for me:
(1) Under what condition will the exponential MACDi,j,k histogram increase?
(2) Under what condition will the simple MACDi,j,k histogram increase?
{3) Under what condition will the exponential MACDi,j,k histogram decrease?
(4) Under what condition will the simple MACDi,j,k histogram decrease?
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
Still calculating, but here is half of it.
(1)
(j-k)*(1-k)*(2*C + (i-1)*XAVGCi.1)/(i+1) + (i-k)*(k-1)*(2*C + (j-1)*XAVGCj.1)/(j+1) + (j-i)*(k-1)*(2*C + (k-1)*XAVGCk.1)/(k+1) > (j-k)*(1-k)*XAVGCi.1 + (i-k)*(k-1)*XAVGCj.1 + (j-i)*(k-1)*XAVGCk.1
(2)
i * (Cj - AVGCk.j) + (i-j) * (AVGCk - C) > j * (Ci - AVGCk.i)
(3)
(j-k)*(1-k)*(2*C + (i-1)*XAVGCi.1)/(i+1) + (i-k)*(k-1)*(2*C + (j-1)*XAVGCj.1)/(j+1) + (j-i)*(k-1)*(2*C + (k-1)*XAVGCk.1)/(k+1) < (j-k)*(1-k)*XAVGCi.1 + (i-k)*(k-1)*XAVGCj.1 + (j-i)*(k-1)*XAVGCk.1
(4)
i * (Cj - AVGCk.j) + (i-j) * (AVGCk - C) < j * (Ci - AVGCk.i)
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
QUOTE (Bruce_L)
I think it should be the following for (i).
C / i - C / j > Ci / i - Cj / i AND C1 / i - C1 / j > C(i+1) / i - C(j+1) / j AND C2 / i - C2 / j > C(i+2) / i - (C(i+2) / j
With all of the > signs change to < signs for (ii).
C / i - C / j < Ci / i - Cj / i AND C1 / i - C1 / j < C(i+1) / i - C(j+1) / j AND C2 / i - C2 / j < C(i+2) / i - (C(i+2) / j
The formulas above are giving the error message "unmatched parentheses at position 101".
Please correct them.
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
Please try the fololowing instead for (i).
C / i - C / j > Ci / i - Cj / i AND C1 / i - C1 / j > C(i+1) / i - C(j+1) / j AND C2 / i - C2 / j > C(i+2) / i - C(j+2) / j
With all of the > signs change to < signs for (ii).
C / i - C / j < Ci / i - Cj / i AND C1 / i - C1 / j < C(i+1) / i - C(j+1) / j AND C2 / i - C2 / j < C(i+2) / i - C(j+2) / j
Note that the something like C(i+1) is meant to be C11 when i = 10, not C(10+1). It is just the only way I could think of to create the notation for a bars ago parameter which would changed based on i and/or j.
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
QUOTE (Bruce_L)
((i-1) * XAVGCi.1 + 2 * O) / (i+1) - ((j-1) * XAVGCj.1 + 2 * O) / (j+1)
Please write the formula for exponential MACDi,j at the open of 1 bar ago.
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
((i-1) * XAVGCi.2 + 2 * O1) / (i+1) - ((j-1) * XAVGCj.2 + 2 * O1) / (j+1)
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
QUOTE (Bruce_L)
This isn't actually a Condition Formula (because i and j were not specified), but I think it would be something like the following for (i).
(j-i) * C + (i+1) * XAVGCj.1 > (j+1) * XAVGCi.1 AND (j-i) * C1 + (i+1) * XAVGCj.2 > (j+1) * XAVGCi.2 AND (j-i) * C2 + (i+1) * XAVGCj.3 > (j+1) * XAVGCi.3
With all of the > signs change to < signs for (ii).
(j-i) * C + (i+1) * XAVGCj.1 < (j+1) * XAVGCi.1 AND (j-i) * C1 + (i+1) * XAVGCj.2 < (j+1) * XAVGCi.2 AND (j-i) * C2 + (i+1) * XAVGCj.3 < (j+1) * XAVGCi.3
Please repeat (i) and( ii) above for exponential MACDi,j,k histogram
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
This isn't actually a Condition Formula (because i and j were not specified), but I think it would be something like the following for (i).
(j-k)*(1-k)*(2*C + (i-1)*XAVGCi.1)/(i+1) + (i-k)*(k-1)*(2*C + (j-1)*XAVGCj.1)/(j+1) + (j-i)*(k-1)*(2*C + (k-1)*XAVGCk.1)/(k+1) > (j-k)*(1-k)*XAVGCi.1 + (i-k)*(k-1)*XAVGCj.1 + (j-i)*(k-1)*XAVGCk.1 AND (j-k)*(1-k)*(2*C1 + (i-1)*XAVGCi.2)/(i+1) + (i-k)*(k-1)*(2*C1 + (j-1)*XAVGCj.2)/(j+1) + (j-i)*(k-1)*(2*C1 + (k-1)*XAVGCk.2)/(k+1) > (j-k)*(1-k)*XAVGCi.2 + (i-k)*(k-1)*XAVGCj.2 + (j-i)*(k-1)*XAVGCk.2 AND (j-k)*(1-k)*(2*C2 + (i-1)*XAVGCi.3)/(i+1) + (i-k)*(k-1)*(2*C2 + (j-1)*XAVGCj.3)/(j+1) + (j-i)*(k-1)*(2*C2 + (k-1)*XAVGCk.3)/(k+1) > (j-k)*(1-k)*XAVGCi.3 + (i-k)*(k-1)*XAVGCj.3 + (j-i)*(k-1)*XAVGCk.3
With all of the > signs change to < signs for (ii).
(j-k)*(1-k)*(2*C + (i-1)*XAVGCi.1)/(i+1) + (i-k)*(k-1)*(2*C + (j-1)*XAVGCj.1)/(j+1) + (j-i)*(k-1)*(2*C + (k-1)*XAVGCk.1)/(k+1) < (j-k)*(1-k)*XAVGCi.1 + (i-k)*(k-1)*XAVGCj.1 + (j-i)*(k-1)*XAVGCk.1 AND (j-k)*(1-k)*(2*C1 + (i-1)*XAVGCi.2)/(i+1) + (i-k)*(k-1)*(2*C1 + (j-1)*XAVGCj.2)/(j+1) + (j-i)*(k-1)*(2*C1 + (k-1)*XAVGCk.2)/(k+1) < (j-k)*(1-k)*XAVGCi.2 + (i-k)*(k-1)*XAVGCj.2 + (j-i)*(k-1)*XAVGCk.2 AND (j-k)*(1-k)*(2*C2 + (i-1)*XAVGCi.3)/(i+1) + (i-k)*(k-1)*(2*C2 + (j-1)*XAVGCj.3)/(j+1) + (j-i)*(k-1)*(2*C2 + (k-1)*XAVGCk.3)/(k+1) < (j-k)*(1-k)*XAVGCi.3 + (i-k)*(k-1)*XAVGCj.3 + (j-i)*(k-1)*XAVGCk.3
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
QUOTE (Bruce_L)
Please try the fololowing instead for (i).
C / i - C / j > Ci / i - Cj / i AND C1 / i - C1 / j > C(i+1) / i - C(j+1) / j AND C2 / i - C2 / j > C(i+2) / i - C(j+2) / j
With all of the > signs change to < signs for (ii).
C / i - C / j < Ci / i - Cj / i AND C1 / i - C1 / j < C(i+1) / i - C(j+1) / j AND C2 / i - C2 / j < C(i+2) / i - C(j+2) / j
Note that the something like C(i+1) is meant to be C11 when i = 12, not C(10+1). It is just the only way I could think of to create the notation for a bars ago parameter which would changed based on i and/or j.
I don't quite understand the underlined statement above:it should have been when i=10. Is't it?
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
Yes, it should have been i = 10, not i = 12.
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
At what price will the exponential macdi,j have a value of m?
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
I think I did this right.
X = ((i+1) * (j+1) * M - (j+1) * (i-1) * XAVGCi.1 + (i+1) * (j-1) * XAVGCj.1) / 2 / (j-i)
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
QUOTE (Bruce_L)
((i-1) * XAVGCi.2 + 2 * O1) / (i+1) - ((j-1) * XAVGCj.2 + 2 * O1) / (j+1)
The formula above gives the error message " Arguement missing near * " Please correct it.
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
Please write the formula for exponential MACD histogram for MACD i,j,k at
(i) current price C
(ii) 1 bar ago
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
The formula given in your Thursday, May 19, 2016 6:24:06 AM ET post does not return any error messages if you substitute the desired periods for i and j.
An Indicator Formula for the current MACDhistogram i,j,k can be written as follows.
XAVGCi - XAVGCj - XAVG(XAVGCi,k) + XAVG(XAVGCj,k)
An Indicator Formula for the MACD histogram i,j,k of 1 bar ago can be written as follows.
XAVGCi.1 - XAVGCj.1 - XAVG(XAVGCi.1,k) + XAVG(XAVGCj.1,k)
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
Please write the follwing formula for me:
Assuming the next future bar opens at a value equal to the current price C; write the
(i) formula for the exponential MACDi,j at the open of the next future bar.
(ii)formula for the simple MACDi,j at the open of the next future bar.
(iii)formula for the histogram MACDi,j,k at the open of the next future bar.
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
(i)
(2 * C + (i-1) * XAVGCi) / (i+1) - (2 * C + (j-1) * XAVGCj) / (j+1)
(ii)
(C + (i-1) * AVGC(i-1)) / i - (C + (j-1) * AVGC(j-1)) / j
(iii) - assumes exponential
(2 * C + (i-1) * XAVGCi) / (i+1) - (2 * C + (j-1) * XAVGCj) / (j+1) - (2 * (2 * C + (i-1) * XAVGCi) / (i+1) + (k-1) * XAVG(XAVGCi,k)) / (k+1) + (2 * (2 * C + (j-1) * XAVGCj) / (j+1) + (k-1) * XAVG(XAVGCj,k)) / (k+1)
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
Thank you bruce
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
Do you have app for freestockcharts.com? if yes, please direct me to the link.
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
in addition to the question above, will i also recieve alerts through the app?
|
|
Administration
Joined: 9/30/2004 Posts: 9,187
|
No, FreeStockCharts.com has to be run in a browser that supports Silverlight (Internet Explorer or Firefox)
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
Please write the follwing formula for me:
Assuming the next two future bars (A and B) open at a value equal to the current price C;and the MACD consecutively increase from current value to a higher value at A and then increase from A to a higher value at B; write the
(i) formula for the exponential MACDi,j at the open of the second future bar B.
(ii)formula for the simple MACDi,j at the open of the second future bar B.
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
QUOTE (Bruce_L)
((i-1) * XAVGCi.1 + 2 * O) / (i+1) - ((j-1) * XAVGCj.1 + 2 * O) / (j+1)
please write a formula for exponential MACDi,j,k histogram at open
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
I really don't understand your question from Sunday at all (it doesn't seem like the assumptions would result in a deterministic value), but the following should work for your question from this morning.
(2 * O + (i-1) * XAVGCi.1) / (i+1) - (2 * O + (j-1) * XAVGCj.1) / (j+1) - (2 * (2 * O + (i-1) * XAVGCi.1) / (i+1) + (k-1) * XAVG(XAVGCi.1,k)) / (k+1) + (2 * (2 * O + (j-1) * XAVGCj.1) / (j+1) + (k-1) * XAVG(XAVGCj.1,k)) / (k+1)
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
I change the sunday question to this form:
Assuming the next two future bars (A and B) open at a value equal to the current price C, write the
(i) formula for the exponential MACDi,j at the open of the second future bar B.
(ii)formula for the simple MACDi,j at the open of the second future bar B.
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
(i)
(2 * C + (i-1) * (2 * C + (i-1) * (2 * C + (i-1) * XAVGCi.1) / (i+1)) / (i+1)) / (i+1) - (2 * C + (j-1) * (2 * C + (j-1) * (2 * C + (j-1) * XAVGCj.1) / (j+1)) / (j+1)) / (j+1)
(ii)
AVGCi - AVGCj + 2 * (C - AVGC2.(i-2)) / i - 2 * (C - AVGC2.(j-2)) / j
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
QUOTE (Bruce_L)
(i)
(2 * C + (i-1) * XAVGCi) / (i+1) - (2 * C + (j-1) * XAVGCj) / (j+1)
(ii)
(C + (i-1) * AVGC(i-1)) / i - (C + (j-1) * AVGC(j-1)) / j
(iii) - assumes exponential
(2 * C + (i-1) * XAVGCi) / (i+1) - (2 * C + (j-1) * XAVGCj) / (j+1) - (2 * (2 * C + (i-1) * XAVGCi) / (i+1) + (k-1) * XAVG(XAVGCi,k)) / (k+1) + (2 * (2 * C + (j-1) * XAVGCj) / (j+1) + (k-1) * XAVG(XAVGCj,k)) / (k+1)
Please repeat (i) and (ii) at open price
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
(i)
(2 * O + (i-1) * XAVGCi.1) / (i+1) - (2 * O + (j-1) * XAVGCj.1) / (j+1)
(ii)
(O + (i-1) * AVGC(i-1).1) / i - (O + (j-1) * AVGC(j-1).1) / j
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
Th formulas you gave appears to be the value of exponential and simple MACD at open.I will reframe the question as follews:
Assuming the next future bar opens at a value equal to the current open price O; write the
(i) formula for the exponential MACDi,j at the open of the next future bar.
(ii)formula for the simple MACDi,j at the open of the next future bar.
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
That is just a matter of substituting O for any naked instances of C in the original formulas.
(i)
(2 * O + (i-1) * XAVGCi) / (i+1) - (2 * O + (j-1) * XAVGCj) / (j+1)
(ii)
(O + (i-1) * AVGC(i-1)) / i - (O + (j-1) * AVGC(j-1)) / j
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
But the C in moving averages XAVGCi, XAVGCj,AVGC(i-1) and AVGC(j-1) will cause the value of MACD to vary as price changes.isn't it? I want just MACD value at the open of the next future bar
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
The assumption you gave is that the the future bars opens at the same price as the current bar opened.
The current bar will still close at whatever its closing price might be (which is why the formulas include XAVGC).
The O in the formula is the predicted value of tomorrow's open (or the open of the next bar) being used to predict the value of the MACD at the open if it indeed opens at the same value as the open of the current bar.
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 12/27/2013 Posts: 152
|
You are right.I think I wozld modify the assumption like this to reflect what I really want:
Assuming the price remains static at open till the open of the next bar; write the
(i) formula for the exponential MACDi,j at the open of the next bar.Write the formula in terms of O and past price movement and past exponential moving averages
(ii) formula for the MACDi,j at the open of the next bar.Write the formula in terms of O and past price movement and past simple moving averages
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
(i)
(2 * O + (i-1) * ((2 * O + (i-1) * XAVGCi.1) / (i+1))) / (i+1) - (2 * O + (j-1) * ((2 * O + (j-1) * XAVGCj.1) / (j+1))) / (j+1)
(ii)
(2 * O + (i-2) * AVGC(i-2).1) / i - (2 * O + (j-2) * AVGC(j-2).1) / j
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Guest-1 |