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TSV12 6, 12, & 30 LR Rate this Topic:
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jbem777
Posted : Tuesday, August 8, 2017 3:37:06 PM
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Joined: 7/9/2017
Posts: 13

I have been trying to create the a PCF for the cross of different MLR for the TSV 12. I thought I had the formula correct, been when plotted using using the Custom Indicator function they lines were very different than what was plotted in the window. Furthermore, when using the Custom % Indicator to back test periods in which these MLR's have crossed my numbers are way off. Could I please get the 6, 12, and 30 period PCF's for a TSV12. Then I could plot the relationships I am looking for using  < or >. I am not looking for the day that they crossed, just the PCF to tell when the 6 or 12 MLR is greater or less than the 30 MLR of TSV12.

Also, is there a way to have the values of the differences show up in my column set. For example, I would like to see that diffrenece between the 6 and 30 MLR of TSV12 so I could sort them accordingly.

Thanks

Bruce_L
Posted : Tuesday, August 8, 2017 4:10:50 PM


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Joined: 10/7/2004
Posts: 65,138

Linear Regression & Moving Linear Regression

MLR6 of simple TSV12 in v17:

3 * FAVG(TSV12, 6) - 2 * AVG(TSV12, 6)

MLR12 of simple TSV12 in V17:

3 * FAVG(TSV12, 12) - 2 * AVG(TSV12, 12)

MLR30 of simple TSV12 in v17:

3 * FAVG(TSV12, 30) - 2 * AVG(TSV12, 30)

So MLR6 or MLR12 greater than MLR30 would be:

GREATEST(3 * FAVG(TSV12, 6) - 2 * AVG(TSV12, 6), 3 * FAVG(TSV12, 12) - 2 * AVG(TSV12, 12)) > 3 * FAVG(TSV12, 30) - 2 * AVG(TSV12, 30)

And the difference between MLR6 and MLR30 would be:

3 * FAVG(TSV12, 6) - 2 * AVG(TSV12, 6) - 3 * FAVG(TSV12, 30) + 2 * AVG(TSV12, 30)

Using Linear Regression vs Classical Peaks/Valleys for Divergence Analysis

MLR6 of simple TSV12 in v12.5:

AVG(TSV12, 6) + 5 * (5 * (TSV12 - TSV12.5) + 3 * (TSV12.1 - TSV12.4) + TSV12.2 - TSV12.3) / 70

MLR12 of simple TSV12 in v12.5:

AVG(TSV12, 12) + 11 * (11 * (TSV12 - TSV12.11) + 9 * (TSV12.1 - TSV12.10) + 7 * (TSV12.2 - TSV12.9) + 5 * (TSV12.3 - TSV12.8) + 3 * (TSV12.4 - TSV12.7) + TSV12.5 - TSV12.6) / 572

MLR30 of simple TSV12 in 12.5:

AVG(TSV12, 30) + 29 * (29 * (TSV12 - TSV12.29) + 27 * (TSV12.1 - TSV12.28) + 25 * (TSV12.2 - TSV12.27) + 23 * (TSV12.3 - TSV12.26) + 21 * (TSV12.4 - TSV12.25) + 19 * (TSV12.5 - TSV12.24) + 17 * (TSV12.6 - TSV12.23) + 15 * (TSV12.7 - TSV12.22) + 13 * (TSV12.8 - TSV12.21) + 11 * (TSV12.9 - TSV12.20) + 9 * (TSV12.10 - TSV12.19) + 7 * (TSV12.11 - TSV12.18) + 5 * (TSV12.12 - TSV12.17) + 3 * (TSV12.13 - TSV12.16) + TSV12.14 - TSV12.15) / 8990

So MLR6 or MLR12 greater than MLR30 would be:

AVG(TSV12, 6) + 5 * (5 * (TSV12 - TSV12.5) + 3 * (TSV12.1 - TSV12.4) + TSV12.2 - TSV12.3) / 70 > AVG(TSV12, 30) + 29 * (29 * (TSV12 - TSV12.29) + 27 * (TSV12.1 - TSV12.28) + 25 * (TSV12.2 - TSV12.27) + 23 * (TSV12.3 - TSV12.26) + 21 * (TSV12.4 - TSV12.25) + 19 * (TSV12.5 - TSV12.24) + 17 * (TSV12.6 - TSV12.23) + 15 * (TSV12.7 - TSV12.22) + 13 * (TSV12.8 - TSV12.21) + 11 * (TSV12.9 - TSV12.20) + 9 * (TSV12.10 - TSV12.19) + 7 * (TSV12.11 - TSV12.18) + 5 * (TSV12.12 - TSV12.17) + 3 * (TSV12.13 - TSV12.16) + TSV12.14 - TSV12.15) / 8990 OR AVG(TSV12, 12) + 11 * (11 * (TSV12 - TSV12.11) + 9 * (TSV12.1 - TSV12.10) + 7 * (TSV12.2 - TSV12.9) + 5 * (TSV12.3 - TSV12.8) + 3 * (TSV12.4 - TSV12.7) + TSV12.5 - TSV12.6) / 572 > AVG(TSV12, 30) + 29 * (29 * (TSV12 - TSV12.29) + 27 * (TSV12.1 - TSV12.28) + 25 * (TSV12.2 - TSV12.27) + 23 * (TSV12.3 - TSV12.26) + 21 * (TSV12.4 - TSV12.25) + 19 * (TSV12.5 - TSV12.24) + 17 * (TSV12.6 - TSV12.23) + 15 * (TSV12.7 - TSV12.22) + 13 * (TSV12.8 - TSV12.21) + 11 * (TSV12.9 - TSV12.20) + 9 * (TSV12.10 - TSV12.19) + 7 * (TSV12.11 - TSV12.18) + 5 * (TSV12.12 - TSV12.17) + 3 * (TSV12.13 - TSV12.16) + TSV12.14 - TSV12.15) / 8990

And the difference between MLR6 and MLR30 would be:

AVG(TSV12, 6) + 5 * (5 * (TSV12 - TSV12.5) + 3 * (TSV12.1 - TSV12.4) + TSV12.2 - TSV12.3) / 70 - AVG(TSV12, 30) - 29 * (29 * (TSV12 - TSV12.29) + 27 * (TSV12.1 - TSV12.28) + 25 * (TSV12.2 - TSV12.27) + 23 * (TSV12.3 - TSV12.26) + 21 * (TSV12.4 - TSV12.25) + 19 * (TSV12.5 - TSV12.24) + 17 * (TSV12.6 - TSV12.23) + 15 * (TSV12.7 - TSV12.22) + 13 * (TSV12.8 - TSV12.21) + 11 * (TSV12.9 - TSV12.20) + 9 * (TSV12.10 - TSV12.19) + 7 * (TSV12.11 - TSV12.18) + 5 * (TSV12.12 - TSV12.17) + 3 * (TSV12.13 - TSV12.16) + TSV12.14 - TSV12.15) / 8990



-Bruce
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jbem777
Posted : Tuesday, August 8, 2017 5:20:35 PM
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Joined: 7/9/2017
Posts: 13

Thanks Bruce. Maybe I am making a mistake somewhere. In the image below, I have the MLR of TSV12 plotted for the periods of 6, 12, and 30. The data source for the plots is TSV12.  I then used a Custom % True Indicator to plot the formula for when either the 6 or 12 MLR are greater than the 30 MLR and it doest work as evidenced by the blue dots. However, when I plot the formulas that you graciously provided on the candlestick portio of my chart, using price as the data source, it matched the dots on the TSV section. I am thinking that I need to change the C to TSV12. Is this correct?

[URL=http://s258.photobucket.com/user/jbem777/media/MLR%20Capture_zpso6haegz5.jpg.html]

Bruce_L
Posted : Tuesday, August 8, 2017 6:49:28 PM


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Changing all instances of C to TSV12 or using TSV12 as the data source will not work, but the results only require minor tweaking. I have made the changes above.



-Bruce
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jbem777
Posted : Tuesday, August 8, 2017 7:55:51 PM
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Joined: 7/9/2017
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Thanks for the update Bruce. I don't know why but the plots of thees MLR's does not match the plots on my TSV window on my screen. Any thoughts on why that might be? The formulas are correct, I don't doubt that. It just seems odd that the lines that are plotted are "rougher" and don't match what I have set up. Any thoughts. Should I be using a different data source for my plots?

Bruce_L
Posted : Wednesday, August 9, 2017 8:33:45 AM


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My first guess would be the Custom PCF Indicators are not plotted in the same scale as TSV and its moving averages (I am assuming the Custom PCF Indicators are in the same pane).

Click on the Custom PCF Indicators one at a time and select Scaling. Then make sure Scale wth is set to TSV 12.



-Bruce
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jbem777
Posted : Friday, August 11, 2017 5:47:24 PM
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Posts: 13

Hi Bruce. I went and double checked everything. Below is an image with the various plots shown in the same window. As you can see, the MLR6 of TSV12 is plotted in yellow. The formula that you provided for MLR6 in plotted in white. They are scaled together. The only thing that I can think of is the data source for the plot for the formula you provided is "price history," however, when I choose TSV12, nothing is plotted. Below is an image.

[URL=http://s258.photobucket.com/user/jbem777/media/TSV12%206%20MLR%20Plot_zpscu5ax4fr.jpg.html] [/URL]

 

[IMG]http://i258.photobucket.com/albums/hh250/jbem777/TSV12%206%20MLR%20Plot_zpscu5ax4fr.jpg[/IMG]

Bruce_L
Posted : Tuesday, August 15, 2017 11:44:41 AM


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Posts: 65,138

I can't see your images. It seems to indicate you would need to upgrade your service is order for those images to visible.

That said, the lines match up exactly for me in my copy of TC2000 with the TSV and Custom PCF Indicator using Price History as the Data Source and the Moving Linear Regression using the TSV as the data source.

Note that the TSV is a 12 period simple TSV (as stated in the formula descriptions given above). If your TSV is exponential, then the formula would need to be re-written to take that into account.

MLR6 of exponential TSV12 in v17:

3 * FAVG(XAVG(TSV, 12), 6) - 2 * AVG(XAVG(TSV, 12), 6)

MLR12 of exponential TSV12 in V17:

3 * FAVG(XAVG(TSV, 12), 12) - 2 * AVG(XAVG(TSV, 12), 12)

MLR30 of exponential TSV12 in v17:

3 * FAVG(XAVG(TSV12, 12), 30) - 2 * AVG(XAVG(TSV12, 12), 30)



-Bruce
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jbem777
Posted : Friday, October 20, 2017 12:20:14 PM
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Joined: 7/9/2017
Posts: 13

Hi Bruce, 

I have finally had time to come back to this and continue to have problems. When I try and plot the formulas using TSV 12 as the data source I get nothing. I am using a custom % true PCF to determine when these paramters are met. I have included some images that should help. 

 
Here is what it looks like when I plot the 6 MLR of TSV 12 Using Price History as the data source. 
 
Bruce_L
Posted : Friday, October 20, 2017 1:24:52 PM


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Joined: 10/7/2004
Posts: 65,138

Setting the data source to anything besides Price History for a Custom PCF Indicator isn't gonig to work. Don't do that.

The issue with the formulas not matching the moving linear regressions seems to be a bug in applying the AVG() function to TSV in v12.4 (the moving average is not applied at all) which has been fixed in later versions. I have created alternate versions not using the AVG() function.

6 period moving linear regression of simple TSV12.

(11 * TSV12 + 8 * TSV12.1 + 5 * TSV12.2 + 2 * TSV12.3 - TSV12.4 - 4 * TSV12.5) / 21

12 period moving linear regression of simple TSV12.

(23 * TSV12 + 20 * TSV12.1 + 17 * TSV12.2 + 14 * TSV12.3 + 11 * TSV12.4 + 8 * TSV12.5 + 5 * TSV12.6 + 2 * TSV12.7 - TSV12.8 - 4 * TSV12.9 - 7 * TSV12.10 - 10 * TSV12.11) / 78

30 period moving linear regression of simple TSV12.

(59 * TSV12 + 56 * TSV12.1 + 53 * TSV12.2 + 50 * TSV12.3 + 47 * TSV12.4 + 44 * TSV12.5 + 41 * TSV12.6 + 38 * TSV12.7 + 35 * TSV12.8 + 32 * TSV12.9 + 29 * TSV12.10 + 26 * TSV12.11 + 23 * TSV12.12 + 20 * TSV12.13 + 17 * TSV12.14 + 14 * TSV12.15 + 11 * TSV12.16 + 8 * TSV12.17 + 5 * TSV12.18 + 2 * TSV12.19 - TSV12.20 - 4 * TSV12.21 - 7 * TSV12.22 - 10 * TSV12.23 - 13 * TSV12.24 - 16 * TSV12.25 - 19 * TSV12.26 - 22 * TSV12.27 - 25 * TSV12.28 - 28 * TSV12.29) / 465



-Bruce
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Chris55
Posted : Friday, November 10, 2017 8:38:16 AM
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Joined: 6/14/2016
Posts: 285

Good Morning Bruce,

I have an easy question today. Would like to write a PCF for:

1) The 55 bar linear regression slope of the price is positive (static, not moving LR);

2) The price has closed above the LR-55 for the first time (in 55 bars).

Many thanks and kind regards,

Chris 

Bruce_L
Posted : Friday, November 10, 2017 9:48:45 AM


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QUOTE (Chris55)
The 55 bar linear regression slope of the price is positive (static, not moving LR);

This one is pretty trivial in TC2000 v17.

FAVGC55 > AVGC55

QUOTE (Chris55)
The price has closed above the LR-55 for the first time (in 55 bars).

This would also be fairly trivial in TC2000 v17 If this were the moving linear regression.

C > 3 * FAVGC55 - 2 * AVGC55 AND TrueInRow(C1 <= 3 * FAVGC55.1 - 2 * AVGC55.1, 54) = 54

But it is much less so if you want only the current bar to be above a 55 period linear regression line (keeping in mand that yesterday could have been above its linear regression line as well even if it isn't above the current linear regression line). This seems like it would be very rare with any sort of actively trading symbol.

9 * C > 27 * FAVGC55 - 18 * AVGC55 AND 9 * C1 <= 26 * FAVGC55 - 17 * AVGC55 AND 9 * C2 <= 25 * FAVGC55 - 16 * AVGC55 AND 9 * C3 <= 24 * FAVGC55 - 15 * AVGC55 AND 9 * C4 <= 23 * FAVGC55 - 14 * AVGC55 AND 9 * C5 <= 22 * FAVGC55 - 13 * AVGC55 AND 9 * C6 <= 21 * FAVGC55 - 12 * AVGC55 AND 9 * C7 <= 20 * FAVGC55 - 11 * AVGC55 AND 9 * C8 <= 19 * FAVGC55 - 10 * AVGC55 AND 9 * C9 <= 18 * FAVGC55 - 9 * AVGC55 AND 9 * C10 <= 17 * FAVGC55 - 8 * AVGC55 AND 9 * C11 <= 16 * FAVGC55 - 7 * AVGC55 AND 9 * C12 <= 15 * FAVGC55 - 6 * AVGC55 AND 9 * C13 <= 14 * FAVGC55 - 5 * AVGC55 AND 9 * C14 <= 13 * FAVGC55 - 4 * AVGC55 AND 9 * C15 <= 12 * FAVGC55 - 3 * AVGC55 AND 9 * C16 <= 11 * FAVGC55 - 2 * AVGC55 AND 9 * C17 <= 10 * FAVGC55 - AVGC55 AND 9 * C18 <= 9 * FAVGC55 AND 9 * C19 <= 8 * FAVGC55 + AVGC55 AND 9 * C20 <= 7 * FAVGC55 + 2 * AVGC55 AND 9 * C21 <= 6 * FAVGC55 + 3 * AVGC55 AND 9 * C22 <= 5 * FAVGC55 + 4 * AVGC55 AND 9 * C23 <= 4 * FAVGC55 + 5 * AVGC55 AND 9 * C24 <= 3 * FAVGC55 + 6 * AVGC55 AND 9 * C25 <= 2 * FAVGC55 + 7 * AVGC55 AND 9 * C26 <= FAVGC55 + 8 * AVGC55 AND 9 * C27 <= 9 * AVGC55 AND 9 * C28 <= 10 * AVGC55 - FAVGC55 AND 9 * C29 <= 11 * AVGC55 - 2 * FAVGC55 AND 9 * C30 <= 12 * AVGC55 - 3 * FAVGC55 AND 9 * C31 <= 13 * AVGC55 - 4 * FAVGC55 AND 9 * C32 <= 14 * AVGC55 - 5 * FAVGC55 AND 9 * C33 <= 15 * AVGC55 - 6 * FAVGC55 AND 9 * C34 <= 16 * AVGC55 - 7 * FAVGC55 AND 9 * C35 <= 17 * AVGC55 - 8 * FAVGC55 AND 9 * C36 <= 18 * AVGC55 - 9 * FAVGC55 AND 9 * C37 <= 19 * AVGC55 - 10 * FAVGC55 AND 9 * C38 <= 20 * AVGC55 - 11 * FAVGC55 AND 9 * C39 <= 21 * AVGC55 - 12 * FAVGC55 AND 9 * C40 <= 22 * AVGC55 - 13 * FAVGC55 AND 9 * C41 <= 23 * AVGC55 - 14 * FAVGC55 AND 9 * C42 <= 24 * AVGC55 - 15 * FAVGC55 AND 9 * C43 <= 25 * AVGC55 - 16 * FAVGC55 AND 9 * C44 <= 26 * AVGC55 - 17 * FAVGC55 AND 9 * C45 <= 27 * AVGC55 - 18 * FAVGC55 AND 9 * C46 <= 28 * AVGC55 - 19 * FAVGC55 AND 9 * C47 <= 29 * AVGC55 - 20 * FAVGC55 AND 9 * C48 <= 30 * AVGC55 - 21 * FAVGC55 AND 9 * C49 <= 31 * AVGC55 - 22 * FAVGC55 AND 9 * C50 <= 32 * AVGC55 - 23 * FAVGC55 AND 9 * C51 <= 33 * AVGC55 - 24 * FAVGC55 AND 9 * C52 <= 34 * AVGC55 - 25 * FAVGC55 AND 9 * C53 <= 35 * AVGC55 - 26 * FAVGC55 AND 9 * C54 <= 36 * AVGC55 - 27 * FAVGC55



-Bruce
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Chris55
Posted : Friday, November 10, 2017 10:31:06 AM
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Posts: 285

Many thanks Bruce!

Regarding the second, long formula:

Is there a way to formulate it so that it will actually only those candidates which have crossed above their 55 bar Linear Regression line for the first time on the current day? or for the first time within the last 5 days? i.e. no price crossing LR55 during the last 54 days or 49 days respectively.

Thanks,

Chris 

Bruce_L
Posted : Friday, November 10, 2017 1:59:17 PM


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I am not quite sure how to answer the question since I do not know for sure what you mean.

The linear regression line is different every day. The moving linear regression plots the right end points of those linear regerssion lines over time.

So if you mean price is above the current linear regression line and price was at or below the linear regression line as plotted at the time for the previous 54 bars, that would be the second formula given in my previous response.

C > 3 * FAVGC55 - 2 * AVGC55 AND TrueInRow(C1 <= 3 * FAVGC55.1 - 2 * AVGC55.1, 54) = 54

With a similar for for being above on at least one of the most recent 5 bars but below on the previous 50 bars would be as follows.

CountTrue(C > 3 * FAVGC55 - 2 * AVGC55, 5) > 0 AND TrueInRow(C5 <= 3 * FAVGC55.5 - 2 * AVGC55.5, 50) = 50

If you mean the current price is above the current linear regerssion line, but the previous 54 prices are at or below the current linear regression line, then that would be the longer third formula given in my previous response.

9 * C > 27 * FAVGC55 - 18 * AVGC55 AND 9 * C1 <= 26 * FAVGC55 - 17 * AVGC55 AND 9 * C2 <= 25 * FAVGC55 - 16 * AVGC55 AND 9 * C3 <= 24 * FAVGC55 - 15 * AVGC55 AND 9 * C4 <= 23 * FAVGC55 - 14 * AVGC55 AND 9 * C5 <= 22 * FAVGC55 - 13 * AVGC55 AND 9 * C6 <= 21 * FAVGC55 - 12 * AVGC55 AND 9 * C7 <= 20 * FAVGC55 - 11 * AVGC55 AND 9 * C8 <= 19 * FAVGC55 - 10 * AVGC55 AND 9 * C9 <= 18 * FAVGC55 - 9 * AVGC55 AND 9 * C10 <= 17 * FAVGC55 - 8 * AVGC55 AND 9 * C11 <= 16 * FAVGC55 - 7 * AVGC55 AND 9 * C12 <= 15 * FAVGC55 - 6 * AVGC55 AND 9 * C13 <= 14 * FAVGC55 - 5 * AVGC55 AND 9 * C14 <= 13 * FAVGC55 - 4 * AVGC55 AND 9 * C15 <= 12 * FAVGC55 - 3 * AVGC55 AND 9 * C16 <= 11 * FAVGC55 - 2 * AVGC55 AND 9 * C17 <= 10 * FAVGC55 - AVGC55 AND 9 * C18 <= 9 * FAVGC55 AND 9 * C19 <= 8 * FAVGC55 + AVGC55 AND 9 * C20 <= 7 * FAVGC55 + 2 * AVGC55 AND 9 * C21 <= 6 * FAVGC55 + 3 * AVGC55 AND 9 * C22 <= 5 * FAVGC55 + 4 * AVGC55 AND 9 * C23 <= 4 * FAVGC55 + 5 * AVGC55 AND 9 * C24 <= 3 * FAVGC55 + 6 * AVGC55 AND 9 * C25 <= 2 * FAVGC55 + 7 * AVGC55 AND 9 * C26 <= FAVGC55 + 8 * AVGC55 AND 9 * C27 <= 9 * AVGC55 AND 9 * C28 <= 10 * AVGC55 - FAVGC55 AND 9 * C29 <= 11 * AVGC55 - 2 * FAVGC55 AND 9 * C30 <= 12 * AVGC55 - 3 * FAVGC55 AND 9 * C31 <= 13 * AVGC55 - 4 * FAVGC55 AND 9 * C32 <= 14 * AVGC55 - 5 * FAVGC55 AND 9 * C33 <= 15 * AVGC55 - 6 * FAVGC55 AND 9 * C34 <= 16 * AVGC55 - 7 * FAVGC55 AND 9 * C35 <= 17 * AVGC55 - 8 * FAVGC55 AND 9 * C36 <= 18 * AVGC55 - 9 * FAVGC55 AND 9 * C37 <= 19 * AVGC55 - 10 * FAVGC55 AND 9 * C38 <= 20 * AVGC55 - 11 * FAVGC55 AND 9 * C39 <= 21 * AVGC55 - 12 * FAVGC55 AND 9 * C40 <= 22 * AVGC55 - 13 * FAVGC55 AND 9 * C41 <= 23 * AVGC55 - 14 * FAVGC55 AND 9 * C42 <= 24 * AVGC55 - 15 * FAVGC55 AND 9 * C43 <= 25 * AVGC55 - 16 * FAVGC55 AND 9 * C44 <= 26 * AVGC55 - 17 * FAVGC55 AND 9 * C45 <= 27 * AVGC55 - 18 * FAVGC55 AND 9 * C46 <= 28 * AVGC55 - 19 * FAVGC55 AND 9 * C47 <= 29 * AVGC55 - 20 * FAVGC55 AND 9 * C48 <= 30 * AVGC55 - 21 * FAVGC55 AND 9 * C49 <= 31 * AVGC55 - 22 * FAVGC55 AND 9 * C50 <= 32 * AVGC55 - 23 * FAVGC55 AND 9 * C51 <= 33 * AVGC55 - 24 * FAVGC55 AND 9 * C52 <= 34 * AVGC55 - 25 * FAVGC55 AND 9 * C53 <= 35 * AVGC55 - 26 * FAVGC55 AND 9 * C54 <= 36 * AVGC55 - 27 * FAVGC55

With a similar formula checking for at least one of the most recent 5 bars being above, but all of the previous 50 bars being at or below would be the following.

(9 * C > 27 * FAVGC55 - 18 * AVGC55 OR 9 * C1 > 26 * FAVGC55 - 17 * AVGC55 OR 9 * C2 > 25 * FAVGC55 - 16 * AVGC55 OR 9 * C3 > 24 * FAVGC55 - 15 * AVGC55 OR 9 * C4 > 23 * FAVGC55 - 14 * AVGC55) AND 9 * C5 <= 22 * FAVGC55 - 13 * AVGC55 AND 9 * C6 <= 21 * FAVGC55 - 12 * AVGC55 AND 9 * C7 <= 20 * FAVGC55 - 11 * AVGC55 AND 9 * C8 <= 19 * FAVGC55 - 10 * AVGC55 AND 9 * C9 <= 18 * FAVGC55 - 9 * AVGC55 AND 9 * C10 <= 17 * FAVGC55 - 8 * AVGC55 AND 9 * C11 <= 16 * FAVGC55 - 7 * AVGC55 AND 9 * C12 <= 15 * FAVGC55 - 6 * AVGC55 AND 9 * C13 <= 14 * FAVGC55 - 5 * AVGC55 AND 9 * C14 <= 13 * FAVGC55 - 4 * AVGC55 AND 9 * C15 <= 12 * FAVGC55 - 3 * AVGC55 AND 9 * C16 <= 11 * FAVGC55 - 2 * AVGC55 AND 9 * C17 <= 10 * FAVGC55 - AVGC55 AND 9 * C18 <= 9 * FAVGC55 AND 9 * C19 <= 8 * FAVGC55 + AVGC55 AND 9 * C20 <= 7 * FAVGC55 + 2 * AVGC55 AND 9 * C21 <= 6 * FAVGC55 + 3 * AVGC55 AND 9 * C22 <= 5 * FAVGC55 + 4 * AVGC55 AND 9 * C23 <= 4 * FAVGC55 + 5 * AVGC55 AND 9 * C24 <= 3 * FAVGC55 + 6 * AVGC55 AND 9 * C25 <= 2 * FAVGC55 + 7 * AVGC55 AND 9 * C26 <= FAVGC55 + 8 * AVGC55 AND 9 * C27 <= 9 * AVGC55 AND 9 * C28 <= 10 * AVGC55 - FAVGC55 AND 9 * C29 <= 11 * AVGC55 - 2 * FAVGC55 AND 9 * C30 <= 12 * AVGC55 - 3 * FAVGC55 AND 9 * C31 <= 13 * AVGC55 - 4 * FAVGC55 AND 9 * C32 <= 14 * AVGC55 - 5 * FAVGC55 AND 9 * C33 <= 15 * AVGC55 - 6 * FAVGC55 AND 9 * C34 <= 16 * AVGC55 - 7 * FAVGC55 AND 9 * C35 <= 17 * AVGC55 - 8 * FAVGC55 AND 9 * C36 <= 18 * AVGC55 - 9 * FAVGC55 AND 9 * C37 <= 19 * AVGC55 - 10 * FAVGC55 AND 9 * C38 <= 20 * AVGC55 - 11 * FAVGC55 AND 9 * C39 <= 21 * AVGC55 - 12 * FAVGC55 AND 9 * C40 <= 22 * AVGC55 - 13 * FAVGC55 AND 9 * C41 <= 23 * AVGC55 - 14 * FAVGC55 AND 9 * C42 <= 24 * AVGC55 - 15 * FAVGC55 AND 9 * C43 <= 25 * AVGC55 - 16 * FAVGC55 AND 9 * C44 <= 26 * AVGC55 - 17 * FAVGC55 AND 9 * C45 <= 27 * AVGC55 - 18 * FAVGC55 AND 9 * C46 <= 28 * AVGC55 - 19 * FAVGC55 AND 9 * C47 <= 29 * AVGC55 - 20 * FAVGC55 AND 9 * C48 <= 30 * AVGC55 - 21 * FAVGC55 AND 9 * C49 <= 31 * AVGC55 - 22 * FAVGC55 AND 9 * C50 <= 32 * AVGC55 - 23 * FAVGC55 AND 9 * C51 <= 33 * AVGC55 - 24 * FAVGC55 AND 9 * C52 <= 34 * AVGC55 - 25 * FAVGC55 AND 9 * C53 <= 35 * AVGC55 - 26 * FAVGC55 AND 9 * C54 <= 36 * AVGC55 - 27 * FAVGC55

Due to the nature of how a linear regression line is calculated, these last two patterns seem a bit unlikely to happen with any actively trading symbols.



-Bruce
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Chris55
Posted : Friday, November 10, 2017 2:22:14 PM
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Posts: 285

Hi Bruce,

Many thanks for the elaborate reply. Yes, what I was looing for is when the current price is above the current LR55 line, but at or below the LR55 line as plotted at the time for the previous 54 bars.

Kind regards,

Chris 

Chris55
Posted : Sunday, December 10, 2017 4:39:28 PM
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Posts: 285

Hi Bruce,

I was looking for a condition formula for the following:

1. The 3 day positive slope of the EMA13 is greater than the 3 day positive slope of the BBBOT (20,  0.25). And the inverse: 3 day negative slope of the EMA13 is less (more nagtive) than the 3 day slope of the BBTOP (20, 0.25).

2. Would it be easy to change that to 2 or 5 day after the fact?

3. Is there a parameter for the center line of a BB (20, 0.25)?

Many thanks.

Chris 

     

Bruce_L
Posted : Monday, December 11, 2017 10:43:25 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

QUOTE (Chris55)
The 3 day positive slope of the EMA13 is greater than the 3 day positive slope of the BBBOT (20,  0.25).

FAVG(XAVGC13,3) - AVG(XAVGC13, 3) > FAVG(BBBOT(.25, 20), 3) - AVG(BBBOT(.25, 20), 3) AND FAVG(BBBOT(.25, 20), 3) > AVG(BBBOT(.25, 20), 3)

QUOTE (Chris55)
And the inverse: 3 day negative slope of the EMA13 is less (more nagtive) than the 3 day slope of the BBTOP (20, 0.25).

FAVG(XAVGC13,3) - AVG(XAVGC13, 3) < FAVG(BBTOP(.25, 20), 3) - AVG(BBTOP(.25, 20), 3) AND FAVG(BBTOP(.25, 20), 3) < AVG(BBTOP(.25, 20), 3)

QUOTE (Chris55)
Would it be easy to change that to 2 or 5 day after the fact?

Change all of the , 3 to , 5 instead.

QUOTE (Chris55)
Is there a parameter for the center line of a BB (20, 0.25)?

AVGC20



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Chris55
Posted : Tuesday, December 12, 2017 7:59:42 AM
Registered User
Joined: 6/14/2016
Posts: 285

Thanks very much for your help. Bruce.It's really nice to be able to customize TC2000 this much.

Kind regards, Chris 

Bruce_L
Posted : Tuesday, December 12, 2017 9:33:15 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

You're welcome.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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