Registered User Joined: 3/20/2005 Posts: 46

i'm trying to create a custom %true indicator of the crossover of "(h+l+c)/3" over its 3 period moving average. i don't imagine it's as hard as i made it but i just can't get it to plot.
thanks.
jl

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

Please try one or more of the following formulas:
(H + L + C) / 3 xUp its own SMA3:
H + L + C > AVGH3 + AVGL3 + AVGC3 AND H1 + L1 + C1 <= AVGH3.1 + AVGL3.1 + AVGC3.1
(H + L + C) / 3 xDn its own SMA3:
H + L + C < AVGH3 + AVGL3 + AVGC3 AND H1 + L1 + C1 >= AVGH3.1 + AVGL3.1 + AVGC3.1
(H + L + C) / 3 crossing its own SMA3 (either direction):
SGN(H + L + C  AVGH3  AVGL3  AVGC3) <> SGN(H1 + L1 + C1  AVGH3.1  AVGL3.1  AVGC3.1)
(H + L + C) / 3 xUp its own EMA3:
H + L + C > XAVGH3 + XAVGL3 + XAVGC3 AND H1 + L1 + C1 <= XAVGH3.1 + XAVGL3.1 + XAVGC3.1
(H + L + C) / 3 xDn its own EMA3:
H + L + C < XAVGH3 + XAVGL3 + XAVGC3 AND H1 + L1 + C1 >= XAVGH3.1 + XAVGL3.1 + XAVGC3.1
(H + L + C) / 3 crossing its own EMA3 (either direction):
SGN(H + L + C  XAVGH3  XAVGL3  XAVGC3) <> SGN(H1 + L1 + C1  XAVGH3.1  XAVGL3.1  XAVGC3.1)
You may wish to review the following:
Visually Backtesting Specific Symbols
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!
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Gold Customer
Joined: 3/3/2013 Posts: 57

Morning Bruce,
Two separate questions: How to write PCF Typical Price Xing XAvg2+1 in either direction?
(H + L + C) / 3 xing XMA2+1:
2nd Question:
After reading thru your previous posts, I've come up w/ my own PCF but I don't know what to actually call it. Can you describe what the formula does (the MA of a MA backtest?). Thanks in advance!
XAVGC5 > XAVG(XAVGC5,3) AND XAVGC5.1 <= XAVG(XAVGC5.1,3)
and in the opposite direction is:
XAVGC5 < XAVG(XAVGC5,3) AND XAVGC5.1 >= XAVG(XAVGC5.1,3)

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

A Condtion Formula for typical price crossing its own 2period exponential moving average with an offset of 1 in either direction can be written as:
SGN(H + L + C  XAVGH2.1  XAVGL2.1  XAVGC2.1) <> SGN(H1 + L1 + C1  XAVGH2.2  XAVGL2.2  XAVGC2.2)
Your first Condition Formula is for the 5period exponential moving average of the close crossing up through its own 3period exponential moving average. Oddly enough it will return the same results as the 3period exponential moving average of the close crossing up through the 5period exponential moving average of the close (which is a slightly shorter way to do the same thing):
XAVGC3 > XAVGC5 AND XAVGC3.1 <= XAVGC5.1
Your second Condition Formula is for the 5period exponential moving average of the close crossing down through its own 3period exponential moving average. Oddly enough it will return the same results as the 3period exponential moving average of the close crossing down through the 5period exponential moving average of the close (which is a slightly shorter way to do the same thing):
XAVGC3 < XAVGC5 AND XAVGC3.1 >= XAVGC5.1
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Gold Customer
Joined: 3/3/2013 Posts: 57

Bruce,
Please help w/ 2 Formulas:
XAVGC3 crossing its own 2period exponential moving average in either direction
and
DeMA 2 crossing its own 2period exponential moving average in either direction
2 * XAVGC2  XAVG(XAVGC2,2) ?

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

The XAVGC3 Condition Formula is fairly straightforward.
SGN(XAVGC3  XAVG(XAVGC3,2) <> SGN(XAVGC3.1  XAVG(XAVGC3.1,2)
The DEMA2 Condition Formula is quite a bit more complicated.
SGN(2 * XAVGC2  3 * XAVG(XAVGC2,2) + .66697164 * (XAVG(XAVGC2,2) + 1 / 3 * (XAVG(XAVGC2.1,2) + 1 / 3 * (XAVG(XAVGC2.2,2) + 1 / 3 * (XAVG(XAVGC2.3,2) + 1 / 3 * (XAVG(XAVGC2.4,2) + 1 / 3 * (XAVG(XAVGC2.5,2) + 1 / 3 * (XAVG(XAVGC2.6,2))))))))) <> SGN(2 * XAVGC2.1  3 * XAVG(XAVGC2.1,2) + .66697164 * (XAVG(XAVGC2.1,2) + 1 / 3 * (XAVG(XAVGC2.2,2) + 1 / 3 * (XAVG(XAVGC2.3,2) + 1 / 3 * (XAVG(XAVGC2.4,2) + 1 / 3 * (XAVG(XAVGC2.5,2) + 1 / 3 * (XAVG(XAVGC2.6,2) + 1 / 3 * (XAVG(XAVGC2.7,2)))))))))
Cascades of Moving Averages
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Registered User Joined: 10/7/2004 Posts: 794

Is there a way of ONLY producing candidates that are generated the FIRST time XAvgC3>
xavg(XAvgC3,2) and v>v1 are generated inversion 7 and 18?
Thank you in advance!

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

You can use the NOT() function to do this in both versions.
XAVGC3 > XAVG(XAVGC3, 2) AND V > V1 AND NOT(XAVGC3.1 > XAVG(XAVGC3.1, 2) AND V1 > V2)
But it could be shortened somewhat using OR if you are willing to work out the logic.
XAVGC3 > XAVG(XAVGC3, 2) AND V > V1 AND (XAVGC3.1 <= XAVG(XAVGC3.1, 2) OR V1 <= V2)
And shortened even more in TC2000 v18 using the TrueInRow() function.
TrueInRow(XAVGC3 > XAVG(XAVGC3, 2) AND V > V1, 2) = 1
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Registered User Joined: 10/7/2004 Posts: 794

Thank you!

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

You're welcome.
Bruce Personal Criteria Formulas TC2000 Support Articles
