Registered User
Joined: 3/14/2006
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Can you give me the formula to construct the indicator for the Chaiken Oscillator ?
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Worden Trainer
Joined: 10/1/2004
Posts: 4,308
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Check out this link:
Price Relative and Chaiken Money Flow
You'll find a formula there that may be what you're looking for.
- Doug
Teaching Online!
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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TCForever,
There's probably an easier way to do this and I'm not sure I have it right since I'm having a difficult time finding charts to compare it against, but you might wish to try the following while I do more research:
Chaiken Oscillator (3,10):
Select Chart Template | Add Indicator | Indicator.
-Visible: Checked
-Center Zero Line: Checked
-Plot using price scale: Unchecked
-Smoothing Average: 1
-Indicator Formula: (1328741609 * V * (2 * C - L - H) / (H - L + .00001) + 1751518939 * V1 * (2 * C1 - L1 - H1) / (H1 - L1 + .00001) + 1765240216 * V2 * (2 * C2 - L2 - H2) / (H2 - L2 + .00001) + 1610372991 * V3 * (2 * C3 - L3 - H3) / (H3 - L3 + .00001) + 1400616582 * V4 * (2 * C4 - L4 - H4) / (H4 - L4 + .00001) + 1187474271 * V5 * (2 * C5 - L5 - H5) / (H5 - L5 + .00001) + 992323392 * V6 * (2 * C6 - L6 - H6) / (H6 - L6 + .00001) + 822273633 * V7 * (2 * C7 - L7 - H7) / (H7 - L7 + .00001) + 677951583 * V8 * (2 * C8 - L8 - H8) / (H8 - L8 + .00001) + 557274691 * V9 * (2 * C9 - L9 - H9) / (H9 - L9 + .00001) + 457241446 * V10 * (2 * C10 - L10 - H10) / (H10 - L10 + .00001) + 374747259 * V11 * (2 * C11 - L11 - H11) / (H11 - L11 + .00001) + 306927614 * V12 * (2 * C12 - L12 - H12) / (H12 - L12 + .00001) + 251276612 * V13 * (2 * C13 - L13 - H13) / (H13 - L13 + .00001) + 205662874 * V14 * (2 * C14 - L14 - H14) / (H14 - L14 + .00001) + 168301993 * V15 * (2 * C15 - L15 - H15) / (H15 - L15 + .00001) + 137713724 * V16 * (2 * C16 - L16 - H16) / (H16 - L16 + .00001) + 112676821 * V17 * (2 * C17 - L17 - H17) / (H17 - L17 + .00001) + 92187013 * V18 * (2 * C18 - L18 - H18) / (H18 - L18 + .00001) + 75420090 * V19 * (2 * C19 - L19 - H19) / (H19 - L19 + .00001) + 61700432 * V20 * (2 * C20 - L20 - H20) / (H20 - L20 + .00001) + 50474623 * V21 * (2 * C21 - L21 - H21) / (H21 - L21 + .00001) + 41289554 * V22 * (2 * C22 - L22 - H22) / (H22 - L22 + .00001) + 33774339 * V23 * (2 * C23 - L23 - H23) / (H23 - L23 + .00001) + 27625448 * V24 * (2 * C24 - L24 - H24) / (H24 - L24 + .00001) + 22594497 * V25 * (2 * C25 - L25 - H25) / (H25 - L25 + .00001) + 18478244 * V26 * (2 * C26 - L26 - H26) / (H26 - L26 + .00001) + 15110392 * V27 * (2 * C27 - L27 - H27) / (H27 - L27 + .00001) + 12354871 * V28 * (2 * C28 - L28 - H28) / (H28 - L28 + .00001) + 10100351 * V29 * (2 * C29 - L29 - H29) / (H29 - L29 + .00001) + 8255743 * V30 * (2 * C30 - L30 - H30) / (H30 - L30 + .00001) + 6746518 * V31 * (2 * C31 - L31 - H31) / (H31 - L31 + .00001) + 5511697 * V32 * (2 * C32 - L32 - H32) / (H32 - L32 + .00001) + 4501388 * V33 * (2 * C33 - L33 - H33) / (H33 - L33 + .00001) + 3674772 * V34 * (2 * C34 - L34 - H34) / (H34 - L34 + .00001) + 2998450 * V35 * (2 * C35 - L35 - H35) / (H35 - L35 + .00001) + 2445096 * V36 * (2 * C36 - L36 - H36) / (H36 - L36 + .00001) + 1992351 * V37 * (2 * C37 - L37 - H37) / (H37 - L37 + .00001) + 1621924 * V38 * (2 * C38 - L38 - H38) / (H38 - L38 + .00001) + 1318847 * V39 * (2 * C39 - L39 - H39) / (H39 - L39 + .00001) + 1070874 * V40 * (2 * C40 - L40 - H40) / (H40 - L40 + .00001) + 867988 * V41 * (2 * C41 - L41 - H41) / (H41 - L41 + .00001) + 701990 * V42 * (2 * C42 - L42 - H42) / (H42 - L42 + .00001) + 566174 * V43 * (2 * C43 - L43 - H43) / (H43 - L43 + .00001) + 455051 * V44 * (2 * C44 - L44 - H44) / (H44 - L44 + .00001) + 364133 * V45 * (2 * C45 - L45 - H45) / (H45 - L45 + .00001) + 289745 * V46 * (2 * C46 - L46 - H46) / (H46 - L46 + .00001) + 228882 * V47 * (2 * C47 - L47 - H47) / (H47 - L47 + .00001) + 179086 * V48 * (2 * C48 - L48 - H48) / (H48 - L48 + .00001) + 138343 * V49 * (2 * C49 - L49 - H49) / (H49 - L49 + .00001) + 105008 * V50 * (2 * C50 - L50 - H50) / (H50 - L50 + .00001) + 77734 * V51 * (2 * C51 - L51 - H51) / (H51 - L51 + .00001) + 55418 * V52 * (2 * C52 - L52 - H52) / (H52 - L52 + .00001) + 37160 * V53 * (2 * C53 - L53 - H53) / (H53 - L53 + .00001) + 22222 * V54 * (2 * C54 - L54 - H54) / (H54 - L54 + .00001) + 10000 * V55 * (2 * C55 - L55 - H55) / (H55 - L55 + .00001)) / 4176070771
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 1/1/2005
Posts: 2,645
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Bruce,
You have a filter of some kind on
V*(2*C-L-H)/(H-L)
Will you please describe what it is? Is it an EMA3 minus an EMA10? It does not appear to be the Chaikin Oscillator to me.
Please see:
chaikin Oscillator
There is a description of how to plot the Indicator. As for a PCF for the Indicator, I stated there that it is probabally beyond even your endurance level.
Thanks,
Jim Murphy
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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bustermu,
No wonder I couldn't find many comparison charts. Chaikin wasn't spelled correctly (many thanks for the correction). The shape seems to match all of the examples I've found since your post, but I'm not sure the scaling does. My shortcut may be too short. I still have some research and thinking to do about this.
To answer your question, what I've done is not actually an EMA3 of V*(2*C-L-H)/(H-L) minus an EMA10 of V*(2*C-L-H)/(H-L), but you are close. I pre-computed the coefficents for the EMA3 and EMA10 the same way I normally did before I started using your nested parentheses method, but instead of just subtracting them, I summed the coefficents first.
It just seemed to me that if I was constructing an EMA of a Cumulative Indicator, the coefficients would need to be applied not only to the most recent value of V*(2*C-L-H)/(H-L), but to every previous value of V*(2*C-L-H)/(H-L) as well.
For example, the first term just uses the same coefficents that would have normally been computed for a straight EMA3 - EMA10, but the second term sums the coefficients that would have normally been computed for both the first and second terms before subtracting. The third term continues the pattern by taking the sum of the coefficients that would have normally been used for the first three terms and then subtracts. The nice thing about this is that the sum of the coefficents for the EMA3 and EMA10 both approach one. This means the difference approaches zero and can eventually be ignored.
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 1/1/2005
Posts: 2,645
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Bruce,
My statement concerning the difficulty of writing a PCF for the Chaikin Oscillator is incorrect.
The Chaikin Oscillator is defined as an EMA3 minus an EMA10 placed on the Cumulative Indicator of Y where Y is defined by:
Y = V*(2*C-L-H)/(H-L)
A form for a PCF for the Chaikin Oscillator is:
((10-1)*XAVG(Y,10)-(3-1)*XAVG(Y,3))/2
The periods 3 and 10 were left intact so that they can be changed. Also, the Y could be the increment for any Cumulative Indicator.
I do not recall why I originally thought the PCF would be a problem.
Thanks,
Jim Murphy
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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bustermu,
I must be doing something wrong. When I try to expand out your Personal Criteria Formula for the Chaikin Oscillator and plot it as a Custom Indicator, it doesn't look like the comparison charts I've found on the web (corrected, see bustermu's Saturday, March 25, 2006 1:52:33 PM post below):
Select Chart Template | Add Indicator | Indicator.
-Visible: Checked
-Center Zero Line: Checked
-Plot using price scale: Unchecked
-Smoothing Average: 1
-Indicator Formula: .818911243248306 * (V * (2 * C - L - H) / (H - L + .00001) + 9 / 11 * (V1 * (2 * C1 - L1 - H1) / (H1 - L1 + .00001) + 9 / 11 * (V2 * (2 * C2 - L2 - H2) / (H2 - L2 + .00001) + 9 / 11 * (V3 * (2 * C3 - L3 - H3) / (H3 - L3 + .00001) + 9 / 11 * (V4 * (2 * C4 - L4 - H4) / (H4 - L4 + .00001) + 9 / 11 * (V5 * (2 * C5 - L5 - H5) / (H5 - L5 + .00001) + 9 / 11 * (V6 * (2 * C6 - L6 - H6) / (H6 - L6 + .00001) + 9 / 11 * (V7 * (2 * C7 - L7 - H7) / (H7 - L7 + .00001) + 9 / 11 * (V8 * (2 * C8 - L8 - H8) / (H8 - L8 + .00001) + 9 / 11 * (V9 * (2 * C9 - L9 - H9) / (H9 - L9 + .00001) + 9 / 11 * (V10 * (2 * C10 - L10 - H10) / (H10 - L10 + .00001) + 9 / 11 * (V11 * (2 * C11 - L11 - H11) / (H11 - L11 + .00001) + 9 / 11 * (V12 * (2 * C12 - L12 - H12) / (H12 - L12 + .00001) + 9 / 11 * (V13 * (2 * C13 - L13 - H13) / (H13 - L13 + .00001) + 9 / 11 * (V14 * (2 * C14 - L14 - H14) / (H14 - L14 + .00001) + 9 / 11 * (V15 * (2 * C15 - L15 - H15) / (H15 - L15 + .00001) + 9 / 11 * (V16 * (2 * C16 - L16 - H16) / (H16 - L16 + .00001) + 9 / 11 * (V17 * (2 * C17 - L17 - H17) / (H17 - L17 + .00001) + 9 / 11 * (V18 * (2 * C18 - L18 - H18) / (H18 - L18 + .00001) + 9 / 11 * (V19 * (2 * C19 - L19 - H19) / (H19 - L19 + .00001) + 9 / 11 * (V20 * (2 * C20 - L20 - H20) / (H20 - L20 + .00001) + 9 / 11 * (V21 * (2 * C21 - L21 - H21) / (H21 - L21 + .00001) + 9 / 11 * (V22 * (2 * C22 - L22 - H22) / (H22 - L22 + .00001) + 9 / 11 * (V23 * (2 * C23 - L23 - H23) / (H23 - L23 + .00001) + 9 / 11 * (V24 * (2 * C24 - L24 - H24) / (H24 - L24 + .00001) + 9 / 11 * (V25 * (2 * C25 - L25 - H25) / (H25 - L25 + .00001) + 9 / 11 * (V26 * (2 * C26 - L26 - H26) / (H26 - L26 + .00001) + 9 / 11 * (V27 * (2 * C27 - L27 - H27) / (H27 - L27 + .00001) + 9 / 11 * (V28 * (2 * C28 - L28 - H28) / (H28 - L28 + .00001) + 9 / 11 * (V29 * (2 * C29 - L29 - H29) / (H29 - L29 + .00001) + 9 / 11 * (V30 * (2 * C30 - L30 - H30) / (H30 - L30 + .00001) + 9 / 11 * (V31 * (2 * C31 - L31 - H31) / (H31 - L31 + .00001) + 9 / 11 * (V32 * (2 * C32 - L32 - H32) / (H32 - L32 + .00001) + 9 / 11 * (V33 * (2 * C33 - L33 - H33) / (H33 - L33 + .00001) + 9 / 11 * (V34 * (2 * C34 - L34 - H34) / (H34 - L34 + .00001)))))))))))))))))))))))))))))))))))) - .500488758553275 * (V * (2 * C - L - H) / (H - L + .00001) + 2 / 4 * (V1 * (2 * C1 - L1 - H1) / (H1 - L1 + .00001) + 2 / 4 * (V2 * (2 * C2 - L2 - H2) / (H2 - L2 + .00001) + 2 / 4 * (V3 * (2 * C3 - L3 - H3) / (H3 - L3 + .00001) + 2 / 4 * (V4 * (2 * C4 - L4 - H4) / (H4 - L4 + .00001) + 2 / 4 * (V5 * (2 * C5 - L5 - H5) / (H5 - L5 + .00001) + 2 / 4 * (V6 * (2 * C6 - L6 - H6) / (H6 - L6 + .00001) + 2 / 4 * (V7 * (2 * C7 - L7 - H7) / (H7 - L7 + .00001) + 2 / 4 * (V8 * (2 * C8 - L8 - H8) / (H8 - L8 + .00001) + 2 / 4 * (V9 * (2 * C9 - L9 - H9) / (H9 - L9 + .00001)))))))))))
The Cumulative Indicator method described in your Thursday, February 16, 2006 7:55:28 AM post in chaikin Oscillator lines up exactly with the chart from my Friday, March 24, 2006 10:55:59 AM post above except that it is plotted on a different scale (although maybe this is to be expected since it is based on a Cumulative Indicator?):
Select Chart Template | Add Indicator | Cumulative.
-Visible: Checked
-Smoothing Average: 1
-Up Condition: C > C - 1
-Down Condition: C < C - 1
-Value To Add/Subtract: .500488758553275 * (V * (2 * C - L - H) / (H - L + .00001) + 2 / 4 * (V1 * (2 * C1 - L1 - H1) / (H1 - L1 + .00001) + 2 / 4 * (V2 * (2 * C2 - L2 - H2) / (H2 - L2 + .00001) + 2 / 4 * (V3 * (2 * C3 - L3 - H3) / (H3 - L3 + .00001) + 2 / 4 * (V4 * (2 * C4 - L4 - H4) / (H4 - L4 + .00001) + 2 / 4 * (V5 * (2 * C5 - L5 - H5) / (H5 - L5 + .00001) + 2 / 4 * (V6 * (2 * C6 - L6 - H6) / (H6 - L6 + .00001) + 2 / 4 * (V7 * (2 * C7 - L7 - H7) / (H7 - L7 + .00001) + 2 / 4 * (V8 * (2 * C8 - L8 - H8) / (H8 - L8 + .00001) + 2 / 4 * (V9 * (2 * C9 - L9 - H9) / (H9 - L9 + .00001))))))))))) - .181980276277401 * (V * (2 * C - L - H) / (H - L + .00001) + 9 / 11 * (V1 * (2 * C1 - L1 - H1) / (H1 - L1 + .00001) + 9 / 11 * (V2 * (2 * C2 - L2 - H2) / (H2 - L2 + .00001) + 9 / 11 * (V3 * (2 * C3 - L3 - H3) / (H3 - L3 + .00001) + 9 / 11 * (V4 * (2 * C4 - L4 - H4) / (H4 - L4 + .00001) + 9 / 11 * (V5 * (2 * C5 - L5 - H5) / (H5 - L5 + .00001) + 9 / 11 * (V6 * (2 * C6 - L6 - H6) / (H6 - L6 + .00001) + 9 / 11 * (V7 * (2 * C7 - L7 - H7) / (H7 - L7 + .00001) + 9 / 11 * (V8 * (2 * C8 - L8 - H8) / (H8 - L8 + .00001) + 9 / 11 * (V9 * (2 * C9 - L9 - H9) / (H9 - L9 + .00001) + 9 / 11 * (V10 * (2 * C10 - L10 - H10) / (H10 - L10 + .00001) + 9 / 11 * (V11 * (2 * C11 - L11 - H11) / (H11 - L11 + .00001) + 9 / 11 * (V12 * (2 * C12 - L12 - H12) / (H12 - L12 + .00001) + 9 / 11 * (V13 * (2 * C13 - L13 - H13) / (H13 - L13 + .00001) + 9 / 11 * (V14 * (2 * C14 - L14 - H14) / (H14 - L14 + .00001) + 9 / 11 * (V15 * (2 * C15 - L15 - H15) / (H15 - L15 + .00001) + 9 / 11 * (V16 * (2 * C16 - L16 - H16) / (H16 - L16 + .00001) + 9 / 11 * (V17 * (2 * C17 - L17 - H17) / (H17 - L17 + .00001) + 9 / 11 * (V18 * (2 * C18 - L18 - H18) / (H18 - L18 + .00001) + 9 / 11 * (V19 * (2 * C19 - L19 - H19) / (H19 - L19 + .00001) + 9 / 11 * (V20 * (2 * C20 - L20 - H20) / (H20 - L20 + .00001) + 9 / 11 * (V21 * (2 * C21 - L21 - H21) / (H21 - L21 + .00001) + 9 / 11 * (V22 * (2 * C22 - L22 - H22) / (H22 - L22 + .00001) + 9 / 11 * (V23 * (2 * C23 - L23 - H23) / (H23 - L23 + .00001) + 9 / 11 * (V24 * (2 * C24 - L24 - H24) / (H24 - L24 + .00001) + 9 / 11 * (V25 * (2 * C25 - L25 - H25) / (H25 - L25 + .00001) + 9 / 11 * (V26 * (2 * C26 - L26 - H26) / (H26 - L26 + .00001) + 9 / 11 * (V27 * (2 * C27 - L27 - H27) / (H27 - L27 + .00001) + 9 / 11 * (V28 * (2 * C28 - L28 - H28) / (H28 - L28 + .00001) + 9 / 11 * (V29 * (2 * C29 - L29 - H29) / (H29 - L29 + .00001) + 9 / 11 * (V30 * (2 * C30 - L30 - H30) / (H30 - L30 + .00001) + 9 / 11 * (V31 * (2 * C31 - L31 - H31) / (H31 - L31 + .00001) + 9 / 11 * (V32 * (2 * C32 - L32 - H32) / (H32 - L32 + .00001) + 9 / 11 * (V33 * (2 * C33 - L33 - H33) / (H33 - L33 + .00001) + 9 / 11 * (V34 * (2 * C34 - L34 - H34) / (H34 - L34 + .00001))))))))))))))))))))))))))))))))))))
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 1/1/2005
Posts: 2,645
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Bruce,
Your parentheses are wrong in the nested parentheses PCF.
.818911243248306*(V*C-L-H)/(H-L+.00001)+9/11*(V1*...
should look something like
.818911243248306*(V*(2*C-L-H)/(H-L+.00001)+9/11*(V1*...
Same with the second half.
The way I checked my PCF was to let Y = C0-C1. Then. the Accumulator on Y is ACC( Y ) = C.
The PCF becomes:
XAVGC3-XAVGC10 = (9*XAVG(C0-C1,10)-2*XAVG(C0-C1,3))/2
= (9*(XAVGC10.0-XAVGC10.1)-2*(XAVGC3.0-XAVGC3.1))/2
Custom Indicators were constructed using:
PCF#1:
XAVGC3-XAVGC10
and
PCF#2:
(9*(XAVGC10.0-XAVGC10.1)-2*(XAVGC3.0-XAVGC3.1))/2
They overlayed each other and read the same values.
Thanks,
Jim Murphy
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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bustermu,
It appears the parentheses were just wrong on the first term of each of the Moving Averages (which oddly enough were already correct on the Cumulative version). Corrected. It now matches the plot from the version I wrote initially, including the scale (but is a significant improvement in elegance).
So I'm assuming the scaling difference on the Cumulative version is a result of the missing initialization constant?
-Bruce
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Registered User
Joined: 1/1/2005
Posts: 2,645
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Bruce.
Every thing you did now matches everything I did. I doubt we are both wrong. The charts on the web you see must use a different definition of Chaikin Oscillator or they have an error.
Thanks,
Jim Murphy
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Registered User
Joined: 10/22/2004
Posts: 44
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Gentlemen,
Was a determination ever made as to the PCF for the Chaikin Oscillator? There seemed to be a lot of "back and forth" in the thread and I can't tell if there was ant resolution to the original post.
Regards,
Bill
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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wilberking,
Yes, three of the above formulas produce the correct line, but one of them is shifted due to a missing initialization constant (the second formula from my Saturday, March 25, 2006 12:04:11 PM post). The two formulas that produce the correct result are the formula in my Friday, March 24, 2006 10:55:59 AM post and the first formula from my Saturday, March 25, 2006 12:04:11 PM post (which is based on bustermu's Saturday, March 25, 2006 10:31:08 AM post and probably the one you want to use).
-Bruce
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Registered User
Joined: 10/7/2004
Posts: 1,006
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Hi Bruce,
First thanks for the Chaikin PCFs, just two quick questions noted below.
Reference the Saturday, March 25, 2006 12:04:11 PM post – 1st Formula
1. What the difference between the Chaikin Oscillator and Worden’s MS
2. What do the Chaikin numbers indicate, each stock has different numbers
+22,692
+11,346 Line + 50% ?
0 Line
-11,346 Line – 50% ?
-22,692
Thanks
Winnie
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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QUOTE (Winnie) What the difference between the Chaikin Oscillator and Worden’s MS
MoneyStream is a proprietary indicator and I don't know the formula, but you might be interested in the following two quotes from the Online Help Files:
From the MoneyStream entry:
The MoneyStream was developed after years of experience with price-volume indicators. In addition to Joe Granville's OBV, ideas by David Bostian and Mar Chaikin were influential in the formulation. The final result embodies a method of filtering out what is believed to be a logical error in the preceding indicators. CMS is not as volatile as Bostian's and Chaikin's creations and it has more power to contradict than OBV.
From Don Worden's One More Attempt at Not One -- But Two -- Holy Grails entry:
Hundreds of people had brought me ideas (usually the valuable secret they whispered to me was an idea to calculate OBV by multiplying price times volume instead of adding). Nobody had ever brought me a really good idea, not even a decent one.
But he had a very good idea. Since Tick Volume was working very well and I had a small research and publishing organization of about only twenty people in total, I didn’t see that I could do justice to his abilities. I suggested he take his ideas to New York, which he did. He became very successful and well known. His name is David Bostion. His idea was to take the difference between close and high, and subtract it from the difference between close and low. A very ingenious idea!
I tinkered with it from time to time, but I was always troubled by what seemed to me excessive spikes at extremes of buying or selling. Later Larry Williams, whom I’ve never met, came up with something similar for commodities. I heard something about some litigation’s between Bostion and Williams. I don’t know who won. Mark Chaikin later came up with a similar idea that combines price and volume.
The MoneyStream has certain similarities to Chaikin’s indicator. However, I discovered what I consider a logical error common to all three of those approaches. Which is all I have to say about how the MoneyStream is calculated.
QUOTE (Winnie) What do the Chaikin numbers indicate, each stock has different numbers
+22,692
+11,346 Line + 50% ?
0 Line
-11,346 Line – 50% ?
-22,692
The +22,692 and -22,692 represent the furthest Chaikin's Oscillator has been from the centerline in the visible portion of the chart. The +11,346 and -11,346 are half of those values. I haven't thought about it too much, but the units would seem to be 100 share blocks of Volume.
-Bruce
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Registered User
Joined: 10/7/2004
Posts: 1,006
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Thanks Bruce - for the helpful information insight. There are so many ways to write PCFs, probably more ways than Carter has liver pills.
Because I understand things a little clearer, it’s starting to become enjoyable and a challenge to personally tweak TC2005, but again there is so much more to learn about the market.
Have a great weekend
Winnie
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Registered User
Joined: 10/7/2004
Posts: 1,006
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Hi Bruce,
Want experiment with the Chaikin Oscillator, a SGN formula, Chaikin crossing it’s MA6. Reference the first Chaikin formula on your post dated Saturday, March 25, 2006 12:04:11 PM, the missing piece is yesterday’s PCF.
I believe the PCF could be constructed the standard SGN Crossover method.
Can you please provide the PCF for yesterday’s Chaikin value? For yesterday’s value I could add 1 to each C, L, H etc. for the day before as shown below but there are numeric values within the PCF I don’t understand.
.818911243248306 * (V1 * (2 * C1 – L1 – H1) / (H1- L1 + .00001) + 9 / 11 * (V2 * (2 * C2 – L2 – H2) / (H2 – L2 + .00001) + 9 / 11 * (V2 * (2 * C3 – L3 – H3) / (H3 – L3 + .00001) + 9 / 11 * (V4 * (2 * C4 – L4 – H4) / (H4 – L4 + .00001) + 9 / 11 * …… L10 – H10) / (H10 – L10 + .00001)))))))))))
Thanks
Winnie
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Winnie,
Please try the following formula for the value of the Chaikin Oscillator 1-Period Ago:
.818911243248306 * (V1 * (2 * C1 - L1 - H1) / (H1 - L1 + .00001) + 9 / 11 * (V2 * (2 * C2 - L2 - H2) / (H2 - L2 + .00001) + 9 / 11 * (V3 * (2 * C3 - L3 - H3) / (H3 - L3 + .00001) + 9 / 11 * (V4 * (2 * C4 - L4 - H4) / (H4 - L4 + .00001) + 9 / 11 * (V5 * (2 * C5 - L5 - H5) / (H5 - L5 + .00001) + 9 / 11 * (V6 * (2 * C6 - L6 - H6) / (H6 - L6 + .00001) + 9 / 11 * (V7 * (2 * C7 - L7 - H7) / (H7 - L7 + .00001) + 9 / 11 * (V8 * (2 * C8 - L8 - H8) / (H8 - L8 + .00001) + 9 / 11 * (V9 * (2 * C9 - L9 - H9) / (H9 - L9 + .00001) + 9 / 11 * (V10 * (2 * C10 - L10 - H10) / (H10 - L10 + .00001) + 9 / 11 * (V11 * (2 * C11 - L11 - H11) / (H11 - L11 + .00001) + 9 / 11 * (V12 * (2 * C12 - L12 - H12) / (H12 - L12 + .00001) + 9 / 11 * (V13 * (2 * C13 - L13 - H13) / (H13 - L13 + .00001) + 9 / 11 * (V14 * (2 * C14 - L14 - H14) / (H14 - L14 + .00001) + 9 / 11 * (V15 * (2 * C15 - L15 - H15) / (H15 - L15 + .00001) + 9 / 11 * (V16 * (2 * C16 - L16 - H16) / (H16 - L16 + .00001) + 9 / 11 * (V17 * (2 * C17 - L17 - H17) / (H17 - L17 + .00001) + 9 / 11 * (V18 * (2 * C18 - L18 - H18) / (H18 - L18 + .00001) + 9 / 11 * (V19 * (2 * C19 - L19 - H19) / (H19 - L19 + .00001) + 9 / 11 * (V20 * (2 * C20 - L20 - H20) / (H20 - L20 + .00001) + 9 / 11 * (V21 * (2 * C21 - L21 - H21) / (H21 - L21 + .00001) + 9 / 11 * (V22 * (2 * C22 - L22 - H22) / (H22 - L22 + .00001) + 9 / 11 * (V23 * (2 * C23 - L23 - H23) / (H23 - L23 + .00001) + 9 / 11 * (V24 * (2 * C24 - L24 - H24) / (H24 - L24 + .00001) + 9 / 11 * (V25 * (2 * C25 - L25 - H25) / (H25 - L25 + .00001) + 9 / 11 * (V26 * (2 * C26 - L26 - H26) / (H26 - L26 + .00001) + 9 / 11 * (V27 * (2 * C27 - L27 - H27) / (H27 - L27 + .00001) + 9 / 11 * (V28 * (2 * C28 - L28 - H28) / (H28 - L28 + .00001) + 9 / 11 * (V29 * (2 * C29 - L29 - H29) / (H29 - L29 + .00001) + 9 / 11 * (V30 * (2 * C30 - L30 - H30) / (H30 - L30 + .00001) + 9 / 11 * (V31 * (2 * C31 - L31 - H31) / (H31 - L31 + .00001) + 9 / 11 * (V32 * (2 * C32 - L32 - H32) / (H32 - L32 + .00001) + 9 / 11 * (V33 * (2 * C33 - L33 - H33) / (H33 - L33 + .00001) + 9 / 11 * (V34 * (2 * C34 - L34 - H34) / (H34 - L34 + .00001) + 9 / 11 * (V35 * (2 * C35 - L35 - H35) / (H35 - L35 + .00001)))))))))))))))))))))))))))))))))))) - .500488758553275 * (V1 * (2 * C1 - L1 - H1) / (H1 - L1 + .00001) + 2 / 4 * (V2 * (2 * C2 - L2 - H2) / (H2 - L2 + .00001) + 2 / 4 * (V3 * (2 * C3 - L3 - H3) / (H3 - L3 + .00001) + 2 / 4 * (V4 * (2 * C4 - L4 - H4) / (H4 - L4 + .00001) + 2 / 4 * (V5 * (2 * C5 - L5 - H5) / (H5 - L5 + .00001) + 2 / 4 * (V6 * (2 * C6 - L6 - H6) / (H6 - L6 + .00001) + 2 / 4 * (V7 * (2 * C7 - L7 - H7) / (H7 - L7 + .00001) + 2 / 4 * (V8 * (2 * C8 - L8 - H8) / (H8 - L8 + .00001) + 2 / 4 * (V9 * (2 * C9 - L9 - H9) / (H9 - L9 + .00001) + 2 / 4 * (V10 * (2 * C10 - L10 - H10) / (H10 - L10 + .00001)))))))))))
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 10/7/2004
Posts: 1,006
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Bruce, thanks very much.
Winnie
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Registered User
Joined: 10/7/2004
Posts: 1,006
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Hi Bruce,
Sorry to bug you again, as soon as I started to configure the PCF, I knew I had a problem with Chaikin’s MA, it’s not just a MA but the AVG of Chaikin, I believe the formula below is correct, the nomenclature may not be correct, but you probably know what I mean, now I need the PCFs for No. 3 and 4. Not as smart as I thought.
1. Chk1 - Chainkin Today
2. Chk1.1 - Chainkin Yesterday
3. AVG(Chk1,6) - Chaikin’s MA6 Today
4. AVG(Chk1.1,6) - Chaikin’s MA6 Yesterday
Chaikin (3,10) Oscillator Crossover it’s MA6
SGN(Chk1 - AVG(Chk1,6)) - SGN(Chk1.1 - AVG(Chk1.1,6))
Can you help with No. 3 & 4
Thanks
Winnie
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Winnie,
I'm not sure if you want a Simple Moving Average (you used AVG() in your post) or an Exponential Moving Average (which the Chaikin Oscillator itself is built around)....
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 10/7/2004
Posts: 1,006
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Bruce - looked at both, hard to decide, presently I'm using simple, so please make it simple.
Thanks
Winnie
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
Winnie,
Please don't try to use this as a Custom Indicator (it's slow enough as a Personal Criteria Formula):
SGN(1.43309467568454 * (V * (2 * C - L - H) / (H - L + .00001) + 9 / 11 * (V1 * (2 * C1 - L1 - H1) / (H1 - L1 + .00001) + 9 / 11 * (V2 * (2 * C2 - L2 - H2) / (H2 - L2 + .00001) + 9 / 11 * (V3 * (2 * C3 - L3 - H3) / (H3 - L3 + .00001) + 9 / 11 * (V4 * (2 * C4 - L4 - H4) / (H4 - L4 + .00001) + 9 / 11 * (V5 * (2 * C5 - L5 - H5) / (H5 - L5 + .00001) + 9 / 11 * (V6 * (2 * C6 - L6 - H6) / (H6 - L6 + .00001) + 9 / 11 * (V7 * (2 * C7 - L7 - H7) / (H7 - L7 + .00001) + 9 / 11 * (V8 * (2 * C8 - L8 - H8) / (H8 - L8 + .00001) + 9 / 11 * (V9 * (2 * C9 - L9 - H9) / (H9 - L9 + .00001) + 9 / 11 * (V10 * (2 * C10 - L10 - H10) / (H10 - L10 + .00001) + 9 / 11 * (V11 * (2 * C11 - L11 - H11) / (H11 - L11 + .00001) + 9 / 11 * (V12 * (2 * C12 - L12 - H12) / (H12 - L12 + .00001) + 9 / 11 * (V13 * (2 * C13 - L13 - H13) / (H13 - L13 + .00001) + 9 / 11 * (V14 * (2 * C14 - L14 - H14) / (H14 - L14 + .00001) + 9 / 11 * (V15 * (2 * C15 - L15 - H15) / (H15 - L15 + .00001) + 9 / 11 * (V16 * (2 * C16 - L16 - H16) / (H16 - L16 + .00001) + 9 / 11 * (V17 * (2 * C17 - L17 - H17) / (H17 - L17 + .00001) + 9 / 11 * (V18 * (2 * C18 - L18 - H18) / (H18 - L18 + .00001) + 9 / 11 * (V19 * (2 * C19 - L19 - H19) / (H19 - L19 + .00001) + 9 / 11 * (V20 * (2 * C20 - L20 - H20) / (H20 - L20 + .00001) + 9 / 11 * (V21 * (2 * C21 - L21 - H21) / (H21 - L21 + .00001) + 9 / 11 * (V22 * (2 * C22 - L22 - H22) / (H22 - L22 + .00001) + 9 / 11 * (V23 * (2 * C23 - L23 - H23) / (H23 - L23 + .00001) + 9 / 11 * (V24 * (2 * C24 - L24 - H24) / (H24 - L24 + .00001) + 9 / 11 * (V25 * (2 * C25 - L25 - H25) / (H25 - L25 + .00001) + 9 / 11 * (V26 * (2 * C26 - L26 - H26) / (H26 - L26 + .00001) + 9 / 11 * (V27 * (2 * C27 - L27 - H27) / (H27 - L27 + .00001) + 9 / 11 * (V28 * (2 * C28 - L28 - H28) / (H28 - L28 + .00001) + 9 / 11 * (V29 * (2 * C29 - L29 - H29) / (H29 - L29 + .00001) + 9 / 11 * (V30 * (2 * C30 - L30 - H30) / (H30 - L30 + .00001) + 9 / 11 * (V31 * (2 * C31 - L31 - H31) / (H31 - L31 + .00001) + 9 / 11 * (V32 * (2 * C32 - L32 - H32) / (H32 - L32 + .00001) + 9 / 11 * (V33 * (2 * C33 - L33 - H33) / (H33 - L33 + .00001) + 9 / 11 * (V34 * (2 * C34 - L34 - H34) / (H34 - L34 + .00001)))))))))))))))))))))))))))))))))))) - .583903551645487 * (V * (2 * C - L - H) / (H - L + .00001) + 2 / 4 * (V1 * (2 * C1 - L1 - H1) / (H1 - L1 + .00001) + 2 / 4 * (V2 * (2 * C2 - L2 - H2) / (H2 - L2 + .00001) + 2 / 4 * (V3 * (2 * C3 - L3 - H3) / (H3 - L3 + .00001) + 2 / 4 * (V4 * (2 * C4 - L4 - H4) / (H4 - L4 + .00001) + 2 / 4 * (V5 * (2 * C5 - L5 - H5) / (H5 - L5 + .00001) + 2 / 4 * (V6 * (2 * C6 - L6 - H6) / (H6 - L6 + .00001) + 2 / 4 * (V7 * (2 * C7 - L7 - H7) / (H7 - L7 + .00001) + 2 / 4 * (V8 * (2 * C8 - L8 - H8) / (H8 - L8 + .00001) + 2 / 4 * (V9 * (2 * C9 - L9 - H9) / (H9 - L9 + .00001))))))))))) - 7 / 12 * (V * (2 * C - L - H) / (H - L + .00001) + V1 * (2 * C1 - L1 - H1) / (H1 - L1 + .00001) + V2 * (2 * C2 - L2 - H2) / (H2 - L2 + .00001) + V3 * (2 * C3 - L3 - H3) / (H3 - L3 + .00001) + V4 * (2 * C4 - L4 - H4) / (H4 - L4 + .00001) + V5 * (2 * C5 - L5 - H5) / (H5 - L5 + .00001)) - .61418343243623 * (V6 * (2 * C6 - L6 - H6) / (H6 - L6 + .00001) + 9 / 11 * (V7 * (2 * C7 - L7 - H7) / (H7 - L7 + .00001) + 9 / 11 * (V8 * (2 * C8 - L8 - H8) / (H8 - L8 + .00001) + 9 / 11 * (V9 * (2 * C9 - L9 - H9) / (H9 - L9 + .00001) + 9 / 11 * (V10 * (2 * C10 - L10 - H10) / (H10 - L10 + .00001) + 9 / 11 * (V11 * (2 * C11 - L11 - H11) / (H11 - L11 + .00001) + 9 / 11 * (V12 * (2 * C12 - L12 - H12) / (H12 - L12 + .00001) + 9 / 11 * (V13 * (2 * C13 - L13 - H13) / (H13 - L13 + .00001) + 9 / 11 * (V14 * (2 * C14 - L14 - H14) / (H14 - L14 + .00001) + 9 / 11 * (V15 * (2 * C15 - L15 - H15) / (H15 - L15 + .00001) + 9 / 11 * (V16 * (2 * C16 - L16 - H16) / (H16 - L16 + .00001) + 9 / 11 * (V17 * (2 * C17 - L17 - H17) / (H17 - L17 + .00001) + 9 / 11 * (V18 * (2 * C18 - L18 - H18) / (H18 - L18 + .00001) + 9 / 11 * (V19 * (2 * C19 - L19 - H19) / (H19 - L19 + .00001) + 9 / 11 * (V20 * (2 * C20 - L20 - H20) / (H20 - L20 + .00001) + 9 / 11 * (V21 * (2 * C21 - L21 - H21) / (H21 - L21 + .00001) + 9 / 11 * (V22 * (2 * C22 - L22 - H22) / (H22 - L22 + .00001) + 9 / 11 * (V23 * (2 * C23 - L23 - H23) / (H23 - L23 + .00001) + 9 / 11 * (V24 * (2 * C24 - L24 - H24) / (H24 - L24 + .00001) + 9 / 11 * (V25 * (2 * C25 - L25 - H25) / (H25 - L25 + .00001) + 9 / 11 * (V26 * (2 * C26 - L26 - H26) / (H26 - L26 + .00001) + 9 / 11 * (V27 * (2 * C27 - L27 - H27) / (H27 - L27 + .00001) + 9 / 11 * (V28 * (2 * C28 - L28 - H28) / (H28 - L28 + .00001) + 9 / 11 * (V29 * (2 * C29 - L29 - H29) / (H29 - L29 + .00001) + 9 / 11 * (V30 * (2 * C30 - L30 - H30) / (H30 - L30 + .00001) + 9 / 11 * (V31 * (2 * C31 - L31 - H31) / (H31 - L31 + .00001) + 9 / 11 * (V32 * (2 * C32 - L32 - H32) / (H32 - L32 + .00001) + 9 / 11 * (V33 * (2 * C33 - L33 - H33) / (H33 - L33 + .00001) + 9 / 11 * (V34 * (2 * C34 - L34 - H34) / (H34 - L34 + .00001) + 9 / 11 * (V35 * (2 * C35 - L35 - H35) / (H35 - L35 + .00001) + 9 / 11 * (V36 * (2 * C36 - L36 - H36) / (H36 - L36 + .00001) + 9 / 11 * (V37 * (2 * C37 - L37 - H37) / (H37 - L37 + .00001) + 9 / 11 * (V38 * (2 * C38 - L38 - H38) / (H38 - L38 + .00001) + 9 / 11 * (V39 * (2 * C39 - L39 - H39) / (H39 - L39 + .00001) + 9 / 11 * (V40 * (2 * C40 - L40 - H40) / (H40 - L40 + .00001) + 9 / 11 * (V41 * (2 * C41 - L41 - H41) / (H41 - L41 + .00001) + 9 / 11 * (V42 * (2 * C42 - L42 - H42) / (H42 - L42 + .00001) + 9 / 11 * (V43 * (2 * C43 - L43 - H43) / (H43 - L43 + .00001) + 9 / 11 * (V44 * (2 * C44 - L44 - H44) / (H44 - L44 + .00001) + 9 / 11 * (V45 * (2 * C45 - L45 - H45) / (H45 - L45 + .00001) + 9 / 11 * (V46 * (2 * C46 - L46 - H46) / (H46 - L46 + .00001)))))))))))))))))))))))))))))))))))))))))) + .0834147930922124 * (V6 * (2 * C6 - L6 - H6) / (H6 - L6 + .00001) + 2 / 4 * (V7 * (2 * C7 - L7 - H7) / (H7 - L7 + .00001) + 2 / 4 * (V8 * (2 * C8 - L8 - H8) / (H8 - L8 + .00001) + 2 / 4 * (V9 * (2 * C9 - L9 - H9) / (H9 - L9 + .00001) + 2 / 4 * (V10 * (2 * C10 - L10 - H10) / (H10 - L10 + .00001) + 2 / 4 * (V11 * (2 * C11 - L11 - H11) / (H11 - L11 + .00001) + 2 / 4 * (V12 * (2 * C12 - L12 - H12) / (H12 - L12 + .00001) + 2 / 4 * (V13 * (2 * C13 - L13 - H13) / (H13 - L13 + .00001) + 2 / 4 * (V14 * (2 * C14 - L14 - H14) / (H14 - L14 + .00001) + 2 / 4 * (V15 * (2 * C15 - L15 - H15) / (H15 - L15 + .00001) + 2 / 4 * (V16 * (2 * C16 - L16 - H16) / (H16 - L16 + .00001) + 2 / 4 * (V17 * (2 * C17 - L17 - H17) / (H17 - L17 + .00001) + 2 / 4 * (V18 * (2 * C18 - L18 - H18) / (H18 - L18 + .00001) + 2 / 4 * (V19 * (2 * C19 - L19 - H19) / (H19 - L19 + .00001) + 2 / 4 * (V20 * (2 * C20 - L20 - H20) / (H20 - L20 + .00001) + 2 / 4 * (V21 * (2 * C21 - L21 - H21) / (H21 - L21 + .00001)))))))))))))))))) - SGN(1.43309467568454 * (V1 * (2 * C1 - L1 - H1) / (H1 - L1 + .00001) + 9 / 11 * (V2 * (2 * C2 - L2 - H2) / (H2 - L2 + .00001) + 9 / 11 * (V3 * (2 * C3 - L3 - H3) / (H3 - L3 + .00001) + 9 / 11 * (V4 * (2 * C4 - L4 - H4) / (H4 - L4 + .00001) + 9 / 11 * (V5 * (2 * C5 - L5 - H5) / (H5 - L5 + .00001) + 9 / 11 * (V6 * (2 * C6 - L6 - H6) / (H6 - L6 + .00001) + 9 / 11 * (V7 * (2 * C7 - L7 - H7) / (H7 - L7 + .00001) + 9 / 11 * (V8 * (2 * C8 - L8 - H8) / (H8 - L8 + .00001) + 9 / 11 * (V9 * (2 * C9 - L9 - H9) / (H9 - L9 + .00001) + 9 / 11 * (V10 * (2 * C10 - L10 - H10) / (H10 - L10 + .00001) + 9 / 11 * (V11 * (2 * C11 - L11 - H11) / (H11 - L11 + .00001) + 9 / 11 * (V12 * (2 * C12 - L12 - H12) / (H12 - L12 + .00001) + 9 / 11 * (V13 * (2 * C13 - L13 - H13) / (H13 - L13 + .00001) + 9 / 11 * (V14 * (2 * C14 - L14 - H14) / (H14 - L14 + .00001) + 9 / 11 * (V15 * (2 * C15 - L15 - H15) / (H15 - L15 + .00001) + 9 / 11 * (V16 * (2 * C16 - L16 - H16) / (H16 - L16 + .00001) + 9 / 11 * (V17 * (2 * C17 - L17 - H17) / (H17 - L17 + .00001) + 9 / 11 * (V18 * (2 * C18 - L18 - H18) / (H18 - L18 + .00001) + 9 / 11 * (V19 * (2 * C19 - L19 - H19) / (H19 - L19 + .00001) + 9 / 11 * (V20 * (2 * C20 - L20 - H20) / (H20 - L20 + .00001) + 9 / 11 * (V21 * (2 * C21 - L21 - H21) / (H21 - L21 + .00001) + 9 / 11 * (V22 * (2 * C22 - L22 - H22) / (H22 - L22 + .00001) + 9 / 11 * (V23 * (2 * C23 - L23 - H23) / (H23 - L23 + .00001) + 9 / 11 * (V24 * (2 * C24 - L24 - H24) / (H24 - L24 + .00001) + 9 / 11 * (V25 * (2 * C25 - L25 - H25) / (H25 - L25 + .00001) + 9 / 11 * (V26 * (2 * C26 - L26 - H26) / (H26 - L26 + .00001) + 9 / 11 * (V27 * (2 * C27 - L27 - H27) / (H27 - L27 + .00001) + 9 / 11 * (V28 * (2 * C28 - L28 - H28) / (H28 - L28 + .00001) + 9 / 11 * (V29 * (2 * C29 - L29 - H29) / (H29 - L29 + .00001) + 9 / 11 * (V30 * (2 * C30 - L30 - H30) / (H30 - L30 + .00001) + 9 / 11 * (V31 * (2 * C31 - L31 - H31) / (H31 - L31 + .00001) + 9 / 11 * (V32 * (2 * C32 - L32 - H32) / (H32 - L32 + .00001) + 9 / 11 * (V33 * (2 * C33 - L33 - H33) / (H33 - L33 + .00001) + 9 / 11 * (V34 * (2 * C34 - L34 - H34) / (H34 - L34 + .00001) + 9 / 11 * (V35 * (2 * C35 - L35 - H35) / (H35 - L35 + .00001)))))))))))))))))))))))))))))))))))) - .583903551645487 * (V1 * (2 * C1 - L1 - H1) / (H1 - L1 + .00001) + 2 / 4 * (V2 * (2 * C2 - L2 - H2) / (H2 - L2 + .00001) + 2 / 4 * (V3 * (2 * C3 - L3 - H3) / (H3 - L3 + .00001) + 2 / 4 * (V4 * (2 * C4 - L4 - H4) / (H4 - L4 + .00001) + 2 / 4 * (V5 * (2 * C5 - L5 - H5) / (H5 - L5 + .00001) + 2 / 4 * (V6 * (2 * C6 - L6 - H6) / (H6 - L6 + .00001) + 2 / 4 * (V7 * (2 * C7 - L7 - H7) / (H7 - L7 + .00001) + 2 / 4 * (V8 * (2 * C8 - L8 - H8) / (H8 - L8 + .00001) + 2 / 4 * (V9 * (2 * C9 - L9 - H9) / (H9 - L9 + .00001) + 2 / 4 * (V10 * (2 * C10 - L10 - H10) / (H10 - L10 + .00001))))))))))) - 7 / 12 * (V1 * (2 * C1 - L1 - H1) / (H1 - L1 + .00001) + V2 * (2 * C2 - L2 - H2) / (H2 - L2 + .00001) + V3 * (2 * C3 - L3 - H3) / (H3 - L3 + .00001) + V4 * (2 * C4 - L4 - H4) / (H4 - L4 + .00001) + V5 * (2 * C5 - L5 - H5) / (H5 - L5 + .00001) + V6 * (2 * C6 - L6 - H6) / (H6 - L6 + .00001)) - .61418343243623 * (V7 * (2 * C7 - L7 - H7) / (H7 - L7 + .00001) + 9 / 11 * (V8 * (2 * C8 - L8 - H8) / (H8 - L8 + .00001) + 9 / 11 * (V9 * (2 * C9 - L9 - H9) / (H9 - L9 + .00001) + 9 / 11 * (V10 * (2 * C10 - L10 - H10) / (H10 - L10 + .00001) + 9 / 11 * (V11 * (2 * C11 - L11 - H11) / (H11 - L11 + .00001) + 9 / 11 * (V12 * (2 * C12 - L12 - H12) / (H12 - L12 + .00001) + 9 / 11 * (V13 * (2 * C13 - L13 - H13) / (H13 - L13 + .00001) + 9 / 11 * (V14 * (2 * C14 - L14 - H14) / (H14 - L14 + .00001) + 9 / 11 * (V15 * (2 * C15 - L15 - H15) / (H15 - L15 + .00001) + 9 / 11 * (V16 * (2 * C16 - L16 - H16) / (H16 - L16 + .00001) + 9 / 11 * (V17 * (2 * C17 - L17 - H17) / (H17 - L17 + .00001) + 9 / 11 * (V18 * (2 * C18 - L18 - H18) / (H18 - L18 + .00001) + 9 / 11 * (V19 * (2 * C19 - L19 - H19) / (H19 - L19 + .00001) + 9 / 11 * (V20 * (2 * C20 - L20 - H20) / (H20 - L20 + .00001) + 9 / 11 * (V21 * (2 * C21 - L21 - H21) / (H21 - L21 + .00001) + 9 / 11 * (V22 * (2 * C22 - L22 - H22) / (H22 - L22 + .00001) + 9 / 11 * (V23 * (2 * C23 - L23 - H23) / (H23 - L23 + .00001) + 9 / 11 * (V24 * (2 * C24 - L24 - H24) / (H24 - L24 + .00001) + 9 / 11 * (V25 * (2 * C25 - L25 - H25) / (H25 - L25 + .00001) + 9 / 11 * (V26 * (2 * C26 - L26 - H26) / (H26 - L26 + .00001) + 9 / 11 * (V27 * (2 * C27 - L27 - H27) / (H27 - L27 + .00001) + 9 / 11 * (V28 * (2 * C28 - L28 - H28) / (H28 - L28 + .00001) + 9 / 11 * (V29 * (2 * C29 - L29 - H29) / (H29 - L29 + .00001) + 9 / 11 * (V30 * (2 * C30 - L30 - H30) / (H30 - L30 + .00001) + 9 / 11 * (V31 * (2 * C31 - L31 - H31) / (H31 - L31 + .00001) + 9 / 11 * (V32 * (2 * C32 - L32 - H32) / (H32 - L32 + .00001) + 9 / 11 * (V33 * (2 * C33 - L33 - H33) / (H33 - L33 + .00001) + 9 / 11 * (V34 * (2 * C34 - L34 - H34) / (H34 - L34 + .00001) + 9 / 11 * (V35 * (2 * C35 - L35 - H35) / (H35 - L35 + .00001) + 9 / 11 * (V36 * (2 * C36 - L36 - H36) / (H36 - L36 + .00001) + 9 / 11 * (V37 * (2 * C37 - L37 - H37) / (H37 - L37 + .00001) + 9 / 11 * (V38 * (2 * C38 - L38 - H38) / (H38 - L38 + .00001) + 9 / 11 * (V39 * (2 * C39 - L39 - H39) / (H39 - L39 + .00001) + 9 / 11 * (V40 * (2 * C40 - L40 - H40) / (H40 - L40 + .00001) + 9 / 11 * (V41 * (2 * C41 - L41 - H41) / (H41 - L41 + .00001) + 9 / 11 * (V42 * (2 * C42 - L42 - H42) / (H42 - L42 + .00001) + 9 / 11 * (V43 * (2 * C43 - L43 - H43) / (H43 - L43 + .00001) + 9 / 11 * (V44 * (2 * C44 - L44 - H44) / (H44 - L44 + .00001) + 9 / 11 * (V45 * (2 * C45 - L45 - H45) / (H45 - L45 + .00001) + 9 / 11 * (V46 * (2 * C46 - L46 - H46) / (H46 - L46 + .00001) + 9 / 11 * (V47 * (2 * C47 - L47 - H47) / (H47 - L47 + .00001)))))))))))))))))))))))))))))))))))))))))) + .0834147930922124 * (V7 * (2 * C7 - L7 - H7) / (H7 - L7 + .00001) + 2 / 4 * (V8 * (2 * C8 - L8 - H8) / (H8 - L8 + .00001) + 2 / 4 * (V9 * (2 * C9 - L9 - H9) / (H9 - L9 + .00001) + 2 / 4 * (V10 * (2 * C10 - L10 - H10) / (H10 - L10 + .00001) + 2 / 4 * (V11 * (2 * C11 - L11 - H11) / (H11 - L11 + .00001) + 2 / 4 * (V12 * (2 * C12 - L12 - H12) / (H12 - L12 + .00001) + 2 / 4 * (V13 * (2 * C13 - L13 - H13) / (H13 - L13 + .00001) + 2 / 4 * (V14 * (2 * C14 - L14 - H14) / (H14 - L14 + .00001) + 2 / 4 * (V15 * (2 * C15 - L15 - H15) / (H15 - L15 + .00001) + 2 / 4 * (V16 * (2 * C16 - L16 - H16) / (H16 - L16 + .00001) + 2 / 4 * (V17 * (2 * C17 - L17 - H17) / (H17 - L17 + .00001) + 2 / 4 * (V18 * (2 * C18 - L18 - H18) / (H18 - L18 + .00001) + 2 / 4 * (V19 * (2 * C19 - L19 - H19) / (H19 - L19 + .00001) + 2 / 4 * (V20 * (2 * C20 - L20 - H20) / (H20 - L20 + .00001) + 2 / 4 * (V21 * (2 * C21 - L21 - H21) / (H21 - L21 + .00001) + 2 / 4 * (V22 * (2 * C22 - L22 - H22) / (H22 - L22 + .00001))))))))))))))))))
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 10/7/2004
Posts: 1,006
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Hi Bruce,
Thanks for your PCF, I was concerned the AVG(Chk1) PCF might be a monster and hoping it would be simpler. Very similar to the RSI Crossover it’s EMA PCF
I tried it with a SMA6 not as a child of Chk, as noted in the formula below, but it’s just not accurate.
Chaikin (3,10) Oscillator Crossover SMA6
SGN(Chk1 – AVGC6) - SGN(Chk1.1 – AVGC6.1)
OK, can we back up, if we can’t do this with a PCF.
How is the best way to scan for a Chaikin Crossover it’s SMA or EMA?
Since there are many ways to write a PCF, do you know of a way to write this without making the calculations grind to a halt?
Thanks
Winnie
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Winnie,
I'm sure it is possible to simplify the nested parentheses version from my Sunday, April 02, 2006 9:13:53 AM post, but it is much simpler to just precalculate and combine the coefficients. I'm not sure if it is any quicker (it is shorter), but you can give it a try (and I would still beg you to not try using it as a Custom Indicator):
SGN(.265129337686851 * V * (2 * C - L - H) / (H - L + .00001) + .296451716135685 * V1 * (2 * C1 - L1 - H1) / (H1 - L1 + .00001) + .229280521874631 * V2 * (2 * C2 - L2 - H2) / (H2 - L2 + .00001) + .127925192366096 * V3 * (2 * C3 - L3 - H3) / (H3 - L3 + .00001) + .0218017825035622 * V4 * (2 * C4 - L4 - H4) / (H4 - L4 + .00001) - .0766224052243636 * V5 * (2 * C5 - L5 - H5) / (H5 - L5 + .00001) - .1099211724563 * V6 * (2 * C6 - L6 - H6) / (H6 - L6 + .00001) - .113550561555156 * V7 * (2 * C7 - L7 - H7) / (H7 - L7 + .00001) - .104712533317856 * V8 * (2 * C8 - L8 - H8) / (H8 - L8 + .00001) - .091577655100973 * V9 * (2 * C9 - L9 - H9) / (H9 - L9 + .00001) - .0778790544576145 * V10 * (2 * C10 - L10 - H10) / (H10 - L10 + .00001) - .0651951674255483 * V11 * (2 * C11 - L11 - H11) / (H11 - L11 + .00001) - .0540794711464715 * V12 * (2 * C12 - L12 - H12) / (H12 - L12 + .00001) - .0446158252917153 * V13 * (2 * C13 - L13 - H13) / (H13 - L13 + .00001) - .0366883496882501 * V14 * (2 * C14 - L14 - H14) / (H14 - L14 + .00001) - .0301099869697189 * V15 * (2 * C15 - L15 - H15) / (H15 - L15 + .00001) - .0246815670421635 * V16 * (2 * C16 - L16 - H16) / (H16 - L16 + .00001) - .0202170709770577 * V17 * (2 * C17 - L17 - H17) / (H17 - L17 + .00001) - .016552770679782 * V18 * (2 * C18 - L18 - H18) / (H18 - L18 + .00001) - .0135489414054617 * V19 * (2 * C19 - L19 - H19) / (H19 - L19 + .00001) - .0110883802109251 * V20 * (2 * C20 - L20 - H20) / (H20 - L20 + .00001) - .00907375243034873 * V21 * (2 * C21 - L21 - H21) / (H21 - L21 + .00001) - .00742469993553581 * V22 * (2 * C22 - L22 - H22) / (H22 - L22 + .00001) - .0060751148298818 * V23 * (2 * C23 - L23 - H23) / (H23 - L23 + .00001) - .00497072866576128 * V24 * (2 * C24 - L24 - H24) / (H24 - L24 + .00001) - .00406704990173375 * V25 * (2 * C25 - L25 - H25) / (H25 - L25 + .00001) - .00332763132538311 * V26 * (2 * C26 - L26 - H26) / (H26 - L26 + .00001) - .00272262996911389 * V27 * (2 * C27 - L27 - H27) / (H27 - L27 + .00001) - .00222761759890246 * V28 * (2 * C28 - L28 - H28) / (H28 - L28 + .00001) - .00182260184755214 * V29 * (2 * C29 - L29 - H29) / (H29 - L29 + .00001) - .00149122250858597 * V30 * (2 * C30 - L30 - H30) / (H30 - L30 + .00001) - .00122009255095547 * V31 * (2 * C31 - L31 - H31) / (H31 - L31 + .00001) - .000998258245474374 * V32 * (2 * C32 - L32 - H32) / (H32 - L32 + .00001) - .000816757098189051 * V33 * (2 * C33 - L33 - H33) / (H33 - L33 + .00001) - .000668255983555114 * V34 * (2 * C34 - L34 - H34) / (H34 - L34 + .00001) - .000546754983608899 * V35 * (2 * C35 - L35 - H35) / (H35 - L35 + .00001) - .000447345030575549 * V36 * (2 * C36 - L36 - H36) / (H36 - L36 + .00001) - .000366009592464097 * V37 * (2 * C37 - L37 - H37) / (H37 - L37 + .00001) - .000299462404830919 * V38 * (2 * C38 - L38 - H38) / (H38 - L38 + .00001) - .000245014700359999 * V39 * (2 * C39 - L39 - H39) / (H39 - L39 + .00001) - .000200466575770941 * V40 * (2 * C40 - L40 - H40) / (H40 - L40 + .00001) - .000164018108823568 * V41 * (2 * C41 - L41 - H41) / (H41 - L41 + .00001) - .000134196635179292 * V42 * (2 * C42 - L42 - H42) / (H42 - L42 + .00001) - .000109797247308456 * V43 * (2 * C43 - L43 - H43) / (H43 - L43 + .00001)) - SGN(.265129337686851 * V1 * (2 * C1 - L1 - H1) / (H1 - L1 + .00001) + .296451716135685 * V2 * (2 * C2 - L2 - H2) / (H2 - L2 + .00001) + .229280521874631 * V3 * (2 * C3 - L3 - H3) / (H3 - L3 + .00001) + .127925192366096 * V4 * (2 * C4 - L4 - H4) / (H4 - L4 + .00001) + .0218017825035622 * V5 * (2 * C5 - L5 - H5) / (H5 - L5 + .00001) - .0766224052243636 * V6 * (2 * C6 - L6 - H6) / (H6 - L6 + .00001) - .1099211724563 * V7 * (2 * C7 - L7 - H7) / (H7 - L7 + .00001) - .113550561555156 * V8 * (2 * C8 - L8 - H8) / (H8 - L8 + .00001) - .104712533317856 * V9 * (2 * C9 - L9 - H9) / (H9 - L9 + .00001) - .091577655100973 * V10 * (2 * C10 - L10 - H10) / (H10 - L10 + .00001) - .0778790544576145 * V11 * (2 * C11 - L11 - H11) / (H11 - L11 + .00001) - .0651951674255483 * V12 * (2 * C12 - L12 - H12) / (H12 - L12 + .00001) - .0540794711464715 * V13 * (2 * C13 - L13 - H13) / (H13 - L13 + .00001) - .0446158252917153 * V14 * (2 * C14 - L14 - H14) / (H14 - L14 + .00001) - .0366883496882501 * V15 * (2 * C15 - L15 - H15) / (H15 - L15 + .00001) - .0301099869697189 * V16 * (2 * C16 - L16 - H16) / (H16 - L16 + .00001) - .0246815670421635 * V17 * (2 * C17 - L17 - H17) / (H17 - L17 + .00001) - .0202170709770577 * V18 * (2 * C18 - L18 - H18) / (H18 - L18 + .00001) - .016552770679782 * V19 * (2 * C19 - L19 - H19) / (H19 - L19 + .00001) - .0135489414054617 * V20 * (2 * C20 - L20 - H20) / (H20 - L20 + .00001) - .0110883802109251 * V21 * (2 * C21 - L21 - H21) / (H21 - L21 + .00001) - .00907375243034873 * V22 * (2 * C22 - L22 - H22) / (H22 - L22 + .00001) - .00742469993553581 * V23 * (2 * C23 - L23 - H23) / (H23 - L23 + .00001) - .0060751148298818 * V24 * (2 * C24 - L24 - H24) / (H24 - L24 + .00001) - .00497072866576128 * V25 * (2 * C25 - L25 - H25) / (H25 - L25 + .00001) - .00406704990173375 * V26 * (2 * C26 - L26 - H26) / (H26 - L26 + .00001) - .00332763132538311 * V27 * (2 * C27 - L27 - H27) / (H27 - L27 + .00001) - .00272262996911389 * V28 * (2 * C28 - L28 - H28) / (H28 - L28 + .00001) - .00222761759890246 * V29 * (2 * C29 - L29 - H29) / (H29 - L29 + .00001) - .00182260184755214 * V30 * (2 * C30 - L30 - H30) / (H30 - L30 + .00001) - .00149122250858597 * V31 * (2 * C31 - L31 - H31) / (H31 - L31 + .00001) - .00122009255095547 * V32 * (2 * C32 - L32 - H32) / (H32 - L32 + .00001) - .000998258245474374 * V33 * (2 * C33 - L33 - H33) / (H33 - L33 + .00001) - .000816757098189051 * V34 * (2 * C34 - L34 - H34) / (H34 - L34 + .00001) - .000668255983555114 * V35 * (2 * C35 - L35 - H35) / (H35 - L35 + .00001) - .000546754983608899 * V36 * (2 * C36 - L36 - H36) / (H36 - L36 + .00001) - .000447345030575549 * V37 * (2 * C37 - L37 - H37) / (H37 - L37 + .00001) - .000366009592464097 * V38 * (2 * C38 - L38 - H38) / (H38 - L38 + .00001) - .000299462404830919 * V39 * (2 * C39 - L39 - H39) / (H39 - L39 + .00001) - .000245014700359999 * V40 * (2 * C40 - L40 - H40) / (H40 - L40 + .00001) - .000200466575770941 * V41 * (2 * C41 - L41 - H41) / (H41 - L41 + .00001) - .000164018108823568 * V42 * (2 * C42 - L42 - H42) / (H42 - L42 + .00001) - .000134196635179292 * V43 * (2 * C43 - L43 - H43) / (H43 - L43 + .00001) - .000109797247308456 * V44 * (2 * C44 - L44 - H44) / (H44 - L44 + .00001))
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 10/7/2004
Posts: 1,006
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Hi Bruce,
Just got back online, see you gave me the whole enchilada, tried it out, the Calcs times are good, and IT WORKS!!  Very, very happy you share your knowledge with us, way beyond the call of customer support. I sure hope the owners appreciate your contribution to the company. As I said before you are a genius. Is there anything you can’t do with TC2005?
Thanks
Winnie
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