Registered User
Joined: 10/20/2005
Posts: 79
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Greetings,
You have been very helpful in assisting me in understanding linear regression lines and writing PCFs for specific periods... thank you again. One particular elementary system I am experimenting with to locate stocks within general longer term trends is visually sorting multiple linear regression lines. For example, I will do a visual sort of a 300 day linear regression line and then delete all stocks with a negative value (descending slope). Then I will do the same for a 250 day LR, then a 200 day LR, then a 150 LR, etc. to a 50 day LR. There are surely better/ quicker/ easier ways to achieve similar results. What I'm now trying to do in this experiment could sort of be called a "manual" backtest. What I want to do is end up with a list of stocks that have been selected using the above method, but some number of days ago... say 15. I thought that perhaps I could just take the chart back to 15 days ago and run all the linear regression visual sorts and it would provide a list of all stocks (from 15 days ago) that had an ascending slope. The trouble is that when I do the visual sort it seems to only do it starting on the current day. If I gan get the desired list (from 15 days ago) I can make all my hypothetical picks and then follow them bar by bar into the future (day 14, day 13, day 12, day 11, etc.) to see if my system for making the picks has particular validity. Is there a way, or ways, to do what I am trying to achieve with these LR visual sorts from the past?
Thank you very much!
CB
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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If you are using Indicator Sorting to sort by the Visual Slope of the Linear Regression Line, the simplest way to do this would probably be to do the same sort on Linear Regression Lines with an Extension equal to the desired backtest period. For example, a 250-Period Linear Regression with a 15-Period Extension will have the same slope as the 250-Period Linear Regression without an Extension had 15-Periods ago.
If you constantly sort by the same Linear Regression Lines, backtest over the same period and are sorting large Watchlists, it might be quicker to write Personal Criteria Formulas instead of using Indicator Sorting.
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 10/20/2005
Posts: 79
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Bruce,
Thank you very much. What you are suggesting works very well for what I am trying to do. However, as you are correctly observing this process is extremely laborious and time consuming. PCFs would definitely be a much better way to go. How would you recommend I approach this using PCFs. And would it be possible to scan using the PCFs on the same visual slope (numerical, of course) basis? If you can just give an example or two using both the current day (for real picks) and some time in the past (for hypothetical picks for back testing) I can probably pick-up what you are doing. You can make these as short as you like, the timeframe does not matter here. For example a 10 day LR, a 20 day LR and a 30 day LR with no extension... and a 10 day LR, a 20 day LR, and a 30 day LR, all these later three with a 5 day extension. Hopefully this is not asking to much, and if it is, perhaps there is a video or other source from which I can learn what I'm trying to do here with PCFs (sorting version and scanning version).
Again, what you have provided above works great, so I'm making good progress.
Again, many thanks!
CB
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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While a 250-Period Linear Regression with a 15-Period Extension will have the same slope as the 250-Period Linear Regression without an Extension had 15-Periods ago, the Visual Slope will not be the same. This doesn't make a lot of difference based on your description of your current method because the sign of the Visual Slope will be correct, but it does make a difference in formulas designed to return actual Visual Slope values.
Current Linear Regression Visual Slope:
10-Period:
100 * (4.5 * C + 3.5 * C1 + 2.5 * C2 + 1.5 * C3 + .5 * C4 - .5 * C5 - 1.5 * C6 - 2.5 * C7 - 3.5 * C8 - 4.5 * C9) / 82.5 / (MAXH12 - MINL12)
20-Period:
100 * (9.5 * C + 8.5 * C1 + 7.5 * C2 + 6.5 * C3 + 5.5 * C4 + 4.5 * C5 + 3.5 * C6 + 2.5 * C7 + 1.5 * C8 + .5 * C9 - .5 * C10 - 1.5 * C11 - 2.5 * C12 - 3.5 * C13 - 4.5 * C14 - 5.5 * C15 - 6.5 * C16 - 7.5 * C17 - 8.5 * C18 - 9.5 * C19) / 665 / (MAXH22 - MINL22)
30-Period:
100 * (14.5 * C + 13.5 * C1 + 12.5 * C2 + 11.5 * C3 + 10.5 * C4 + 9.5 * C5 + 8.5 * C6 + 7.5 * C7 + 6.5 * C8 + 5.5 * C9 + 4.5 * C10 + 3.5 * C11 + 2.5 * C12 + 1.5 * C13 + .5 * C14 - .5 * C15 - 1.5 * C16 - 2.5 * C17 - 3.5 * C18 - 4.5 * C19 - 5.5 * C20 - 6.5 * C21 - 7.5 * C22 - 8.5 * C23 - 9.5 * C24 - 10.5 * C25 - 11.5 * C26 - 12.5 * C27 - 13.5 * C28 - 14.5 * C29) / 2247.5 / (MAXH32 - MINL32)
Linear Regression Visual Slope 5-Periods Ago:
10-Period:
100 * (4.5 * C5 + 3.5 * C6 + 2.5 * C7 + 1.5 * C8 + .5 * C9 - .5 * C10 - 1.5 * C11 - 2.5 * C12 - 3.5 * C13 - 4.5 * C14) / 82.5 / (MAXH12.5 - MINL12.5)
20-Period:
100 * (9.5 * C5 + 8.5 * C6 + 7.5 * C7 + 6.5 * C8 + 5.5 * C9 + 4.5 * C10 + 3.5 * C11 + 2.5 * C12 + 1.5 * C13 + .5 * C14 - .5 * C15 - 1.5 * C16 - 2.5 * C17 - 3.5 * C18 - 4.5 * C19 - 5.5 * C20 - 6.5 * C21 - 7.5 * C22 - 8.5 * C23 - 9.5 * C24) / 665 / (MAXH22.5 - MINL22.5)
30-Period:
100 * (14.5 * C5 + 13.5 * C6 + 12.5 * C7 + 11.5 * C8 + 10.5 * C9 + 9.5 * C10 + 8.5 * C11 + 7.5 * C12 + 6.5 * C13 + 5.5 * C14 + 4.5 * C15 + 3.5 * C16 + 2.5 * C17 + 1.5 * C18 + .5 * C19 - .5 * C20 - 1.5 * C21 - 2.5 * C22 - 3.5 * C23 - 4.5 * C24 - 5.5 * C25 - 6.5 * C26 - 7.5 * C27 - 8.5 * C28 - 9.5 * C29 - 10.5 * C30 - 11.5 * C31 - 12.5 * C32 - 13.5 * C33 - 14.5 * C34) / 2247.5 / (MAXH32.5 - MINL32.5)
Current Linear Regression with 5-Period Extension Visual Slope:
10-Period:
100 * (4.5 * C5 + 3.5 * C6 + 2.5 * C7 + 1.5 * C8 + .5 * C9 - .5 * C10 - 1.5 * C11 - 2.5 * C12 - 3.5 * C13 - 4.5 * C14) / 82.5 / (MAXH17 - MINL17)
20-Period:
100 * (9.5 * C5 + 8.5 * C6 + 7.5 * C7 + 6.5 * C8 + 5.5 * C9 + 4.5 * C10 + 3.5 * C11 + 2.5 * C12 + 1.5 * C13 + .5 * C14 - .5 * C15 - 1.5 * C16 - 2.5 * C17 - 3.5 * C18 - 4.5 * C19 - 5.5 * C20 - 6.5 * C21 - 7.5 * C22 - 8.5 * C23 - 9.5 * C24) / 665 / (MAXH27 - MINL27)
30-Period:
100 * (14.5 * C5 + 13.5 * C6 + 12.5 * C7 + 11.5 * C8 + 10.5 * C9 + 9.5 * C10 + 8.5 * C11 + 7.5 * C12 + 6.5 * C13 + 5.5 * C14 + 4.5 * C15 + 3.5 * C16 + 2.5 * C17 + 1.5 * C18 + .5 * C19 - .5 * C20 - 1.5 * C21 - 2.5 * C22 - 3.5 * C23 - 4.5 * C24 - 5.5 * C25 - 6.5 * C26 - 7.5 * C27 - 8.5 * C28 - 9.5 * C29 - 10.5 * C30 - 11.5 * C31 - 12.5 * C32 - 13.5 * C33 - 14.5 * C34) / 2247.5 / (MAXH37 - MINL37)
You may wish to review the following:
PCF TO RANK MUTUAL FUNDS USING LINEAR REGRESSION LINE
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 10/20/2005
Posts: 79
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Bruce,
Thank you VERY much. This is exactly what I was hoping for. Now I need to play around with this and see if I can figure out any practical shortcuts; with my experimental system requiring many large number of day Linear
Regressions, this can demand a great deal of set-up work on my end.
You have given me a great start... thank you.
CB
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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You're welcome. Please let us know if there is anything else we can do to help you with this.
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 1/28/2005
Posts: 6,049
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Does MAXH or MINL round up or down
when it has .5 after it?
Thanks
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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diceman,
It doesn't round at all, it works as a days ago parameter. MAXH12.5 is the Maximum High for the 12-Periods ending 5-Periods ago.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 1/28/2005
Posts: 6,049
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OOOPS Thanks Bruce
I see my error now.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 10/20/2005
Posts: 79
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Bruce,
Once again, thanks to your excelent instruction, I believe I now understand how to effectively construct PCFs for various linear regression lines, both for current and any specific number of days ago. My challenge now is that I need to construct twelve LR PCFs that are fairly lengthly (360 day, 330 day, 300 day, 270 day, 240 day etc.). I do not have the programing skills nor the tools to accomplish this quickly and easily. However, I can fairly easily, simply using a calculator, change a 360 day LR to a 300 day LR, and then change the 300 day LR to a 270 day LR, etc. I would not ask you to do all that for me, but if you could help get the process started by providing the initial 360 day LR, then I can take it from there. Also, if it not too much to ask, could you possibly provide the denom. for each of the twelve PCFs? For example the denom. for a 30 day LR is 2247.5. I can bang these out on a calculator, but it is laborious and very error prone. I'm thinking you have the tools to run these quite fast/ easily. If not, no problem.
On another note (question), I know one can do a visual sort of a LR on a multiple day chart... say a 100 period LR on a 5 day chart. But can one create a PCF to do the same thing?
As always, many thanks!
CB
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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QUOTE (ccbidwell) I would not ask you to do all that for me, but if you could help get the process started by providing the initial 360 day LR, then I can take it from there.
360-Period Linear Regression Endpoint:
AVGC360 + 179.5 * (179.5 * C + 178.5 * C1 + 177.5 * C2 + 176.5 * C3 + 175.5 * C4 + 174.5 * C5 + 173.5 * C6 + 172.5 * C7 + 171.5 * C8 + 170.5 * C9 + 169.5 * C10 + 168.5 * C11 + 167.5 * C12 + 166.5 * C13 + 165.5 * C14 + 164.5 * C15 + 163.5 * C16 + 162.5 * C17 + 161.5 * C18 + 160.5 * C19 + 159.5 * C20 + 158.5 * C21 + 157.5 * C22 + 156.5 * C23 + 155.5 * C24 + 154.5 * C25 + 153.5 * C26 + 152.5 * C27 + 151.5 * C28 + 150.5 * C29 + 149.5 * C30 + 148.5 * C31 + 147.5 * C32 + 146.5 * C33 + 145.5 * C34 + 144.5 * C35 + 143.5 * C36 + 142.5 * C37 + 141.5 * C38 + 140.5 * C39 + 139.5 * C40 + 138.5 * C41 + 137.5 * C42 + 136.5 * C43 + 135.5 * C44 + 134.5 * C45 + 133.5 * C46 + 132.5 * C47 + 131.5 * C48 + 130.5 * C49 + 129.5 * C50 + 128.5 * C51 + 127.5 * C52 + 126.5 * C53 + 125.5 * C54 + 124.5 * C55 + 123.5 * C56 + 122.5 * C57 + 121.5 * C58 + 120.5 * C59 + 119.5 * C60 + 118.5 * C61 + 117.5 * C62 + 116.5 * C63 + 115.5 * C64 + 114.5 * C65 + 113.5 * C66 + 112.5 * C67 + 111.5 * C68 + 110.5 * C69 + 109.5 * C70 + 108.5 * C71 + 107.5 * C72 + 106.5 * C73 + 105.5 * C74 + 104.5 * C75 + 103.5 * C76 + 102.5 * C77 + 101.5 * C78 + 100.5 * C79 + 99.5 * C80 + 98.5 * C81 + 97.5 * C82 + 96.5 * C83 + 95.5 * C84 + 94.5 * C85 + 93.5 * C86 + 92.5 * C87 + 91.5 * C88 + 90.5 * C89 + 89.5 * C90 + 88.5 * C91 + 87.5 * C92 + 86.5 * C93 + 85.5 * C94 + 84.5 * C95 + 83.5 * C96 + 82.5 * C97 + 81.5 * C98 + 80.5 * C99 + 79.5 * C100 + 78.5 * C101 + 77.5 * C102 + 76.5 * C103 + 75.5 * C104 + 74.5 * C105 + 73.5 * C106 + 72.5 * C107 + 71.5 * C108 + 70.5 * C109 + 69.5 * C110 + 68.5 * C111 + 67.5 * C112 + 66.5 * C113 + 65.5 * C114 + 64.5 * C115 + 63.5 * C116 + 62.5 * C117 + 61.5 * C118 + 60.5 * C119 + 59.5 * C120 + 58.5 * C121 + 57.5 * C122 + 56.5 * C123 + 55.5 * C124 + 54.5 * C125 + 53.5 * C126 + 52.5 * C127 + 51.5 * C128 + 50.5 * C129 + 49.5 * C130 + 48.5 * C131 + 47.5 * C132 + 46.5 * C133 + 45.5 * C134 + 44.5 * C135 + 43.5 * C136 + 42.5 * C137 + 41.5 * C138 + 40.5 * C139 + 39.5 * C140 + 38.5 * C141 + 37.5 * C142 + 36.5 * C143 + 35.5 * C144 + 34.5 * C145 + 33.5 * C146 + 32.5 * C147 + 31.5 * C148 + 30.5 * C149 + 29.5 * C150 + 28.5 * C151 + 27.5 * C152 + 26.5 * C153 + 25.5 * C154 + 24.5 * C155 + 23.5 * C156 + 22.5 * C157 + 21.5 * C158 + 20.5 * C159 + 19.5 * C160 + 18.5 * C161 + 17.5 * C162 + 16.5 * C163 + 15.5 * C164 + 14.5 * C165 + 13.5 * C166 + 12.5 * C167 + 11.5 * C168 + 10.5 * C169 + 9.5 * C170 + 8.5 * C171 + 7.5 * C172 + 6.5 * C173 + 5.5 * C174 + 4.5 * C175 + 3.5 * C176 + 2.5 * C177 + 1.5 * C178 + .5 * C179 - .5 * C180 - 1.5 * C181 - 2.5 * C182 - 3.5 * C183 - 4.5 * C184 - 5.5 * C185 - 6.5 * C186 - 7.5 * C187 - 8.5 * C188 - 9.5 * C189 - 10.5 * C190 - 11.5 * C191 - 12.5 * C192 - 13.5 * C193 - 14.5 * C194 - 15.5 * C195 - 16.5 * C196 - 17.5 * C197 - 18.5 * C198 - 19.5 * C199 - 20.5 * C200 - 21.5 * C201 - 22.5 * C202 - 23.5 * C203 - 24.5 * C204 - 25.5 * C205 - 26.5 * C206 - 27.5 * C207 - 28.5 * C208 - 29.5 * C209 - 30.5 * C210 - 31.5 * C211 - 32.5 * C212 - 33.5 * C213 - 34.5 * C214 - 35.5 * C215 - 36.5 * C216 - 37.5 * C217 - 38.5 * C218 - 39.5 * C219 - 40.5 * C220 - 41.5 * C221 - 42.5 * C222 - 43.5 * C223 - 44.5 * C224 - 45.5 * C225 - 46.5 * C226 - 47.5 * C227 - 48.5 * C228 - 49.5 * C229 - 50.5 * C230 - 51.5 * C231 - 52.5 * C232 - 53.5 * C233 - 54.5 * C234 - 55.5 * C235 - 56.5 * C236 - 57.5 * C237 - 58.5 * C238 - 59.5 * C239 - 60.5 * C240 - 61.5 * C241 - 62.5 * C242 - 63.5 * C243 - 64.5 * C244 - 65.5 * C245 - 66.5 * C246 - 67.5 * C247 - 68.5 * C248 - 69.5 * C249 - 70.5 * C250 - 71.5 * C251 - 72.5 * C252 - 73.5 * C253 - 74.5 * C254 - 75.5 * C255 - 76.5 * C256 - 77.5 * C257 - 78.5 * C258 - 79.5 * C259 - 80.5 * C260 - 81.5 * C261 - 82.5 * C262 - 83.5 * C263 - 84.5 * C264 - 85.5 * C265 - 86.5 * C266 - 87.5 * C267 - 88.5 * C268 - 89.5 * C269 - 90.5 * C270 - 91.5 * C271 - 92.5 * C272 - 93.5 * C273 - 94.5 * C274 - 95.5 * C275 - 96.5 * C276 - 97.5 * C277 - 98.5 * C278 - 99.5 * C279 - 100.5 * C280 - 101.5 * C281 - 102.5 * C282 - 103.5 * C283 - 104.5 * C284 - 105.5 * C285 - 106.5 * C286 - 107.5 * C287 - 108.5 * C288 - 109.5 * C289 - 110.5 * C290 - 111.5 * C291 - 112.5 * C292 - 113.5 * C293 - 114.5 * C294 - 115.5 * C295 - 116.5 * C296 - 117.5 * C297 - 118.5 * C298 - 119.5 * C299 - 120.5 * C300 - 121.5 * C301 - 122.5 * C302 - 123.5 * C303 - 124.5 * C304 - 125.5 * C305 - 126.5 * C306 - 127.5 * C307 - 128.5 * C308 - 129.5 * C309 - 130.5 * C310 - 131.5 * C311 - 132.5 * C312 - 133.5 * C313 - 134.5 * C314 - 135.5 * C315 - 136.5 * C316 - 137.5 * C317 - 138.5 * C318 - 139.5 * C319 - 140.5 * C320 - 141.5 * C321 - 142.5 * C322 - 143.5 * C323 - 144.5 * C324 - 145.5 * C325 - 146.5 * C326 - 147.5 * C327 - 148.5 * C328 - 149.5 * C329 - 150.5 * C330 - 151.5 * C331 - 152.5 * C332 - 153.5 * C333 - 154.5 * C334 - 155.5 * C335 - 156.5 * C336 - 157.5 * C337 - 158.5 * C338 - 159.5 * C339 - 160.5 * C340 - 161.5 * C341 - 162.5 * C342 - 163.5 * C343 - 164.5 * C344 - 165.5 * C345 - 166.5 * C346 - 167.5 * C347 - 168.5 * C348 - 169.5 * C349 - 170.5 * C350 - 171.5 * C351 - 172.5 * C352 - 173.5 * C353 - 174.5 * C354 - 175.5 * C355 - 176.5 * C356 - 177.5 * C357 - 178.5 * C358 - 179.5 * C359) / 3887970
QUOTE (ccbidwell) Also, if it not too much to ask, could you possibly provide the denom. for each of the twelve PCFs?
330-Period Linear Regression Denominator: / 2994722.5
300-Period Linear Regression Denominator: / 2249975
270-Period Linear Regression Denominator: / 1640227.5
240-Period Linear Regression Denominator: / 1151980
210-Period Linear Regression Denominator: / 771732.5
180-Period Linear Regression Denominator: / 485985
150-Period Linear Regression Denominator: / 281237.5
120-Period Linear Regression Denominator: / 143990
90-Period Linear Regression Denominator: / 60742.5
60-Period Linear Regression Denominator: / 17995
30-Period Linear Regression Denominator: / 2247.5
QUOTE (ccbidwell) On another note (question), I know one can do a visual sort of a LR on a multiple day chart... say a 100 period LR on a 5 day chart. But can one create a PCF to do the same thing?
Yes. Here's a conversion example:
Current Daily 10-Period Linear Regression Visual Slope:
100 * (4.5 * C + 3.5 * C1 + 2.5 * C2 + 1.5 * C3 + .5 * C4 - .5 * C5 - 1.5 * C6 - 2.5 * C7 - 3.5 * C8 - 4.5 * C9) / 82.5 / (MAXH12 - MINL12)
Current Weekly 10-Period Linear Regression Visual Slope:
100 * (4.5 * C + 3.5 * C5 + 2.5 * C10 + 1.5 * C15 + .5 * C20 - .5 * C25 - 1.5 * C30 - 2.5 * C35 - 3.5 * C40 - 4.5 * C45) / 82.5 / (MAXH60 - MINL60)
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 10/20/2005
Posts: 79
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Bruce,
It typical fashion, what you have provided is exactly what I need. On the 360 LR you provided the end point, which is fine. I'm now using the visual slope, so all I do is put 100 in place of AVGC360 + 179.5, no problem, but it does make me curious... in what way might one meaningfully use the LR end point?
Again, thank you for all the assistance. This would all be exceedingly difficult, if not impossible, without the help of you and your colleages.
CB
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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QUOTE (ccbidwell) ... in what way might one meaningfully use the LR end point?
I can't give you a meaningful use because the trainers cannot give settings, interpretation or investment advice. I do have a question for you that has no right answers and to which the answers may not all be the same as for your question. In what way might one meaningfully use a Moving Average?
You may wish to review the following:
Moving Linear Regression
Lag Efficient Moving Average
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 10/20/2005
Posts: 79
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Thank you, Bruce. Your response was appropriate and properly thought provoking.
Thanks, again!
CB
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 10/20/2005
Posts: 79
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Bruce,
You have been so helpful, I do not want to seem overly picky. The help with Linear Regressions has been fantastic and most valuable, but I may have run into a little problem??? When I set up a PCF for 360 Period LR Visual Slope (see below) I get some most interesting results. A little less than approkimately 10% of the stocks that come back in the scan seem to simply just not belong, and I have no idea why. It appears that these are stocks that have had a huge change in price (say 50%) in a very short timeframe (say over 3 days). I may have made a mistake, and probably did, but I have no idea what it might be. Any thoughts you can provide here will be greatly appreciated. Many thanks! CB
(100 * (179.5 * C + 178.5 * C1 + 177.5 * C2 + 176.5 * C3 + 175.5 * C4 + 174.5 * C5 + 173.5 * C6 + 172.5 * C7 + 171.5 * C8 + 170.5 * C9 + 169.5 * C10 + 168.5 * C11 + 167.5 * C12 + 166.5 * C13 + 165.5 * C14 + 164.5 * C15 + 163.5 * C16 + 162.5 * C17 + 161.5 * C18 + 160.5 * C19 + 159.5 * C20 + 158.5 * C21 + 157.5 * C22 + 156.5 * C23 + 155.5 * C24 + 154.5 * C25 + 153.5 * C26 + 152.5 * C27 + 151.5 * C28 + 150.5 * C29 + 149.5 * C30 + 148.5 * C31 + 147.5 * C32 + 146.5 * C33 + 145.5 * C34 + 144.5 * C35 + 143.5 * C36 + 142.5 * C37 + 141.5 * C38 + 140.5 * C39 + 139.5 * C40 + 138.5 * C41 + 137.5 * C42 + 136.5 * C43 + 135.5 * C44 + 134.5 * C45 + 133.5 * C46 + 132.5 * C47 + 131.5 * C48 + 130.5 * C49 + 129.5 * C50 + 128.5 * C51 + 127.5 * C52 + 126.5 * C53 + 125.5 * C54 + 124.5 * C55 + 123.5 * C56 + 122.5 * C57 + 121.5 * C58 + 120.5 * C59 + 119.5 * C60 + 118.5 * C61 + 117.5 * C62 + 116.5 * C63 + 115.5 * C64 + 114.5 * C65 + 113.5 * C66 + 112.5 * C67 + 111.5 * C68 + 110.5 * C69 + 109.5 * C70 + 108.5 * C71 + 107.5 * C72 + 106.5 * C73 + 105.5 * C74 + 104.5 * C75 + 103.5 * C76 + 102.5 * C77 + 101.5 * C78 + 100.5 * C79 + 99.5 * C80 + 98.5 * C81 + 97.5 * C82 + 96.5 * C83 + 95.5 * C84 + 94.5 * C85 + 93.5 * C86 + 92.5 * C87 + 91.5 * C88 + 90.5 * C89 + 89.5 * C90 + 88.5 * C91 + 87.5 * C92 + 86.5 * C93 + 85.5 * C94 + 84.5 * C95 + 83.5 * C96 + 82.5 * C97 + 81.5 * C98 + 80.5 * C99 + 79.5 * C100 + 78.5 * C101 + 77.5 * C102 + 76.5 * C103 + 75.5 * C104 + 74.5 * C105 + 73.5 * C106 + 72.5 * C107 + 71.5 * C108 + 70.5 * C109 + 69.5 * C110 + 68.5 * C111 + 67.5 * C112 + 66.5 * C113 + 65.5 * C114 + 64.5 * C115 + 63.5 * C116 + 62.5 * C117 + 61.5 * C118 + 60.5 * C119 + 59.5 * C120 + 58.5 * C121 + 57.5 * C122 + 56.5 * C123 + 55.5 * C124 + 54.5 * C125 + 53.5 * C126 + 52.5 * C127 + 51.5 * C128 + 50.5 * C129 + 49.5 * C130 + 48.5 * C131 + 47.5 * C132 + 46.5 * C133 + 45.5 * C134 + 44.5 * C135 + 43.5 * C136 + 42.5 * C137 + 41.5 * C138 + 40.5 * C139 + 39.5 * C140 + 38.5 * C141 + 37.5 * C142 + 36.5 * C143 + 35.5 * C144 + 34.5 * C145 + 33.5 * C146 + 32.5 * C147 + 31.5 * C148 + 30.5 * C149 + 29.5 * C150 + 28.5 * C151 + 27.5 * C152 + 26.5 * C153 + 25.5 * C154 + 24.5 * C155 + 23.5 * C156 + 22.5 * C157 + 21.5 * C158 + 20.5 * C159 + 19.5 * C160 + 18.5 * C161 + 17.5 * C162 + 16.5 * C163 + 15.5 * C164 + 14.5 * C165 + 13.5 * C166 + 12.5 * C167 + 11.5 * C168 + 10.5 * C169 + 9.5 * C170 + 8.5 * C171 + 7.5 * C172 + 6.5 * C173 + 5.5 * C174 + 4.5 * C175 + 3.5 * C176 + 2.5 * C177 + 1.5 * C178 + .5 * C179 - .5 * C180 - 1.5 * C181 - 2.5 * C182 - 3.5 * C183 - 4.5 * C184 - 5.5 * C185 - 6.5 * C186 - 7.5 * C187 - 8.5 * C188 - 9.5 * C189 - 10.5 * C190 - 11.5 * C191 - 12.5 * C192 - 13.5 * C193 - 14.5 * C194 - 15.5 * C195 - 16.5 * C196 - 17.5 * C197 - 18.5 * C198 - 19.5 * C199 - 20.5 * C200 - 21.5 * C201 - 22.5 * C202 - 23.5 * C203 - 24.5 * C204 - 25.5 * C205 - 26.5 * C206 - 27.5 * C207 - 28.5 * C208 - 29.5 * C209 - 30.5 * C210 - 31.5 * C211 - 32.5 * C212 - 33.5 * C213 - 34.5 * C214 - 35.5 * C215 - 36.5 * C216 - 37.5 * C217 - 38.5 * C218 - 39.5 * C219 - 40.5 * C220 - 41.5 * C221 - 42.5 * C222 - 43.5 * C223 - 44.5 * C224 - 45.5 * C225 - 46.5 * C226 - 47.5 * C227 - 48.5 * C228 - 49.5 * C229 - 50.5 * C230 - 51.5 * C231 - 52.5 * C232 - 53.5 * C233 - 54.5 * C234 - 55.5 * C235 - 56.5 * C236 - 57.5 * C237 - 58.5 * C238 - 59.5 * C239 - 60.5 * C240 - 61.5 * C241 - 62.5 * C242 - 63.5 * C243 - 64.5 * C244 - 65.5 * C245 - 66.5 * C246 - 67.5 * C247 - 68.5 * C248 - 69.5 * C249 - 70.5 * C250 - 71.5 * C251 - 72.5 * C252 - 73.5 * C253 - 74.5 * C254 - 75.5 * C255 - 76.5 * C256 - 77.5 * C257 - 78.5 * C258 - 79.5 * C259 - 80.5 * C260 - 81.5 * C261 - 82.5 * C262 - 83.5 * C263 - 84.5 * C264 - 85.5 * C265 - 86.5 * C266 - 87.5 * C267 - 88.5 * C268 - 89.5 * C269 - 90.5 * C270 - 91.5 * C271 - 92.5 * C272 - 93.5 * C273 - 94.5 * C274 - 95.5 * C275 - 96.5 * C276 - 97.5 * C277 - 98.5 * C278 - 99.5 * C279 - 100.5 * C280 - 101.5 * C281 - 102.5 * C282 - 103.5 * C283 - 104.5 * C284 - 105.5 * C285 - 106.5 * C286 - 107.5 * C287 - 108.5 * C288 - 109.5 * C289 - 110.5 * C290 - 111.5 * C291 - 112.5 * C292 - 113.5 * C293 - 114.5 * C294 - 115.5 * C295 - 116.5 * C296 - 117.5 * C297 - 118.5 * C298 - 119.5 * C299 - 120.5 * C300 - 121.5 * C301 - 122.5 * C302 - 123.5 * C303 - 124.5 * C304 - 125.5 * C305 - 126.5 * C306 - 127.5 * C307 - 128.5 * C308 - 129.5 * C309 - 130.5 * C310 - 131.5 * C311 - 132.5 * C312 - 133.5 * C313 - 134.5 * C314 - 135.5 * C315 - 136.5 * C316 - 137.5 * C317 - 138.5 * C318 - 139.5 * C319 - 140.5 * C320 - 141.5 * C321 - 142.5 * C322 - 143.5 * C323 - 144.5 * C324 - 145.5 * C325 - 146.5 * C326 - 147.5 * C327 - 148.5 * C328 - 149.5 * C329 - 150.5 * C330 - 151.5 * C331 - 152.5 * C332 - 153.5 * C333 - 154.5 * C334 - 155.5 * C335 - 156.5 * C336 - 157.5 * C337 - 158.5 * C338 - 159.5 * C339 - 160.5 * C340 - 161.5 * C341 - 162.5 * C342 - 163.5 * C343 - 164.5 * C344 - 165.5 * C345 - 166.5 * C346 - 167.5 * C347 - 168.5 * C348 - 169.5 * C349 - 170.5 * C350 - 171.5 * C351 - 172.5 * C352 - 173.5 * C353 - 174.5 * C354 - 175.5 * C355 - 176.5 * C356 - 177.5 * C357 - 178.5 * C358 - 179.5 * C359) / 3887970 / (MAXH362 - MINL362)) > .10
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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I've been playing with this since you posted and have come up with two issues that can result in differences between the Personal Criteria Results and the Visual Slope Sort Values. If the Zoom displays a shorter Timeframe than would otherwise be needed when calculating the Visual Slope Sort, you need to use the shorter value in the PCF instead. In the case of a 360-Period Linear Regression, the following:
(MAXH362 - MINL362)
Would need to be replaced in Zoom 2 through Zoom 9 but could be left unadjusted in Zoom 1++ through Zoom 1. Here are the appropriate replacement values:
Zoom 1++ (1125 or 1124 Bars):
(MAXH1125 - MINL1125)
Zoom 1+ (750 or 749 Bars):
(MAXH750 - MINL750)
Zoom 1 (500 or 499 Bars):
(MAXH500 - MINL500)
Zoom 2 (333 or 332 Bars):
(MAXH333 - MINL333)
Zoom 3 (222 or 221 Bars):
(MAXH222 - MINL222)
Zoom 4 (148 or 147 Bars):
(MAXH148- MINL148)
Zoom 5 (99 or 98 Bars):
(MAXH99 - MINL99)
Zoom 6 (66 or 65 Bars):
(MAXH66 - MINL66)
Zoom 7 (44 or 43 Bars):
(MAXH44 - MINL44)
Zoom 8 (29 or 28 Bars):
(MAXH29 - MINL29)
Zoom 9 (20 or 19 Bars):
(MAXH20 - MINL20)
The other issue is that the results of a Visual Slope Sort will be different in Arithmetic and Logarithmic Scaling. The formulas are designed around Arithmetic Scaling.
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 10/20/2005
Posts: 79
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Bruce,
Thank you for this, but I must still be doing something wrong. I set the chart on Arithmetic Scaling, went to a Zoom 2, changed to (MAXH333 - MINL333) and I'm still getting an unworkably large number of stocks that are not only not greater than the >.10 that I have set in my PCF, but many that are quite negative. Additionally, all stocks that come up in this scan are being designated as TRUE to the >.10 PCF, even though several are less than .10, and some even negative. There is something uniquely mysterious about these stocks that should not be appearing. The exact same wrong stocks come up with a >.10 PCF or a >.25 PCF. I don't know what it means, but it appears as though a specific visual feature is common to all these wrong stocks... they all had a huge price change (50% - 100%) in a short period of time (1 - 3 days). Hopefully you can make some sense of this.
Also, you may have a typo in your Zoom 3 numbers above... should be 222 not 1125 in the (MAXH - MINL)???
As always, your assistance is welcome and appreciated.
CB
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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I copied and pasted your formula into a Personal Criteria Formula and replaced (MAXH362 - MINL362) with (MAXH333 - MINL333). I also pasted the result into another PCF and erased the > .10 portion. I updated my PCFs and did a Visual Slope Indicator Sort on a 360-Period Linear Regression in Daily Mode at Zoom 2. The PCF without the > .10 matched the results of the Indicator Sort for every symbol in my All Items in System Watchlist where there was enough data to calculate the PCF. The PCF with the > .10 did not return True for any symbols displaying values of .09 or less.
Please respond with some of the symbols where you believe the PCF is returning incorrect results so we can examine the issue further.
I also corrected the typo in Zoom 3.
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 10/20/2005
Posts: 79
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Bruce,
I am copying below (just to make sure) the formula that I'm using for this test. I'm using a Zoom 2 setting on a daily chart. I am working with a universe of about 4000 stocks after droming some with price and volume PCFs. After running the scan all stocks are reporting as TRUE, but when I do a visual sort on a LR 360 Some of the stocks that are being returned are less than .10 (258 stocks) and some are even negative (153 stocks). The tenworst offenders are E, RWR, VAL, WGOV, PPL, MMP, ITU, SMG, MRBK,RSP.
All, most curious. Thank you! CB
(100 * (179.5 * C + 178.5 * C1 + 177.5 * C2 + 176.5 * C3 + 175.5 * C4 + 174.5 * C5 + 173.5 * C6 + 172.5 * C7 + 171.5 * C8 + 170.5 * C9 + 169.5 * C10 + 168.5 * C11 + 167.5 * C12 + 166.5 * C13 + 165.5 * C14 + 164.5 * C15 + 163.5 * C16 + 162.5 * C17 + 161.5 * C18 + 160.5 * C19 + 159.5 * C20 + 158.5 * C21 + 157.5 * C22 + 156.5 * C23 + 155.5 * C24 + 154.5 * C25 + 153.5 * C26 + 152.5 * C27 + 151.5 * C28 + 150.5 * C29 + 149.5 * C30 + 148.5 * C31 + 147.5 * C32 + 146.5 * C33 + 145.5 * C34 + 144.5 * C35 + 143.5 * C36 + 142.5 * C37 + 141.5 * C38 + 140.5 * C39 + 139.5 * C40 + 138.5 * C41 + 137.5 * C42 + 136.5 * C43 + 135.5 * C44 + 134.5 * C45 + 133.5 * C46 + 132.5 * C47 + 131.5 * C48 + 130.5 * C49 + 129.5 * C50 + 128.5 * C51 + 127.5 * C52 + 126.5 * C53 + 125.5 * C54 + 124.5 * C55 + 123.5 * C56 + 122.5 * C57 + 121.5 * C58 + 120.5 * C59 + 119.5 * C60 + 118.5 * C61 + 117.5 * C62 + 116.5 * C63 + 115.5 * C64 + 114.5 * C65 + 113.5 * C66 + 112.5 * C67 + 111.5 * C68 + 110.5 * C69 + 109.5 * C70 + 108.5 * C71 + 107.5 * C72 + 106.5 * C73 + 105.5 * C74 + 104.5 * C75 + 103.5 * C76 + 102.5 * C77 + 101.5 * C78 + 100.5 * C79 + 99.5 * C80 + 98.5 * C81 + 97.5 * C82 + 96.5 * C83 + 95.5 * C84 + 94.5 * C85 + 93.5 * C86 + 92.5 * C87 + 91.5 * C88 + 90.5 * C89 + 89.5 * C90 + 88.5 * C91 + 87.5 * C92 + 86.5 * C93 + 85.5 * C94 + 84.5 * C95 + 83.5 * C96 + 82.5 * C97 + 81.5 * C98 + 80.5 * C99 + 79.5 * C100 + 78.5 * C101 + 77.5 * C102 + 76.5 * C103 + 75.5 * C104 + 74.5 * C105 + 73.5 * C106 + 72.5 * C107 + 71.5 * C108 + 70.5 * C109 + 69.5 * C110 + 68.5 * C111 + 67.5 * C112 + 66.5 * C113 + 65.5 * C114 + 64.5 * C115 + 63.5 * C116 + 62.5 * C117 + 61.5 * C118 + 60.5 * C119 + 59.5 * C120 + 58.5 * C121 + 57.5 * C122 + 56.5 * C123 + 55.5 * C124 + 54.5 * C125 + 53.5 * C126 + 52.5 * C127 + 51.5 * C128 + 50.5 * C129 + 49.5 * C130 + 48.5 * C131 + 47.5 * C132 + 46.5 * C133 + 45.5 * C134 + 44.5 * C135 + 43.5 * C136 + 42.5 * C137 + 41.5 * C138 + 40.5 * C139 + 39.5 * C140 + 38.5 * C141 + 37.5 * C142 + 36.5 * C143 + 35.5 * C144 + 34.5 * C145 + 33.5 * C146 + 32.5 * C147 + 31.5 * C148 + 30.5 * C149 + 29.5 * C150 + 28.5 * C151 + 27.5 * C152 + 26.5 * C153 + 25.5 * C154 + 24.5 * C155 + 23.5 * C156 + 22.5 * C157 + 21.5 * C158 + 20.5 * C159 + 19.5 * C160 + 18.5 * C161 + 17.5 * C162 + 16.5 * C163 + 15.5 * C164 + 14.5 * C165 + 13.5 * C166 + 12.5 * C167 + 11.5 * C168 + 10.5 * C169 + 9.5 * C170 + 8.5 * C171 + 7.5 * C172 + 6.5 * C173 + 5.5 * C174 + 4.5 * C175 + 3.5 * C176 + 2.5 * C177 + 1.5 * C178 + .5 * C179 - .5 * C180 - 1.5 * C181 - 2.5 * C182 - 3.5 * C183 - 4.5 * C184 - 5.5 * C185 - 6.5 * C186 - 7.5 * C187 - 8.5 * C188 - 9.5 * C189 - 10.5 * C190 - 11.5 * C191 - 12.5 * C192 - 13.5 * C193 - 14.5 * C194 - 15.5 * C195 - 16.5 * C196 - 17.5 * C197 - 18.5 * C198 - 19.5 * C199 - 20.5 * C200 - 21.5 * C201 - 22.5 * C202 - 23.5 * C203 - 24.5 * C204 - 25.5 * C205 - 26.5 * C206 - 27.5 * C207 - 28.5 * C208 - 29.5 * C209 - 30.5 * C210 - 31.5 * C211 - 32.5 * C212 - 33.5 * C213 - 34.5 * C214 - 35.5 * C215 - 36.5 * C216 - 37.5 * C217 - 38.5 * C218 - 39.5 * C219 - 40.5 * C220 - 41.5 * C221 - 42.5 * C222 - 43.5 * C223 - 44.5 * C224 - 45.5 * C225 - 46.5 * C226 - 47.5 * C227 - 48.5 * C228 - 49.5 * C229 - 50.5 * C230 - 51.5 * C231 - 52.5 * C232 - 53.5 * C233 - 54.5 * C234 - 55.5 * C235 - 56.5 * C236 - 57.5 * C237 - 58.5 * C238 - 59.5 * C239 - 60.5 * C240 - 61.5 * C241 - 62.5 * C242 - 63.5 * C243 - 64.5 * C244 - 65.5 * C245 - 66.5 * C246 - 67.5 * C247 - 68.5 * C248 - 69.5 * C249 - 70.5 * C250 - 71.5 * C251 - 72.5 * C252 - 73.5 * C253 - 74.5 * C254 - 75.5 * C255 - 76.5 * C256 - 77.5 * C257 - 78.5 * C258 - 79.5 * C259 - 80.5 * C260 - 81.5 * C261 - 82.5 * C262 - 83.5 * C263 - 84.5 * C264 - 85.5 * C265 - 86.5 * C266 - 87.5 * C267 - 88.5 * C268 - 89.5 * C269 - 90.5 * C270 - 91.5 * C271 - 92.5 * C272 - 93.5 * C273 - 94.5 * C274 - 95.5 * C275 - 96.5 * C276 - 97.5 * C277 - 98.5 * C278 - 99.5 * C279 - 100.5 * C280 - 101.5 * C281 - 102.5 * C282 - 103.5 * C283 - 104.5 * C284 - 105.5 * C285 - 106.5 * C286 - 107.5 * C287 - 108.5 * C288 - 109.5 * C289 - 110.5 * C290 - 111.5 * C291 - 112.5 * C292 - 113.5 * C293 - 114.5 * C294 - 115.5 * C295 - 116.5 * C296 - 117.5 * C297 - 118.5 * C298 - 119.5 * C299 - 120.5 * C300 - 121.5 * C301 - 122.5 * C302 - 123.5 * C303 - 124.5 * C304 - 125.5 * C305 - 126.5 * C306 - 127.5 * C307 - 128.5 * C308 - 129.5 * C309 - 130.5 * C310 - 131.5 * C311 - 132.5 * C312 - 133.5 * C313 - 134.5 * C314 - 135.5 * C315 - 136.5 * C316 - 137.5 * C317 - 138.5 * C318 - 139.5 * C319 - 140.5 * C320 - 141.5 * C321 - 142.5 * C322 - 143.5 * C323 - 144.5 * C324 - 145.5 * C325 - 146.5 * C326 - 147.5 * C327 - 148.5 * C328 - 149.5 * C329 - 150.5 * C330 - 151.5 * C331 - 152.5 * C332 - 153.5 * C333 - 154.5 * C334 - 155.5 * C335 - 156.5 * C336 - 157.5 * C337 - 158.5 * C338 - 159.5 * C339 - 160.5 * C340 - 161.5 * C341 - 162.5 * C342 - 163.5 * C343 - 164.5 * C344 - 165.5 * C345 - 166.5 * C346 - 167.5 * C347 - 168.5 * C348 - 169.5 * C349 - 170.5 * C350 - 171.5 * C351 - 172.5 * C352 - 173.5 * C353 - 174.5 * C354 - 175.5 * C355 - 176.5 * C356 - 177.5 * C357 - 178.5 * C358 - 179.5 * C359) / 3887970 / (MAXH333 - MINL333)) > .10
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Please select Tools and uncheck Show Unadjusted for Splits.
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 10/20/2005
Posts: 79
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Bruce,
Yep, that was it. It's always something simple (for those that know). Many thanks!
On another question, can I safely assume that if I use a Zoom 1 then I can leave the following list unadjusted for all PCFs with setting for the (MAXH - MINL) being the first number in the column below plus 2... for example 332, 302, 272, etc?
Again, many thanks!
CB
330-Period Linear Regression Denominator: / 2994722.5
300-Period Linear Regression Denominator: / 2249975
270-Period Linear Regression Denominator: / 1640227.5
240-Period Linear Regression Denominator: / 1151980
210-Period Linear Regression Denominator: / 771732.5
180-Period Linear Regression Denominator: / 485985
150-Period Linear Regression Denominator: / 281237.5
120-Period Linear Regression Denominator: / 143990
90-Period Linear Regression Denominator: / 60742.5
60-Period Linear Regression Denominator: / 17995
30-Period Linear Regression Denominator: / 2247.5
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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That is correct. The chart range portion (MAXHx - MINLx) does not need to be adjusted unless it would have smaller values for x because of Zoom than it would otherwise have based on the Linear Regression Period alone. The Linear Regression Denominator portion does not need to be adjusted even when the Zoom causes an adjustment in the chart range.
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 10/20/2005
Posts: 79
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Excellent!
Thanks, Bruce, for hanging in there with me on this!
CB
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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You're welcome.
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 1/8/2005
Posts: 2
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Hi,
I am interested in LR but don't know enough about the subject to understand how you calculate the denominator. Can you provide the algorithm to determine the denom or provide the demom for the lengths 3-10?
Thanks
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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camslade,
Please try the following:
3-Period Linear Regression Denominator: / 2
4-Period Linear Regression Denominator: / 5
5-Period Linear Regression Denominator: / 10
6-Period Linear Regression Denominator: / 17.5
7-Period Linear Regression Denominator: / 28
8-Period Linear Regression Denominator: / 42
9-Period Linear Regression Denominator: / 60
10-Period Linear Regression Denominator: / 82.5
You may wish to review the following if you wish to calculate these on your own:
Using Linear Regression vs Classical Peaks/Valleys for Divergence Analysis
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 1/8/2005
Posts: 2
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Thanks Bruce,
I will be sure to check out the article.
Cam
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 10/20/2005
Posts: 79
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Again, thank you for all your help on these Linear Regression Lines. I have set up all 12 current LR PCFs based on the excellent start you provided above, and everything is working great. I now need to do the same for 12 past date (30 days ago) LR PCFs. So I'm requesting here a little assistance to get the process started. If you would be so good to generate the following PCFs, I would be most grateful:
360 Day LR Visual Slope 30-Periods Ago
330 Day LR Visual Slope 30-Periods Ago
300 Day LR Visual Slope 30-Periods Ago.
Thank you, again... and have a teriffic holiday weekend!
CB
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Please try the following:
Linear Regression Visual Slope 30-Periods Ago:
360-Period:
100 * (179.5 * C30 + 178.5 * C31 + 177.5 * C32 + 176.5 * C33 + 175.5 * C34 + 174.5 * C35 + 173.5 * C36 + 172.5 * C37 + 171.5 * C38 + 170.5 * C39 + 169.5 * C40 + 168.5 * C41 + 167.5 * C42 + 166.5 * C43 + 165.5 * C44 + 164.5 * C45 + 163.5 * C46 + 162.5 * C47 + 161.5 * C48 + 160.5 * C49 + 159.5 * C50 + 158.5 * C51 + 157.5 * C52 + 156.5 * C53 + 155.5 * C54 + 154.5 * C55 + 153.5 * C56 + 152.5 * C57 + 151.5 * C58 + 150.5 * C59 + 149.5 * C60 + 148.5 * C61 + 147.5 * C62 + 146.5 * C63 + 145.5 * C64 + 144.5 * C65 + 143.5 * C66 + 142.5 * C67 + 141.5 * C68 + 140.5 * C69 + 139.5 * C70 + 138.5 * C71 + 137.5 * C72 + 136.5 * C73 + 135.5 * C74 + 134.5 * C75 + 133.5 * C76 + 132.5 * C77 + 131.5 * C78 + 130.5 * C79 + 129.5 * C80 + 128.5 * C81 + 127.5 * C82 + 126.5 * C83 + 125.5 * C84 + 124.5 * C85 + 123.5 * C86 + 122.5 * C87 + 121.5 * C88 + 120.5 * C89 + 119.5 * C90 + 118.5 * C91 + 117.5 * C92 + 116.5 * C93 + 115.5 * C94 + 114.5 * C95 + 113.5 * C96 + 112.5 * C97 + 111.5 * C98 + 110.5 * C99 + 109.5 * C100 + 108.5 * C101 + 107.5 * C102 + 106.5 * C103 + 105.5 * C104 + 104.5 * C105 + 103.5 * C106 + 102.5 * C107 + 101.5 * C108 + 100.5 * C109 + 99.5 * C110 + 98.5 * C111 + 97.5 * C112 + 96.5 * C113 + 95.5 * C114 + 94.5 * C115 + 93.5 * C116 + 92.5 * C117 + 91.5 * C118 + 90.5 * C119 + 89.5 * C120 + 88.5 * C121 + 87.5 * C122 + 86.5 * C123 + 85.5 * C124 + 84.5 * C125 + 83.5 * C126 + 82.5 * C127 + 81.5 * C128 + 80.5 * C129 + 79.5 * C130 + 78.5 * C131 + 77.5 * C132 + 76.5 * C133 + 75.5 * C134 + 74.5 * C135 + 73.5 * C136 + 72.5 * C137 + 71.5 * C138 + 70.5 * C139 + 69.5 * C140 + 68.5 * C141 + 67.5 * C142 + 66.5 * C143 + 65.5 * C144 + 64.5 * C145 + 63.5 * C146 + 62.5 * C147 + 61.5 * C148 + 60.5 * C149 + 59.5 * C150 + 58.5 * C151 + 57.5 * C152 + 56.5 * C153 + 55.5 * C154 + 54.5 * C155 + 53.5 * C156 + 52.5 * C157 + 51.5 * C158 + 50.5 * C159 + 49.5 * C160 + 48.5 * C161 + 47.5 * C162 + 46.5 * C163 + 45.5 * C164 + 44.5 * C165 + 43.5 * C166 + 42.5 * C167 + 41.5 * C168 + 40.5 * C169 + 39.5 * C170 + 38.5 * C171 + 37.5 * C172 + 36.5 * C173 + 35.5 * C174 + 34.5 * C175 + 33.5 * C176 + 32.5 * C177 + 31.5 * C178 + 30.5 * C179 + 29.5 * C180 + 28.5 * C181 + 27.5 * C182 + 26.5 * C183 + 25.5 * C184 + 24.5 * C185 + 23.5 * C186 + 22.5 * C187 + 21.5 * C188 + 20.5 * C189 + 19.5 * C190 + 18.5 * C191 + 17.5 * C192 + 16.5 * C193 + 15.5 * C194 + 14.5 * C195 + 13.5 * C196 + 12.5 * C197 + 11.5 * C198 + 10.5 * C199 + 9.5 * C200 + 8.5 * C201 + 7.5 * C202 + 6.5 * C203 + 5.5 * C204 + 4.5 * C205 + 3.5 * C206 + 2.5 * C207 + 1.5 * C208 + 0.5 * C209 - 0.5 * C210 - 1.5 * C211 - 2.5 * C212 - 3.5 * C213 - 4.5 * C214 - 5.5 * C215 - 6.5 * C216 - 7.5 * C217 - 8.5 * C218 - 9.5 * C219 - 10.5 * C220 - 11.5 * C221 - 12.5 * C222 - 13.5 * C223 - 14.5 * C224 - 15.5 * C225 - 16.5 * C226 - 17.5 * C227 - 18.5 * C228 - 19.5 * C229 - 20.5 * C230 - 21.5 * C231 - 22.5 * C232 - 23.5 * C233 - 24.5 * C234 - 25.5 * C235 - 26.5 * C236 - 27.5 * C237 - 28.5 * C238 - 29.5 * C239 - 30.5 * C240 - 31.5 * C241 - 32.5 * C242 - 33.5 * C243 - 34.5 * C244 - 35.5 * C245 - 36.5 * C246 - 37.5 * C247 - 38.5 * C248 - 39.5 * C249 - 40.5 * C250 - 41.5 * C251 - 42.5 * C252 - 43.5 * C253 - 44.5 * C254 - 45.5 * C255 - 46.5 * C256 - 47.5 * C257 - 48.5 * C258 - 49.5 * C259 - 50.5 * C260 - 51.5 * C261 - 52.5 * C262 - 53.5 * C263 - 54.5 * C264 - 55.5 * C265 - 56.5 * C266 - 57.5 * C267 - 58.5 * C268 - 59.5 * C269 - 60.5 * C270 - 61.5 * C271 - 62.5 * C272 - 63.5 * C273 - 64.5 * C274 - 65.5 * C275 - 66.5 * C276 - 67.5 * C277 - 68.5 * C278 - 69.5 * C279 - 70.5 * C280 - 71.5 * C281 - 72.5 * C282 - 73.5 * C283 - 74.5 * C284 - 75.5 * C285 - 76.5 * C286 - 77.5 * C287 - 78.5 * C288 - 79.5 * C289 - 80.5 * C290 - 81.5 * C291 - 82.5 * C292 - 83.5 * C293 - 84.5 * C294 - 85.5 * C295 - 86.5 * C296 - 87.5 * C297 - 88.5 * C298 - 89.5 * C299 - 90.5 * C300 - 91.5 * C301 - 92.5 * C302 - 93.5 * C303 - 94.5 * C304 - 95.5 * C305 - 96.5 * C306 - 97.5 * C307 - 98.5 * C308 - 99.5 * C309 - 100.5 * C310 - 101.5 * C311 - 102.5 * C312 - 103.5 * C313 - 104.5 * C314 - 105.5 * C315 - 106.5 * C316 - 107.5 * C317 - 108.5 * C318 - 109.5 * C319 - 110.5 * C320 - 111.5 * C321 - 112.5 * C322 - 113.5 * C323 - 114.5 * C324 - 115.5 * C325 - 116.5 * C326 - 117.5 * C327 - 118.5 * C328 - 119.5 * C329 - 120.5 * C330 - 121.5 * C331 - 122.5 * C332 - 123.5 * C333 - 124.5 * C334 - 125.5 * C335 - 126.5 * C336 - 127.5 * C337 - 128.5 * C338 - 129.5 * C339 - 130.5 * C340 - 131.5 * C341 - 132.5 * C342 - 133.5 * C343 - 134.5 * C344 - 135.5 * C345 - 136.5 * C346 - 137.5 * C347 - 138.5 * C348 - 139.5 * C349 - 140.5 * C350 - 141.5 * C351 - 142.5 * C352 - 143.5 * C353 - 144.5 * C354 - 145.5 * C355 - 146.5 * C356 - 147.5 * C357 - 148.5 * C358 - 149.5 * C359 - 150.5 * C360 - 151.5 * C361 - 152.5 * C362 - 153.5 * C363 - 154.5 * C364 - 155.5 * C365 - 156.5 * C366 - 157.5 * C367 - 158.5 * C368 - 159.5 * C369 - 160.5 * C370 - 161.5 * C371 - 162.5 * C372 - 163.5 * C373 - 164.5 * C374 - 165.5 * C375 - 166.5 * C376 - 167.5 * C377 - 168.5 * C378 - 169.5 * C379 - 170.5 * C380 - 171.5 * C381 - 172.5 * C382 - 173.5 * C383 - 174.5 * C384 - 175.5 * C385 - 176.5 * C386 - 177.5 * C387 - 178.5 * C388 - 179.5 * C389) / 3887970 / (MAXH362.30 - MINL362.30)
330-Period:
100 * (164.5 * C30 + 163.5 * C31 + 162.5 * C32 + 161.5 * C33 + 160.5 * C34 + 159.5 * C35 + 158.5 * C36 + 157.5 * C37 + 156.5 * C38 + 155.5 * C39 + 154.5 * C40 + 153.5 * C41 + 152.5 * C42 + 151.5 * C43 + 150.5 * C44 + 149.5 * C45 + 148.5 * C46 + 147.5 * C47 + 146.5 * C48 + 145.5 * C49 + 144.5 * C50 + 143.5 * C51 + 142.5 * C52 + 141.5 * C53 + 140.5 * C54 + 139.5 * C55 + 138.5 * C56 + 137.5 * C57 + 136.5 * C58 + 135.5 * C59 + 134.5 * C60 + 133.5 * C61 + 132.5 * C62 + 131.5 * C63 + 130.5 * C64 + 129.5 * C65 + 128.5 * C66 + 127.5 * C67 + 126.5 * C68 + 125.5 * C69 + 124.5 * C70 + 123.5 * C71 + 122.5 * C72 + 121.5 * C73 + 120.5 * C74 + 119.5 * C75 + 118.5 * C76 + 117.5 * C77 + 116.5 * C78 + 115.5 * C79 + 114.5 * C80 + 113.5 * C81 + 112.5 * C82 + 111.5 * C83 + 110.5 * C84 + 109.5 * C85 + 108.5 * C86 + 107.5 * C87 + 106.5 * C88 + 105.5 * C89 + 104.5 * C90 + 103.5 * C91 + 102.5 * C92 + 101.5 * C93 + 100.5 * C94 + 99.5 * C95 + 98.5 * C96 + 97.5 * C97 + 96.5 * C98 + 95.5 * C99 + 94.5 * C100 + 93.5 * C101 + 92.5 * C102 + 91.5 * C103 + 90.5 * C104 + 89.5 * C105 + 88.5 * C106 + 87.5 * C107 + 86.5 * C108 + 85.5 * C109 + 84.5 * C110 + 83.5 * C111 + 82.5 * C112 + 81.5 * C113 + 80.5 * C114 + 79.5 * C115 + 78.5 * C116 + 77.5 * C117 + 76.5 * C118 + 75.5 * C119 + 74.5 * C120 + 73.5 * C121 + 72.5 * C122 + 71.5 * C123 + 70.5 * C124 + 69.5 * C125 + 68.5 * C126 + 67.5 * C127 + 66.5 * C128 + 65.5 * C129 + 64.5 * C130 + 63.5 * C131 + 62.5 * C132 + 61.5 * C133 + 60.5 * C134 + 59.5 * C135 + 58.5 * C136 + 57.5 * C137 + 56.5 * C138 + 55.5 * C139 + 54.5 * C140 + 53.5 * C141 + 52.5 * C142 + 51.5 * C143 + 50.5 * C144 + 49.5 * C145 + 48.5 * C146 + 47.5 * C147 + 46.5 * C148 + 45.5 * C149 + 44.5 * C150 + 43.5 * C151 + 42.5 * C152 + 41.5 * C153 + 40.5 * C154 + 39.5 * C155 + 38.5 * C156 + 37.5 * C157 + 36.5 * C158 + 35.5 * C159 + 34.5 * C160 + 33.5 * C161 + 32.5 * C162 + 31.5 * C163 + 30.5 * C164 + 29.5 * C165 + 28.5 * C166 + 27.5 * C167 + 26.5 * C168 + 25.5 * C169 + 24.5 * C170 + 23.5 * C171 + 22.5 * C172 + 21.5 * C173 + 20.5 * C174 + 19.5 * C175 + 18.5 * C176 + 17.5 * C177 + 16.5 * C178 + 15.5 * C179 + 14.5 * C180 + 13.5 * C181 + 12.5 * C182 + 11.5 * C183 + 10.5 * C184 + 9.5 * C185 + 8.5 * C186 + 7.5 * C187 + 6.5 * C188 + 5.5 * C189 + 4.5 * C190 + 3.5 * C191 + 2.5 * C192 + 1.5 * C193 + 0.5 * C194 - 0.5 * C195 - 1.5 * C196 - 2.5 * C197 - 3.5 * C198 - 4.5 * C199 - 5.5 * C200 - 6.5 * C201 - 7.5 * C202 - 8.5 * C203 - 9.5 * C204 - 10.5 * C205 - 11.5 * C206 - 12.5 * C207 - 13.5 * C208 - 14.5 * C209 - 15.5 * C210 - 16.5 * C211 - 17.5 * C212 - 18.5 * C213 - 19.5 * C214 - 20.5 * C215 - 21.5 * C216 - 22.5 * C217 - 23.5 * C218 - 24.5 * C219 - 25.5 * C220 - 26.5 * C221 - 27.5 * C222 - 28.5 * C223 - 29.5 * C224 - 30.5 * C225 - 31.5 * C226 - 32.5 * C227 - 33.5 * C228 - 34.5 * C229 - 35.5 * C230 - 36.5 * C231 - 37.5 * C232 - 38.5 * C233 - 39.5 * C234 - 40.5 * C235 - 41.5 * C236 - 42.5 * C237 - 43.5 * C238 - 44.5 * C239 - 45.5 * C240 - 46.5 * C241 - 47.5 * C242 - 48.5 * C243 - 49.5 * C244 - 50.5 * C245 - 51.5 * C246 - 52.5 * C247 - 53.5 * C248 - 54.5 * C249 - 55.5 * C250 - 56.5 * C251 - 57.5 * C252 - 58.5 * C253 - 59.5 * C254 - 60.5 * C255 - 61.5 * C256 - 62.5 * C257 - 63.5 * C258 - 64.5 * C259 - 65.5 * C260 - 66.5 * C261 - 67.5 * C262 - 68.5 * C263 - 69.5 * C264 - 70.5 * C265 - 71.5 * C266 - 72.5 * C267 - 73.5 * C268 - 74.5 * C269 - 75.5 * C270 - 76.5 * C271 - 77.5 * C272 - 78.5 * C273 - 79.5 * C274 - 80.5 * C275 - 81.5 * C276 - 82.5 * C277 - 83.5 * C278 - 84.5 * C279 - 85.5 * C280 - 86.5 * C281 - 87.5 * C282 - 88.5 * C283 - 89.5 * C284 - 90.5 * C285 - 91.5 * C286 - 92.5 * C287 - 93.5 * C288 - 94.5 * C289 - 95.5 * C290 - 96.5 * C291 - 97.5 * C292 - 98.5 * C293 - 99.5 * C294 - 100.5 * C295 - 101.5 * C296 - 102.5 * C297 - 103.5 * C298 - 104.5 * C299 - 105.5 * C300 - 106.5 * C301 - 107.5 * C302 - 108.5 * C303 - 109.5 * C304 - 110.5 * C305 - 111.5 * C306 - 112.5 * C307 - 113.5 * C308 - 114.5 * C309 - 115.5 * C310 - 116.5 * C311 - 117.5 * C312 - 118.5 * C313 - 119.5 * C314 - 120.5 * C315 - 121.5 * C316 - 122.5 * C317 - 123.5 * C318 - 124.5 * C319 - 125.5 * C320 - 126.5 * C321 - 127.5 * C322 - 128.5 * C323 - 129.5 * C324 - 130.5 * C325 - 131.5 * C326 - 132.5 * C327 - 133.5 * C328 - 134.5 * C329 - 135.5 * C330 - 136.5 * C331 - 137.5 * C332 - 138.5 * C333 - 139.5 * C334 - 140.5 * C335 - 141.5 * C336 - 142.5 * C337 - 143.5 * C338 - 144.5 * C339 - 145.5 * C340 - 146.5 * C341 - 147.5 * C342 - 148.5 * C343 - 149.5 * C344 - 150.5 * C345 - 151.5 * C346 - 152.5 * C347 - 153.5 * C348 - 154.5 * C349 - 155.5 * C350 - 156.5 * C351 - 157.5 * C352 - 158.5 * C353 - 159.5 * C354 - 160.5 * C355 - 161.5 * C356 - 162.5 * C357 - 163.5 * C358 - 164.5 * C359) / 2994722.5 / (MAXH332.30 - MINL332.30)
300-Period:
100 * (149.5 * C30 + 148.5 * C31 + 147.5 * C32 + 146.5 * C33 + 145.5 * C34 + 144.5 * C35 + 143.5 * C36 + 142.5 * C37 + 141.5 * C38 + 140.5 * C39 + 139.5 * C40 + 138.5 * C41 + 137.5 * C42 + 136.5 * C43 + 135.5 * C44 + 134.5 * C45 + 133.5 * C46 + 132.5 * C47 + 131.5 * C48 + 130.5 * C49 + 129.5 * C50 + 128.5 * C51 + 127.5 * C52 + 126.5 * C53 + 125.5 * C54 + 124.5 * C55 + 123.5 * C56 + 122.5 * C57 + 121.5 * C58 + 120.5 * C59 + 119.5 * C60 + 118.5 * C61 + 117.5 * C62 + 116.5 * C63 + 115.5 * C64 + 114.5 * C65 + 113.5 * C66 + 112.5 * C67 + 111.5 * C68 + 110.5 * C69 + 109.5 * C70 + 108.5 * C71 + 107.5 * C72 + 106.5 * C73 + 105.5 * C74 + 104.5 * C75 + 103.5 * C76 + 102.5 * C77 + 101.5 * C78 + 100.5 * C79 + 99.5 * C80 + 98.5 * C81 + 97.5 * C82 + 96.5 * C83 + 95.5 * C84 + 94.5 * C85 + 93.5 * C86 + 92.5 * C87 + 91.5 * C88 + 90.5 * C89 + 89.5 * C90 + 88.5 * C91 + 87.5 * C92 + 86.5 * C93 + 85.5 * C94 + 84.5 * C95 + 83.5 * C96 + 82.5 * C97 + 81.5 * C98 + 80.5 * C99 + 79.5 * C100 + 78.5 * C101 + 77.5 * C102 + 76.5 * C103 + 75.5 * C104 + 74.5 * C105 + 73.5 * C106 + 72.5 * C107 + 71.5 * C108 + 70.5 * C109 + 69.5 * C110 + 68.5 * C111 + 67.5 * C112 + 66.5 * C113 + 65.5 * C114 + 64.5 * C115 + 63.5 * C116 + 62.5 * C117 + 61.5 * C118 + 60.5 * C119 + 59.5 * C120 + 58.5 * C121 + 57.5 * C122 + 56.5 * C123 + 55.5 * C124 + 54.5 * C125 + 53.5 * C126 + 52.5 * C127 + 51.5 * C128 + 50.5 * C129 + 49.5 * C130 + 48.5 * C131 + 47.5 * C132 + 46.5 * C133 + 45.5 * C134 + 44.5 * C135 + 43.5 * C136 + 42.5 * C137 + 41.5 * C138 + 40.5 * C139 + 39.5 * C140 + 38.5 * C141 + 37.5 * C142 + 36.5 * C143 + 35.5 * C144 + 34.5 * C145 + 33.5 * C146 + 32.5 * C147 + 31.5 * C148 + 30.5 * C149 + 29.5 * C150 + 28.5 * C151 + 27.5 * C152 + 26.5 * C153 + 25.5 * C154 + 24.5 * C155 + 23.5 * C156 + 22.5 * C157 + 21.5 * C158 + 20.5 * C159 + 19.5 * C160 + 18.5 * C161 + 17.5 * C162 + 16.5 * C163 + 15.5 * C164 + 14.5 * C165 + 13.5 * C166 + 12.5 * C167 + 11.5 * C168 + 10.5 * C169 + 9.5 * C170 + 8.5 * C171 + 7.5 * C172 + 6.5 * C173 + 5.5 * C174 + 4.5 * C175 + 3.5 * C176 + 2.5 * C177 + 1.5 * C178 + 0.5 * C179 - 0.5 * C180 - 1.5 * C181 - 2.5 * C182 - 3.5 * C183 - 4.5 * C184 - 5.5 * C185 - 6.5 * C186 - 7.5 * C187 - 8.5 * C188 - 9.5 * C189 - 10.5 * C190 - 11.5 * C191 - 12.5 * C192 - 13.5 * C193 - 14.5 * C194 - 15.5 * C195 - 16.5 * C196 - 17.5 * C197 - 18.5 * C198 - 19.5 * C199 - 20.5 * C200 - 21.5 * C201 - 22.5 * C202 - 23.5 * C203 - 24.5 * C204 - 25.5 * C205 - 26.5 * C206 - 27.5 * C207 - 28.5 * C208 - 29.5 * C209 - 30.5 * C210 - 31.5 * C211 - 32.5 * C212 - 33.5 * C213 - 34.5 * C214 - 35.5 * C215 - 36.5 * C216 - 37.5 * C217 - 38.5 * C218 - 39.5 * C219 - 40.5 * C220 - 41.5 * C221 - 42.5 * C222 - 43.5 * C223 - 44.5 * C224 - 45.5 * C225 - 46.5 * C226 - 47.5 * C227 - 48.5 * C228 - 49.5 * C229 - 50.5 * C230 - 51.5 * C231 - 52.5 * C232 - 53.5 * C233 - 54.5 * C234 - 55.5 * C235 - 56.5 * C236 - 57.5 * C237 - 58.5 * C238 - 59.5 * C239 - 60.5 * C240 - 61.5 * C241 - 62.5 * C242 - 63.5 * C243 - 64.5 * C244 - 65.5 * C245 - 66.5 * C246 - 67.5 * C247 - 68.5 * C248 - 69.5 * C249 - 70.5 * C250 - 71.5 * C251 - 72.5 * C252 - 73.5 * C253 - 74.5 * C254 - 75.5 * C255 - 76.5 * C256 - 77.5 * C257 - 78.5 * C258 - 79.5 * C259 - 80.5 * C260 - 81.5 * C261 - 82.5 * C262 - 83.5 * C263 - 84.5 * C264 - 85.5 * C265 - 86.5 * C266 - 87.5 * C267 - 88.5 * C268 - 89.5 * C269 - 90.5 * C270 - 91.5 * C271 - 92.5 * C272 - 93.5 * C273 - 94.5 * C274 - 95.5 * C275 - 96.5 * C276 - 97.5 * C277 - 98.5 * C278 - 99.5 * C279 - 100.5 * C280 - 101.5 * C281 - 102.5 * C282 - 103.5 * C283 - 104.5 * C284 - 105.5 * C285 - 106.5 * C286 - 107.5 * C287 - 108.5 * C288 - 109.5 * C289 - 110.5 * C290 - 111.5 * C291 - 112.5 * C292 - 113.5 * C293 - 114.5 * C294 - 115.5 * C295 - 116.5 * C296 - 117.5 * C297 - 118.5 * C298 - 119.5 * C299 - 120.5 * C300 - 121.5 * C301 - 122.5 * C302 - 123.5 * C303 - 124.5 * C304 - 125.5 * C305 - 126.5 * C306 - 127.5 * C307 - 128.5 * C308 - 129.5 * C309 - 130.5 * C310 - 131.5 * C311 - 132.5 * C312 - 133.5 * C313 - 134.5 * C314 - 135.5 * C315 - 136.5 * C316 - 137.5 * C317 - 138.5 * C318 - 139.5 * C319 - 140.5 * C320 - 141.5 * C321 - 142.5 * C322 - 143.5 * C323 - 144.5 * C324 - 145.5 * C325 - 146.5 * C326 - 147.5 * C327 - 148.5 * C328 - 149.5 * C329) / 2249975 / (MAXH302.30 - MINL302.30)
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 10/20/2005
Posts: 79
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Bruce,
Sorry for the late thank you... I've been otherwise occupied. These PCF's that you have provided work perfectly, and I'm using them to build the remaining nine. So, thank you!
I have run into a different type of dilema. For the back testing type work I'm trying to do here I need to be able to do a sort for a set of Bollinger Bands on a daily chart 30 days ago. I'm doing a scan using the PCFs you created for Linear Regression Visual Slope 30 days ago (with a < or > value) that helps identify stocks with a particular trend formation. Then I would like to sort by a 14, 20 BBands, again 30 days ago. I take the chart back 30 days, do the sort, and the ranking on the BBands is for the current day, not 30 days ago... even though the chart is pushed back 30 days. Is it possible to do this BBand sort for the day 30 days ago so that I can make this visual back test experiment work?
Again, thanks for the PCFs, and any ideas you might have here will be much appreciated.
CB
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Please try the following:
Current Bollinger Band 14,20 Channel Sort:
50 * (C - AVGC14) / SQR(ABS(C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 - 14 * AVGC14 ^ 2) / 13)
Bollinger Band 14,20 Channel Sort 30-Periods Ago:
50 * (C30 - AVGC14.30) / SQR(ABS(C30 ^ 2 + C31 ^ 2 + C32 ^ 2 + C33 ^ 2 + C34 ^ 2 + C35 ^ 2 + C36 ^ 2 + C37 ^ 2 + C38 ^ 2 + C39 ^ 2 + C40 ^ 2 + C41 ^ 2 + C42 ^ 2 + C43 ^ 2 - 14 * AVGC14.30 ^ 2) / 13)
Bollinger Band 14,20 Channel Sort 60-Periods Ago:
50 * (C60 - AVGC14.60) / SQR(ABS(C60 ^ 2 + C61 ^ 2 + C62 ^ 2 + C63 ^ 2 + C64 ^ 2 + C65 ^ 2 + C66 ^ 2 + C67 ^ 2 + C68 ^ 2 + C69 ^ 2 + C70 ^ 2 + C71 ^ 2 + C72 ^ 2 + C73 ^ 2 - 14 * AVGC14.60 ^ 2) / 13)
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 10/20/2005
Posts: 79
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Bruce,
Thank you very much... this is exactly what I needed, and they work beautifully!
CB
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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