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Historical Volatility (HV) Topic Rating:
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roniseb
Posted : Thursday, January 20, 2005 10:26:30 PM
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Joined: 1/13/2005
Posts: 9
Could you please translate the following information to TC2000, and plot the data as an indicator (6/100HV).

a. Compute for the 6-day historical volatility:
1. Take the natural logarithm of Today's close divided by Yesterday's close;
2. Take the standard deviation of the result of(1) for 6 trading days;
3. Multiply the result of (2) by 100, then multiply all by the square root of 256.

b. Compute for the 100-day historical volatility.

c. Divide the 6-dayHV by 100-dayHV

If plotting an indicator is not possible, may be an PCF scan for the 6/100HV ratio can be done?

Thank you.
Craig_S
Posted : Friday, January 21, 2005 7:57:19 AM


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Joined: 10/1/2004
Posts: 18,819
This looks possible (but very involved). Give us some time and check back soon.

- Craig
Here to Help!
roniseb
Posted : Monday, January 24, 2005 4:58:49 PM
Registered User
Joined: 1/13/2005
Posts: 9
Yep, please post them so I can give it a try on my system. Please indicate if it can be done as a scan or an indicator.

Thank you very much guys.


Ron
Bruce_L
Posted : Monday, January 24, 2005 7:04:33 PM


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Joined: 10/7/2004
Posts: 65,138
This is what I came up with:

6/100 HV Ratio:
SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2-(LOG(C/C6)^2)/6)/6)/SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2 +LOG(C6/C7)^2 +LOG(C7/C8)^2 +LOG(C8/C9)^2 +LOG(C9/C10)^2 +LOG(C10/C11)^2 +LOG(C11/C12)^2 +LOG(C12/C13)^2 +LOG(C13/C14)^2 +LOG(C14/C15)^2 +LOG(C15/C16)^2 +LOG(C16/C17)^2 +LOG(C17/C18)^2 +LOG(C18/C19)^2 +LOG(C19/C20)^2 +LOG(C20/C21)^2 +LOG(C21/C22)^2 +LOG(C22/C23)^2 +LOG(C23/C24)^2 +LOG(C24/C25)^2 +LOG(C25/C26)^2 +LOG(C26/C27)^2 +LOG(C27/C28)^2 +LOG(C28/C29)^2 +LOG(C29/C30)^2 +LOG(C30/C31)^2 +LOG(C31/C32)^2 +LOG(C32/C33)^2 +LOG(C33/C34)^2 +LOG(C34/C35)^2 +LOG(C35/C36)^2 +LOG(C36/C37)^2 +LOG(C37/C38)^2 +LOG(C38/C39)^2 +LOG(C39/C40)^2 +LOG(C40/C41)^2 +LOG(C41/C42)^2 +LOG(C42/C43)^2 +LOG(C43/C44)^2 +LOG(C44/C45)^2 +LOG(C45/C46)^2 +LOG(C46/C47)^2 +LOG(C47/C48)^2 +LOG(C48/C49)^2 +LOG(C49/C50)^2 +LOG(C50/C51)^2 +LOG(C51/C52)^2 +LOG(C52/C53)^2 +LOG(C53/C54)^2 +LOG(C54/C55)^2 +LOG(C55/C56)^2 +LOG(C56/C57)^2 +LOG(C57/C58)^2 +LOG(C58/C59)^2 +LOG(C59/C60)^2 +LOG(C60/C61)^2 +LOG(C61/C62)^2 +LOG(C62/C63)^2 +LOG(C63/C64)^2 +LOG(C64/C65)^2 +LOG(C65/C66)^2 +LOG(C66/C67)^2 +LOG(C67/C68)^2 +LOG(C68/C69)^2 +LOG(C69/C70)^2 +LOG(C70/C71)^2 +LOG(C71/C72)^2 +LOG(C72/C73)^2 +LOG(C73/C74)^2 +LOG(C74/C75)^2 +LOG(C75/C76)^2 +LOG(C76/C77)^2 +LOG(C77/C78)^2 +LOG(C78/C79)^2 +LOG(C79/C80)^2 +LOG(C80/C81)^2 +LOG(C81/C82)^2 +LOG(C82/C83)^2 +LOG(C83/C84)^2 +LOG(C84/C85)^2 +LOG(C85/C86)^2 +LOG(C86/C87)^2 +LOG(C87/C88)^2 +LOG(C88/C89)^2 +LOG(C89/C90)^2 +LOG(C90/C91)^2 +LOG(C91/C92)^2 +LOG(C92/C93)^2 +LOG(C93/C94)^2 +LOG(C94/C95)^2 +LOG(C95/C96)^2 +LOG(C96/C97)^2 +LOG(C97/C98)^2 +LOG(C98/C99)^2 +LOG(C99/C100)^2-(LOG(C/C100)^2)/100)/100)

Please keep in mind my warnings that it can really slow things down.

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
roniseb
Posted : Friday, February 11, 2005 11:34:47 AM
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Joined: 1/13/2005
Posts: 9
Hi Bruce,

Can I ask you just to compute for just the 50-day historical volatility? Here's the formula again:

HV(50-day)= standard deviation(ln(today's close/yesterday's close),50)*100*square root(256)

where ln = natural logarithm

or:

1) Divide today's close by yesterday's close
2) Take the natural logarithm of #1
3) Take the standard deviation of #2 for 50 trading days
4)Multiply #3 by 100
5)Multiply #4 by the squae root of 256

May be this will plot easier on the system.

Bruce_L
Posted : Friday, February 11, 2005 12:59:00 PM


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Joined: 10/7/2004
Posts: 65,138
I'll write a formula and post it when I'm done. An optimization to reduce the size and computation time was pointed out by bustermu in this thread:

PCF formulation for calculating Standard Deviation

I'll rewrite the first formula for you as well.

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Bruce_L
Posted : Friday, February 11, 2005 11:39:04 PM


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

50-Period HV:
1600*SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2 +LOG(C6/C7)^2 +LOG(C7/C8)^2 +LOG(C8/C9)^2 +LOG(C9/C10)^2 +LOG(C10/C11)^2 +LOG(C11/C12)^2 +LOG(C12/C13)^2 +LOG(C13/C14)^2 +LOG(C14/C15)^2 +LOG(C15/C16)^2 +LOG(C16/C17)^2 +LOG(C17/C18)^2 +LOG(C18/C19)^2 +LOG(C19/C20)^2 +LOG(C20/C21)^2 +LOG(C21/C22)^2 +LOG(C22/C23)^2 +LOG(C23/C24)^2 +LOG(C24/C25)^2 +LOG(C25/C26)^2 +LOG(C26/C27)^2 +LOG(C27/C28)^2 +LOG(C28/C29)^2 +LOG(C29/C30)^2 +LOG(C30/C31)^2 +LOG(C31/C32)^2 +LOG(C32/C33)^2 +LOG(C33/C34)^2 +LOG(C34/C35)^2 +LOG(C35/C36)^2 +LOG(C36/C37)^2 +LOG(C37/C38)^2 +LOG(C38/C39)^2 +LOG(C39/C40)^2 +LOG(C40/C41)^2 +LOG(C41/C42)^2 +LOG(C42/C43)^2 +LOG(C43/C44)^2 +LOG(C44/C45)^2 +LOG(C45/C46)^2 +LOG(C46/C47)^2 +LOG(C47/C48)^2 +LOG(C48/C49)^2 +LOG(C49/C50)^2-(LOG(C/C50)^2)/50)/50)

I also shortened up the 6HV/100HV Ratio formula and made the changes to the original post.

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
roniseb
Posted : Saturday, February 12, 2005 11:35:52 AM
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Joined: 1/13/2005
Posts: 9
Hi Bruce,

Thanks for all of these.
Lolita
Posted : Thursday, March 24, 2005 5:56:38 PM
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Joined: 10/7/2004
Posts: 16
Hi! Bruce
Greetigs from California. I was looking for the 100 HV or volatility standar deviation as an indicator when I came across your posting dated Feb 11/05.
As I need the 100 HV (nor the 50)
1)Shall I replace the 50 for 100 in the formula posted? and
2)Enter the formula as a PCF.
3)But how can I use it as an indicator?

Any help would be very much appreciate it.

By the way, it is a pleasure and a learning experience to read all the postings that you trainers have in this site. I wish I could find an index for all of them so I would not miss reading any of them.

Lolita
Bruce_L
Posted : Thursday, March 24, 2005 6:11:32 PM


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

1600*SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2 +LOG(C6/C7)^2 +LOG(C7/C8)^2 +LOG(C8/C9)^2 +LOG(C9/C10)^2 +LOG(C10/C11)^2 +LOG(C11/C12)^2 +LOG(C12/C13)^2 +LOG(C13/C14)^2 +LOG(C14/C15)^2 +LOG(C15/C16)^2 +LOG(C16/C17)^2 +LOG(C17/C18)^2 +LOG(C18/C19)^2 +LOG(C19/C20)^2 +LOG(C20/C21)^2 +LOG(C21/C22)^2 +LOG(C22/C23)^2 +LOG(C23/C24)^2 +LOG(C24/C25)^2 +LOG(C25/C26)^2 +LOG(C26/C27)^2 +LOG(C27/C28)^2 +LOG(C28/C29)^2 +LOG(C29/C30)^2 +LOG(C30/C31)^2 +LOG(C31/C32)^2 +LOG(C32/C33)^2 +LOG(C33/C34)^2 +LOG(C34/C35)^2 +LOG(C35/C36)^2 +LOG(C36/C37)^2 +LOG(C37/C38)^2 +LOG(C38/C39)^2 +LOG(C39/C40)^2 +LOG(C40/C41)^2 +LOG(C41/C42)^2 +LOG(C42/C43)^2 +LOG(C43/C44)^2 +LOG(C44/C45)^2 +LOG(C45/C46)^2 +LOG(C46/C47)^2 +LOG(C47/C48)^2 +LOG(C48/C49)^2 +LOG(C49/C50)^2 +LOG(C50/C51)^2 +LOG(C51/C52)^2 +LOG(C52/C53)^2 +LOG(C53/C54)^2 +LOG(C54/C55)^2 +LOG(C55/C56)^2 +LOG(C56/C57)^2 +LOG(C57/C58)^2 +LOG(C58/C59)^2 +LOG(C59/C60)^2 +LOG(C60/C61)^2 +LOG(C61/C62)^2 +LOG(C62/C63)^2 +LOG(C63/C64)^2 +LOG(C64/C65)^2 +LOG(C65/C66)^2 +LOG(C66/C67)^2 +LOG(C67/C68)^2 +LOG(C68/C69)^2 +LOG(C69/C70)^2 +LOG(C70/C71)^2 +LOG(C71/C72)^2 +LOG(C72/C73)^2 +LOG(C73/C74)^2 +LOG(C74/C75)^2 +LOG(C75/C76)^2 +LOG(C76/C77)^2 +LOG(C77/C78)^2 +LOG(C78/C79)^2 +LOG(C79/C80)^2 +LOG(C80/C81)^2 +LOG(C81/C82)^2 +LOG(C82/C83)^2 +LOG(C83/C84)^2 +LOG(C84/C85)^2 +LOG(C85/C86)^2 +LOG(C86/C87)^2 +LOG(C87/C88)^2 +LOG(C88/C89)^2 +LOG(C89/C90)^2 +LOG(C90/C91)^2 +LOG(C91/C92)^2 +LOG(C92/C93)^2 +LOG(C93/C94)^2 +LOG(C94/C95)^2 +LOG(C95/C96)^2 +LOG(C96/C97)^2 +LOG(C97/C98)^2 +LOG(C98/C99)^2 +LOG(C99/C100)^2-(LOG(C/C100)^2)/100)/100)

To use it as an indicator, select Chart Template | Add Indicator | Indicator and paste the formula into the Indicator Formula window.

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
sanjayp95
Posted : Friday, April 1, 2005 2:51:12 AM
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Joined: 1/29/2005
Posts: 10
Hi Bruce,

Firstly may I say that the support that the worden trainers are providing are first class.

Following on from the posting that was made on the 24th March on the Historical Volatility, I would be greatful if you could kindly assist me with the following.

I am looking for the formula to :

1) plot as indicators where the 6 day HV is above or below the 50% 100 day HV and the 10 day HV is above or below the 50% 100 day HV.

2) As a PCF to scan the market to highlight those stocks where the 6 day HV is above or below the 50% 100 day HV and where the 10 day HV is above or below the 50% 100 day HV.

Thank you in advance for you help.

Best regards

Sanjay (from the UK)
Doug_H
Posted : Friday, April 1, 2005 11:40:34 AM


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Joined: 10/1/2004
Posts: 4,308
Bruce will be taking a look at this for you, Sanjay. Check back within the next 24 hours or so for a response.

- Doug
Teaching Online!
sanjayp95
Posted : Friday, April 1, 2005 12:06:23 PM
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Joined: 1/29/2005
Posts: 10
Thanks very much Doug.

Rgds

Sanjay
Bruce_L
Posted : Saturday, April 2, 2005 12:16:05 AM


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Joined: 10/7/2004
Posts: 65,138
10/100 HV Ratio:
SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2 +LOG(C6/C7)^2 +LOG(C7/C8)^2 +LOG(C8/C9)^2 +LOG(C9/C10)^2-(LOG(C/C10)^2)/10)/10)/SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2 +LOG(C6/C7)^2 +LOG(C7/C8)^2 +LOG(C8/C9)^2 +LOG(C9/C10)^2 +LOG(C10/C11)^2 +LOG(C11/C12)^2 +LOG(C12/C13)^2 +LOG(C13/C14)^2 +LOG(C14/C15)^2 +LOG(C15/C16)^2 +LOG(C16/C17)^2 +LOG(C17/C18)^2 +LOG(C18/C19)^2 +LOG(C19/C20)^2 +LOG(C20/C21)^2 +LOG(C21/C22)^2 +LOG(C22/C23)^2 +LOG(C23/C24)^2 +LOG(C24/C25)^2 +LOG(C25/C26)^2 +LOG(C26/C27)^2 +LOG(C27/C28)^2 +LOG(C28/C29)^2 +LOG(C29/C30)^2 +LOG(C30/C31)^2 +LOG(C31/C32)^2 +LOG(C32/C33)^2 +LOG(C33/C34)^2 +LOG(C34/C35)^2 +LOG(C35/C36)^2 +LOG(C36/C37)^2 +LOG(C37/C38)^2 +LOG(C38/C39)^2 +LOG(C39/C40)^2 +LOG(C40/C41)^2 +LOG(C41/C42)^2 +LOG(C42/C43)^2 +LOG(C43/C44)^2 +LOG(C44/C45)^2 +LOG(C45/C46)^2 +LOG(C46/C47)^2 +LOG(C47/C48)^2 +LOG(C48/C49)^2 +LOG(C49/C50)^2 +LOG(C50/C51)^2 +LOG(C51/C52)^2 +LOG(C52/C53)^2 +LOG(C53/C54)^2 +LOG(C54/C55)^2 +LOG(C55/C56)^2 +LOG(C56/C57)^2 +LOG(C57/C58)^2 +LOG(C58/C59)^2 +LOG(C59/C60)^2 +LOG(C60/C61)^2 +LOG(C61/C62)^2 +LOG(C62/C63)^2 +LOG(C63/C64)^2 +LOG(C64/C65)^2 +LOG(C65/C66)^2 +LOG(C66/C67)^2 +LOG(C67/C68)^2 +LOG(C68/C69)^2 +LOG(C69/C70)^2 +LOG(C70/C71)^2 +LOG(C71/C72)^2 +LOG(C72/C73)^2 +LOG(C73/C74)^2 +LOG(C74/C75)^2 +LOG(C75/C76)^2 +LOG(C76/C77)^2 +LOG(C77/C78)^2 +LOG(C78/C79)^2 +LOG(C79/C80)^2 +LOG(C80/C81)^2 +LOG(C81/C82)^2 +LOG(C82/C83)^2 +LOG(C83/C84)^2 +LOG(C84/C85)^2 +LOG(C85/C86)^2 +LOG(C86/C87)^2 +LOG(C87/C88)^2 +LOG(C88/C89)^2 +LOG(C89/C90)^2 +LOG(C90/C91)^2 +LOG(C91/C92)^2 +LOG(C92/C93)^2 +LOG(C93/C94)^2 +LOG(C94/C95)^2 +LOG(C95/C96)^2 +LOG(C96/C97)^2 +LOG(C97/C98)^2 +LOG(C98/C99)^2 +LOG(C99/C100)^2-(LOG(C/C100)^2)/100)/100)

The 6/100 HV Ratio was already posted above.

To write a Boolean condition where the shorter period’s HV is greater than 50% of the longer period’s HV, just add a “>.5” onto the end. To write a Boolean condition where the shorter period’s HV is less than 50% of the longer period’s HV, just add a “<.5” onto the end.

You might also want to use the techniques in the following video to use the formulas unchanged:

Constructing more versatile and reusable Personal Criteria Formulas

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
sanjayp95
Posted : Saturday, April 2, 2005 9:34:32 AM
Registered User
Joined: 1/29/2005
Posts: 10
Hi Bruce,

Thank you for the quick repsonse. However, with the formula that you have provideb for the 10/100 and the 6/100 earlier, these only plot single indicator lines. What I am specifically looking for is where two lines are plotted showing where the 6 HV or 10 HV is above or below the 50% 100HV. On that note am I correct in assuming that say for the 10/50%100 HV I would have to plot two indicators as follows:

10HV:

SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2 +LOG(C6/C7)^2 +LOG(C7/C8)^2 +LOG(C8/C9)^2 +LOG(C9/C10)^2-(LOG(C/C10)^2)/10)/10)

50% 100 HV :

SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2 +LOG(C6/C7)^2 +LOG(C7/C8)^2 +LOG(C8/C9)^2 +LOG(C9/C10)^2 +LOG(C10/C11)^2 +LOG(C11/C12)^2 +LOG(C12/C13)^2 +LOG(C13/C14)^2 +LOG(C14/C15)^2 +LOG(C15/C16)^2 +LOG(C16/C17)^2 +LOG(C17/C18)^2 +LOG(C18/C19)^2 +LOG(C19/C20)^2 +LOG(C20/C21)^2 +LOG(C21/C22)^2 +LOG(C22/C23)^2 +LOG(C23/C24)^2 +LOG(C24/C25)^2 +LOG(C25/C26)^2 +LOG(C26/C27)^2 +LOG(C27/C28)^2 +LOG(C28/C29)^2 +LOG(C29/C30)^2 +LOG(C30/C31)^2 +LOG(C31/C32)^2 +LOG(C32/C33)^2 +LOG(C33/C34)^2 +LOG(C34/C35)^2 +LOG(C35/C36)^2 +LOG(C36/C37)^2 +LOG(C37/C38)^2 +LOG(C38/C39)^2 +LOG(C39/C40)^2 +LOG(C40/C41)^2 +LOG(C41/C42)^2 +LOG(C42/C43)^2 +LOG(C43/C44)^2 +LOG(C44/C45)^2 +LOG(C45/C46)^2 +LOG(C46/C47)^2 +LOG(C47/C48)^2 +LOG(C48/C49)^2 +LOG(C49/C50)^2 +LOG(C50/C51)^2 +LOG(C51/C52)^2 +LOG(C52/C53)^2 +LOG(C53/C54)^2 +LOG(C54/C55)^2 +LOG(C55/C56)^2 +LOG(C56/C57)^2 +LOG(C57/C58)^2 +LOG(C58/C59)^2 +LOG(C59/C60)^2 +LOG(C60/C61)^2 +LOG(C61/C62)^2 +LOG(C62/C63)^2 +LOG(C63/C64)^2 +LOG(C64/C65)^2 +LOG(C65/C66)^2 +LOG(C66/C67)^2 +LOG(C67/C68)^2 +LOG(C68/C69)^2 +LOG(C69/C70)^2 +LOG(C70/C71)^2 +LOG(C71/C72)^2 +LOG(C72/C73)^2 +LOG(C73/C74)^2 +LOG(C74/C75)^2 +LOG(C75/C76)^2 +LOG(C76/C77)^2 +LOG(C77/C78)^2 +LOG(C78/C79)^2 +LOG(C79/C80)^2 +LOG(C80/C81)^2 +LOG(C81/C82)^2 +LOG(C82/C83)^2 +LOG(C83/C84)^2 +LOG(C84/C85)^2 +LOG(C85/C86)^2 +LOG(C86/C87)^2 +LOG(C87/C88)^2 +LOG(C88/C89)^2 +LOG(C89/C90)^2 +LOG(C90/C91)^2 +LOG(C91/C92)^2 +LOG(C92/C93)^2 +LOG(C93/C94)^2 +LOG(C94/C95)^2 +LOG(C95/C96)^2 +LOG(C96/C97)^2 +LOG(C97/C98)^2 +LOG(C98/C99)^2 +LOG(C99/C100)^2-(LOG(C/C100)^2)/100)/100)*0.5

Best regards

Sanjay

Bruce_L
Posted : Saturday, April 2, 2005 10:23:19 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
You could write and plot three formulas (6HV, 10HV and 50% 100HV), but comparing heights and crossovers using this method would not make much sense because each of the three indicators would plot on its own scale (as a matter of fact, the chart looks exactly the same when plotting 100HV or 50% 100HV).

There are a variety of methods that can be used to create valid comparisons (you can plot the ratio or the difference for example). However, without a way to fix the scale for Custom Indicators, every way I've thought of so far results in a single line being plotted.

Since it is possible to fix the scale to Price, it is possible to create multiple lines with valid crossovers by adding a Custom Indicator value to Price. But, the Custom Indicator values would have to be fairly small compared to Price for the indicators to be visible on the screen and the plotted indicator line would probably be dominated by Price itself.

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
bustermu
Posted : Saturday, April 2, 2005 11:33:31 AM
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Joined: 1/1/2005
Posts: 2,645
Bruce,

There are various ways to fix any scale you choose for Custom Indicators. Any that I know may have to be adjusted for a particular symbol, zoom, right-edge, etc.

Probably the easiest way is to check "Plot using price scale" and replace the PCF by:

a*PCF+b

where a and b are numbers. The a and b can be chosen so that the Indicator occupies any portion of the screen you please. Use the same a and b for any collection of Custom Indicators and they will all be plotted to the same scale.

Thanks,
Jim Murphy

sanjayp95
Posted : Sunday, April 3, 2005 5:20:10 AM
Registered User
Joined: 1/29/2005
Posts: 10
Hi Bruce / Bustermu,

Thanks for the updates, but please forgive my inexperience, and

Bruce,

Could you kindly further ( preferably with some illustrations) as you have mentioned on

1) "(...... difference for example)."

2) "Since it is possible to fix the scale to Price, it is possible to create multiple lines with valid crossovers by adding a Custom Indicator value to Price. But, the Custom Indicator values would have to be fairly small compared to Price for the indicators to be visible on the screen and the plotted indicator line would probably be dominated by Price itself."

Bustermu,

Could you kindly further ( preferably with some illustrations) as you have mentioned on

Probably the easiest way is to check "Plot using price scale" and replace the PCF by:

a*PCF+b

where a and b are numbers. The a and b can be chosen so that the Indicator occupies any portion of the screen you please. Use the same a and b for any collection of Custom Indicators and they will all be plotted to the same scale.

Apologies for going on about this, but in a nutshell what I am looking for is where the indicator window show the 6 HV or 10 HV crossing the 50% 100 HV, and an PCF to highlight those candidates above or below.

Once again thank you in advance for your support an patience with my inexperience.

BRgds

Sanjay

Bruce_L
Posted : Sunday, April 3, 2005 12:48:36 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
sanjayp95,
1) If you have plotted the 6/100 HV Ratio and 10/100 HV Ratio as Custom Indicators, you already know what they look like. The 6/100 HV Difference and 10/100 HV Difference use almost the same formulas. You just replace the "/" between the short and long HV with a "-" (although in this case, you'll have to add the "1600*" portion of HV back in since it was factored out of the Ratio version).

6-50%100HV Difference:
1600*SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2-(LOG(C/C6)^2)/6)/6)-800*SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2 +LOG(C6/C7)^2 +LOG(C7/C8)^2 +LOG(C8/C9)^2 +LOG(C9/C10)^2 +LOG(C10/C11)^2 +LOG(C11/C12)^2 +LOG(C12/C13)^2 +LOG(C13/C14)^2 +LOG(C14/C15)^2 +LOG(C15/C16)^2 +LOG(C16/C17)^2 +LOG(C17/C18)^2 +LOG(C18/C19)^2 +LOG(C19/C20)^2 +LOG(C20/C21)^2 +LOG(C21/C22)^2 +LOG(C22/C23)^2 +LOG(C23/C24)^2 +LOG(C24/C25)^2 +LOG(C25/C26)^2 +LOG(C26/C27)^2 +LOG(C27/C28)^2 +LOG(C28/C29)^2 +LOG(C29/C30)^2 +LOG(C30/C31)^2 +LOG(C31/C32)^2 +LOG(C32/C33)^2 +LOG(C33/C34)^2 +LOG(C34/C35)^2 +LOG(C35/C36)^2 +LOG(C36/C37)^2 +LOG(C37/C38)^2 +LOG(C38/C39)^2 +LOG(C39/C40)^2 +LOG(C40/C41)^2 +LOG(C41/C42)^2 +LOG(C42/C43)^2 +LOG(C43/C44)^2 +LOG(C44/C45)^2 +LOG(C45/C46)^2 +LOG(C46/C47)^2 +LOG(C47/C48)^2 +LOG(C48/C49)^2 +LOG(C49/C50)^2 +LOG(C50/C51)^2 +LOG(C51/C52)^2 +LOG(C52/C53)^2 +LOG(C53/C54)^2 +LOG(C54/C55)^2 +LOG(C55/C56)^2 +LOG(C56/C57)^2 +LOG(C57/C58)^2 +LOG(C58/C59)^2 +LOG(C59/C60)^2 +LOG(C60/C61)^2 +LOG(C61/C62)^2 +LOG(C62/C63)^2 +LOG(C63/C64)^2 +LOG(C64/C65)^2 +LOG(C65/C66)^2 +LOG(C66/C67)^2 +LOG(C67/C68)^2 +LOG(C68/C69)^2 +LOG(C69/C70)^2 +LOG(C70/C71)^2 +LOG(C71/C72)^2 +LOG(C72/C73)^2 +LOG(C73/C74)^2 +LOG(C74/C75)^2 +LOG(C75/C76)^2 +LOG(C76/C77)^2 +LOG(C77/C78)^2 +LOG(C78/C79)^2 +LOG(C79/C80)^2 +LOG(C80/C81)^2 +LOG(C81/C82)^2 +LOG(C82/C83)^2 +LOG(C83/C84)^2 +LOG(C84/C85)^2 +LOG(C85/C86)^2 +LOG(C86/C87)^2 +LOG(C87/C88)^2 +LOG(C88/C89)^2 +LOG(C89/C90)^2 +LOG(C90/C91)^2 +LOG(C91/C92)^2 +LOG(C92/C93)^2 +LOG(C93/C94)^2 +LOG(C94/C95)^2 +LOG(C95/C96)^2 +LOG(C96/C97)^2 +LOG(C97/C98)^2 +LOG(C98/C99)^2 +LOG(C99/C100)^2-(LOG(C/C100)^2)/100)/100)

10-50%100HV Difference:
1600*SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2 +LOG(C6/C7)^2 +LOG(C7/C8)^2 +LOG(C8/C9)^2 +LOG(C9/C10)^2-(LOG(C/C10)^2)/10)/10)-800*SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2 +LOG(C6/C7)^2 +LOG(C7/C8)^2 +LOG(C8/C9)^2 +LOG(C9/C10)^2 +LOG(C10/C11)^2 +LOG(C11/C12)^2 +LOG(C12/C13)^2 +LOG(C13/C14)^2 +LOG(C14/C15)^2 +LOG(C15/C16)^2 +LOG(C16/C17)^2 +LOG(C17/C18)^2 +LOG(C18/C19)^2 +LOG(C19/C20)^2 +LOG(C20/C21)^2 +LOG(C21/C22)^2 +LOG(C22/C23)^2 +LOG(C23/C24)^2 +LOG(C24/C25)^2 +LOG(C25/C26)^2 +LOG(C26/C27)^2 +LOG(C27/C28)^2 +LOG(C28/C29)^2 +LOG(C29/C30)^2 +LOG(C30/C31)^2 +LOG(C31/C32)^2 +LOG(C32/C33)^2 +LOG(C33/C34)^2 +LOG(C34/C35)^2 +LOG(C35/C36)^2 +LOG(C36/C37)^2 +LOG(C37/C38)^2 +LOG(C38/C39)^2 +LOG(C39/C40)^2 +LOG(C40/C41)^2 +LOG(C41/C42)^2 +LOG(C42/C43)^2 +LOG(C43/C44)^2 +LOG(C44/C45)^2 +LOG(C45/C46)^2 +LOG(C46/C47)^2 +LOG(C47/C48)^2 +LOG(C48/C49)^2 +LOG(C49/C50)^2 +LOG(C50/C51)^2 +LOG(C51/C52)^2 +LOG(C52/C53)^2 +LOG(C53/C54)^2 +LOG(C54/C55)^2 +LOG(C55/C56)^2 +LOG(C56/C57)^2 +LOG(C57/C58)^2 +LOG(C58/C59)^2 +LOG(C59/C60)^2 +LOG(C60/C61)^2 +LOG(C61/C62)^2 +LOG(C62/C63)^2 +LOG(C63/C64)^2 +LOG(C64/C65)^2 +LOG(C65/C66)^2 +LOG(C66/C67)^2 +LOG(C67/C68)^2 +LOG(C68/C69)^2 +LOG(C69/C70)^2 +LOG(C70/C71)^2 +LOG(C71/C72)^2 +LOG(C72/C73)^2 +LOG(C73/C74)^2 +LOG(C74/C75)^2 +LOG(C75/C76)^2 +LOG(C76/C77)^2 +LOG(C77/C78)^2 +LOG(C78/C79)^2 +LOG(C79/C80)^2 +LOG(C80/C81)^2 +LOG(C81/C82)^2 +LOG(C82/C83)^2 +LOG(C83/C84)^2 +LOG(C84/C85)^2 +LOG(C85/C86)^2 +LOG(C86/C87)^2 +LOG(C87/C88)^2 +LOG(C88/C89)^2 +LOG(C89/C90)^2 +LOG(C90/C91)^2 +LOG(C91/C92)^2 +LOG(C92/C93)^2 +LOG(C93/C94)^2 +LOG(C94/C95)^2 +LOG(C95/C96)^2 +LOG(C96/C97)^2 +LOG(C97/C98)^2 +LOG(C98/C99)^2 +LOG(C99/C100)^2-(LOG(C/C100)^2)/100)/100)

2) I really don’t know of a better way to describe it, but a demonstration usually helps.

I’m assuming you already have two Custom Indicators from when you plotted and posted formulas for 10HV and 50% 100 HV in your Saturday, April 02, 2005 9:34:32 AM post (if not, create them). Adjusting the Zoom or Scrolling back in time will change the crossovers (go ahead and try it).

Now, make two changes to each formula. Add a “C+” to the beginning of each formula and select Plot Using Price Scale. The indicators no longer look anything like your old Custom Indicators, but the crossovers no longer change when Zooming and Scrolling (again, try it out). If the "HV" is large compared to price, it will not be visible because it will plot outside the chart boundary.

-Bruce
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bustermu
Posted : Sunday, April 3, 2005 1:17:01 PM
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Joined: 1/1/2005
Posts: 2,645
QUOTE (sanjayp95)

Could you kindly further ( preferably with some illustrations) as you have mentioned on

Probably the easiest way is to check &quot;Plot using price scale&quot; and replace the PCF by:

a*PCF+b


I will illustrate the procedure with V and XAVGV5 as Custom Indicators. Please do the following setup:

Symbol: SP-500
Right-Edge: 04/01/05
Time Frame: Daily
Zoom: 6

Bottom Window:

Custom Indicator 1:
PCF: 0.00408059*V+1131.61
Check "Plot using price scale"

Custom Indicator 2:
PCF: 0.00408059*XAVGV5+1131.61
Check "Plot using price scale"

The two Custom Indicators are plotted to the same scale which was chosen to be full-scale for V. Please observe the effects of changing Right-Edge, Zoom, Time Frame, and, finally, Symbol.

Thanks,
Jim Murphy

Bruce_L
Posted : Sunday, April 3, 2005 1:45:18 PM


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Joined: 10/7/2004
Posts: 65,138
bustermu,
I don’t know of any working method in TeleChart to fix the scale for Custom Indicators without selecting "Plot using price scale".

Your formula conversion:

a*PCF+b

using constants is interesting, but the limitation of having to adjust a and b for each symbol for most of the Custom Indicators I would want to use it on is significant and more severe than would be acceptable for me to use regularly.

I chose C for b because; at least with a PCF with values significantly smaller than C, it makes the chart visible at the rather significant expense of having the indicators pretty much look like a plot of C (but the crossovers are valid). If the PCF values are not small enough, I can usually choose a constant value for a that will work for most symbols.

I haven’t had a chance to think about it very much, but using MAXH and MINL to construct a and b might minimize (although not eliminate, as happens when using constants) the effect of price on the indicator while still allowing most charts to visible when switching symbols (assuming the indicator range for different symbols is relatively stable). I’m sure the following would still need to be adjusted for different zooms (zoom factor=z):

Zero Centered Indicators:
(MAXHz-MINLz)*a*PCF+(MAXHz-MINLz)/2

Zero (or b) Bottomed Indicators:
(MAXHz-MINLz)*a*PCF+MINLz+b

If the expected range of the PCFs is known, it is relatively simple to determine a and b. If the range is less predictable, the MAX and MIN values for the formulas over z could be used to dynamically generate a, but in many (maybe even most) cases, determining the MAX and MIN for the formulas in question, while possible, probably isn't practical.

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
bustermu
Posted : Sunday, April 3, 2005 5:20:00 PM
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Joined: 1/1/2005
Posts: 2,645
QUOTE (Bruce_L)
bustermu,
I don’t know of any working method in TeleChart to fix the scale for Custom Indicators without selecting &quot;Plot using price scale&quot;.

Your formula conversion:

a*PCF+b

using constants is interesting, but the limitation of having to adjust a and b for each symbol for most of the Custom Indicators I would want to use it on is significant and more severe than would be acceptable for me to use regularly.


There are various methods of fixing the scale of Custom Indicators under the conditions:

1) "Center Zero Line" checked.
2) "Plot using price scale" checked.
3) Neither 1) nor 2).

For 2), one can use a*PCF+b as previously discussed. For 1) and 3), one can insert artifical spikes. None would be considered "working" methods if one intends to scan a WatchList with them.

By way of confession, I chose V as my illustration so that I could test:

1000000*(MAXH66-MINL66)/(MAXV66-MINV66)

and

(MAXV66*MINL66-MINV66*MAXH66)/(MAXV66-MINV66)

to find a and b, respectively. One could always find the maximum and minimun of any PCF from its plot and plug them into the above to obtain a suitable a and b.

Thanks,
Jim Murphy
sanjayp95
Posted : Sunday, April 3, 2005 6:30:42 PM
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Joined: 1/29/2005
Posts: 10
Hi Bruce & Jim Murphy,

Thanks the fog has almost cleared from my head.

Bruce,

In the second part of your feedback you mentioned add "C+" and select " plot using price scale". When doing this both lines are literally idential plots. Am I doing something wrong. FYA here are the formulas that I am using with your feedback incorporated.

Indicator 1 ( with plot using price scale checked):

C +SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2 +LOG(C6/C7)^2 +LOG(C7/C8)^2 +LOG(C8/C9)^2 +LOG(C9/C10)^2-(LOG(C/C10)^2)/10)/10)

Indicator 2 ( with plot using price scale checked):

C +SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2 +LOG(C6/C7)^2 +LOG(C7/C8)^2 +LOG(C8/C9)^2 +LOG(C9/C10)^2 +LOG(C10/C11)^2 +LOG(C11/C12)^2 +LOG(C12/C13)^2 +LOG(C13/C14)^2 +LOG(C14/C15)^2 +LOG(C15/C16)^2 +LOG(C16/C17)^2 +LOG(C17/C18)^2 +LOG(C18/C19)^2 +LOG(C19/C20)^2 +LOG(C20/C21)^2 +LOG(C21/C22)^2 +LOG(C22/C23)^2 +LOG(C23/C24)^2 +LOG(C24/C25)^2 +LOG(C25/C26)^2 +LOG(C26/C27)^2 +LOG(C27/C28)^2 +LOG(C28/C29)^2 +LOG(C29/C30)^2 +LOG(C30/C31)^2 +LOG(C31/C32)^2 +LOG(C32/C33)^2 +LOG(C33/C34)^2 +LOG(C34/C35)^2 +LOG(C35/C36)^2 +LOG(C36/C37)^2 +LOG(C37/C38)^2 +LOG(C38/C39)^2 +LOG(C39/C40)^2 +LOG(C40/C41)^2 +LOG(C41/C42)^2 +LOG(C42/C43)^2 +LOG(C43/C44)^2 +LOG(C44/C45)^2 +LOG(C45/C46)^2 +LOG(C46/C47)^2 +LOG(C47/C48)^2 +LOG(C48/C49)^2 +LOG(C49/C50)^2 +LOG(C50/C51)^2 +LOG(C51/C52)^2 +LOG(C52/C53)^2 +LOG(C53/C54)^2 +LOG(C54/C55)^2 +LOG(C55/C56)^2 +LOG(C56/C57)^2 +LOG(C57/C58)^2 +LOG(C58/C59)^2 +LOG(C59/C60)^2 +LOG(C60/C61)^2 +LOG(C61/C62)^2 +LOG(C62/C63)^2 +LOG(C63/C64)^2 +LOG(C64/C65)^2 +LOG(C65/C66)^2 +LOG(C66/C67)^2 +LOG(C67/C68)^2 +LOG(C68/C69)^2 +LOG(C69/C70)^2 +LOG(C70/C71)^2 +LOG(C71/C72)^2 +LOG(C72/C73)^2 +LOG(C73/C74)^2 +LOG(C74/C75)^2 +LOG(C75/C76)^2 +LOG(C76/C77)^2 +LOG(C77/C78)^2 +LOG(C78/C79)^2 +LOG(C79/C80)^2 +LOG(C80/C81)^2 +LOG(C81/C82)^2 +LOG(C82/C83)^2 +LOG(C83/C84)^2 +LOG(C84/C85)^2 +LOG(C85/C86)^2 +LOG(C86/C87)^2 +LOG(C87/C88)^2 +LOG(C88/C89)^2 +LOG(C89/C90)^2 +LOG(C90/C91)^2 +LOG(C91/C92)^2 +LOG(C92/C93)^2 +LOG(C93/C94)^2 +LOG(C94/C95)^2 +LOG(C95/C96)^2 +LOG(C96/C97)^2 +LOG(C97/C98)^2 +LOG(C98/C99)^2 +LOG(C99/C100)^2-(LOG(C/C100)^2)/100)/100)*0.5

Thanks

Rgds

Sanjay

PS thanks for the difference formulas, getting closer to my end objecive for the strategy in mind !
Bruce_L
Posted : Sunday, April 3, 2005 7:20:17 PM


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Joined: 10/7/2004
Posts: 65,138
bustermu,
You already mentioned the spike methods you have explored couldn't be considered working methods, so this is probably not news, but I have tested several spike methods to fix the scale and have not found a decent general method to insert artificial spikes for 1) or 3) without already knowing a past value (or specific condition) for the PCF during the displayed period (which usually ends up being symbol specific).

2) If one knows MAXH, MINL, MAX(PCF) and MIN(PCF) for the displayed period, determining a and b is fairly simple. Unfortunately, this is usually symbol specific as well.

-Bruce
Personal Criteria Formulas
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Bruce_L
Posted : Sunday, April 3, 2005 7:56:45 PM


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Joined: 10/7/2004
Posts: 65,138
sanjayp95,
You have the formulas correct. I was looking at some stocks that were about a dollar when I pasted the formulas into TeleChart to run some tests and made the suggestion. In this particular example, for stocks more than a few dollars the indicators are usually going to be too dominated by price to visually determine crossovers.

I'm not sure I realized how dominated by price this particular example would be, but minimizing this effect is the topic my Sunday, April 03, 2005 1:45:18 PM post explores.

-Bruce
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TC2000 Support Articles
bustermu
Posted : Sunday, April 3, 2005 8:47:26 PM
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Joined: 1/1/2005
Posts: 2,645
Bruce,

I suggest one use specific conditions on price and volume but not on the PCF's to position the spike. If you do not know the PCF range, you will have to clip (or limit) in order to stop it from moving outside the bounds set by the spikes.

One can set the scale independent of symbol with limiters if it is known that the PCF's will always reach the limits.

All of this could, in principle, be done independent of the symbol if the date designation, e.g., C'mm/dd/yy', worked properly in Custom Indicators.

Thanks,
Jim Murphy
sanjayp95
Posted : Monday, April 4, 2005 2:18:33 AM
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Joined: 1/29/2005
Posts: 10
QUOTE (Bruce_L)


I'm not sure I realized how dominated by price this particular example would be, but minimizing this effect is the topic my Sunday, April 03, 2005 1:45:18 PM post explores.


Hi Bruce,

Thanks for the clarification so far, but not sure how one proceed from here based on what you mentioned above. Any more thoughts on how to overcome the dominance by price for stock more than a few dollars ?

Best regards

Sanjay
sanjayp95
Posted : Monday, April 4, 2005 2:19:57 AM
Registered User
Joined: 1/29/2005
Posts: 10
Jim ( Bustermu),

Thanks for the further clarification.

Best regards

Sanjay
Bruce_L
Posted : Monday, April 4, 2005 9:29:26 AM


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Joined: 10/7/2004
Posts: 65,138
sanjayp95,
My suggestion on how to proceed would be to not try doing it with two lines (or plot the two lines, but don't compare them to each other). The single line formulas produce accurate information about their relative values and crossovers. When the 6/100 HV Ratio or 10/100 HV Ratio crosses .5, or the 6-50%100HV Difference or 10-50%100HV Difference crosses 0, you know the 6HV or 10HV has crossed the 50% 100HV.

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
sanjayp95
Posted : Monday, April 4, 2005 4:20:26 PM
Registered User
Joined: 1/29/2005
Posts: 10
Bruce,

That works for me! Actually I had the same thoughts in anticipation of your feedback that the line could not be plotted to show a clear distinction betwen the two ratios.

If a solution presents itself in the near future I would greatly appreciate a heads up.

Finally I would like to say a " big up " to you Bruce. Your responses have been beyond first class!, and I look forward to tapping in to your knowledge base for future guidances.

Best regards

Sanjay
nesi
Posted : Sunday, April 17, 2005 11:26:36 AM
Registered User
Joined: 4/16/2005
Posts: 1
Hello every one.

I would be appreciate if some one could tell me or direct me
to web where i can find charting about historical volatility ratio.

Best regards
nisim pan.
Craig_S
Posted : Sunday, April 17, 2005 11:27:39 AM


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Joined: 10/1/2004
Posts: 18,819
I would do a Google search for STOCKS HISTORICAL VOLATILITY RATIO.

- Craig
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brnewman
Posted : Saturday, September 10, 2005 8:32:39 PM
Registered User
Joined: 3/2/2005
Posts: 4
When I add indicators that are already saved formulas from the clipboard why does the title not show up ? I am only seeing the word "formula" and a small amount of the actual formula. It is very confusing to understand which indicator I have actually chosen.
Doug_H
Posted : Saturday, September 10, 2005 8:39:42 PM


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Joined: 10/1/2004
Posts: 4,308
That's currently the way the indicators show up. It has been added to the suggestion list that the program allow names to be assigned to custom indicators. You can feel free to add your suggestion over in the Comments/Suggestions forum.

In the future, it would be better for you to start a new topic rather than add a totally unrelated comment or question to the bottom of an existing thread. You might want to take a look at this video to get the most out of using the forums:

Learn how to use the forums: post a new topic, reply, Search existing topics

- Doug
Teaching Online!
dbrawner
Posted : Tuesday, December 6, 2005 5:28:14 PM
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Joined: 1/29/2005
Posts: 1
Can tc200 be set up to highlight a price bar when it meets certain requirements such as being an inside bar?
Craig_S
Posted : Tuesday, December 6, 2005 5:36:09 PM


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Joined: 10/1/2004
Posts: 18,819
In a manner, yes.... check out this video:

Visually Backtesting Specific Symbols

- Craig
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mhdeaton
Posted : Friday, May 5, 2006 12:10:52 PM
Registered User
Joined: 10/27/2005
Posts: 71
So exacly how do I plot 3 seperate lines...

1.) 6 day Hisorical Volatility
2.) 10 day Historical volatility
3.) 100 day Historical bolatility

and identify that the 6 and 10 are down 50% below the 100.

Thanks
Craig_S
Posted : Friday, May 5, 2006 12:15:28 PM


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Joined: 10/1/2004
Posts: 18,819
plot each of these as CUSTOM INDICATORS with the ZERO LINE option checked. When both are under the center zero line you know the 6 and 10 are below the 100*.5

6-50%100HV Difference:
1600*SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2-(LOG(C/C6)^2)/6)/6)-800*SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2 +LOG(C6/C7)^2 +LOG(C7/C8)^2 +LOG(C8/C9)^2 +LOG(C9/C10)^2 +LOG(C10/C11)^2 +LOG(C11/C12)^2 +LOG(C12/C13)^2 +LOG(C13/C14)^2 +LOG(C14/C15)^2 +LOG(C15/C16)^2 +LOG(C16/C17)^2 +LOG(C17/C18)^2 +LOG(C18/C19)^2 +LOG(C19/C20)^2 +LOG(C20/C21)^2 +LOG(C21/C22)^2 +LOG(C22/C23)^2 +LOG(C23/C24)^2 +LOG(C24/C25)^2 +LOG(C25/C26)^2 +LOG(C26/C27)^2 +LOG(C27/C28)^2 +LOG(C28/C29)^2 +LOG(C29/C30)^2 +LOG(C30/C31)^2 +LOG(C31/C32)^2 +LOG(C32/C33)^2 +LOG(C33/C34)^2 +LOG(C34/C35)^2 +LOG(C35/C36)^2 +LOG(C36/C37)^2 +LOG(C37/C38)^2 +LOG(C38/C39)^2 +LOG(C39/C40)^2 +LOG(C40/C41)^2 +LOG(C41/C42)^2 +LOG(C42/C43)^2 +LOG(C43/C44)^2 +LOG(C44/C45)^2 +LOG(C45/C46)^2 +LOG(C46/C47)^2 +LOG(C47/C48)^2 +LOG(C48/C49)^2 +LOG(C49/C50)^2 +LOG(C50/C51)^2 +LOG(C51/C52)^2 +LOG(C52/C53)^2 +LOG(C53/C54)^2 +LOG(C54/C55)^2 +LOG(C55/C56)^2 +LOG(C56/C57)^2 +LOG(C57/C58)^2 +LOG(C58/C59)^2 +LOG(C59/C60)^2 +LOG(C60/C61)^2 +LOG(C61/C62)^2 +LOG(C62/C63)^2 +LOG(C63/C64)^2 +LOG(C64/C65)^2 +LOG(C65/C66)^2 +LOG(C66/C67)^2 +LOG(C67/C68)^2 +LOG(C68/C69)^2 +LOG(C69/C70)^2 +LOG(C70/C71)^2 +LOG(C71/C72)^2 +LOG(C72/C73)^2 +LOG(C73/C74)^2 +LOG(C74/C75)^2 +LOG(C75/C76)^2 +LOG(C76/C77)^2 +LOG(C77/C78)^2 +LOG(C78/C79)^2 +LOG(C79/C80)^2 +LOG(C80/C81)^2 +LOG(C81/C82)^2 +LOG(C82/C83)^2 +LOG(C83/C84)^2 +LOG(C84/C85)^2 +LOG(C85/C86)^2 +LOG(C86/C87)^2 +LOG(C87/C88)^2 +LOG(C88/C89)^2 +LOG(C89/C90)^2 +LOG(C90/C91)^2 +LOG(C91/C92)^2 +LOG(C92/C93)^2 +LOG(C93/C94)^2 +LOG(C94/C95)^2 +LOG(C95/C96)^2 +LOG(C96/C97)^2 +LOG(C97/C98)^2 +LOG(C98/C99)^2 +LOG(C99/C100)^2-(LOG(C/C100)^2)/100)/100)

10-50%100HV Difference:
1600*SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2 +LOG(C6/C7)^2 +LOG(C7/C8)^2 +LOG(C8/C9)^2 +LOG(C9/C10)^2-(LOG(C/C10)^2)/10)/10)-800*SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2 +LOG(C6/C7)^2 +LOG(C7/C8)^2 +LOG(C8/C9)^2 +LOG(C9/C10)^2 +LOG(C10/C11)^2 +LOG(C11/C12)^2 +LOG(C12/C13)^2 +LOG(C13/C14)^2 +LOG(C14/C15)^2 +LOG(C15/C16)^2 +LOG(C16/C17)^2 +LOG(C17/C18)^2 +LOG(C18/C19)^2 +LOG(C19/C20)^2 +LOG(C20/C21)^2 +LOG(C21/C22)^2 +LOG(C22/C23)^2 +LOG(C23/C24)^2 +LOG(C24/C25)^2 +LOG(C25/C26)^2 +LOG(C26/C27)^2 +LOG(C27/C28)^2 +LOG(C28/C29)^2 +LOG(C29/C30)^2 +LOG(C30/C31)^2 +LOG(C31/C32)^2 +LOG(C32/C33)^2 +LOG(C33/C34)^2 +LOG(C34/C35)^2 +LOG(C35/C36)^2 +LOG(C36/C37)^2 +LOG(C37/C38)^2 +LOG(C38/C39)^2 +LOG(C39/C40)^2 +LOG(C40/C41)^2 +LOG(C41/C42)^2 +LOG(C42/C43)^2 +LOG(C43/C44)^2 +LOG(C44/C45)^2 +LOG(C45/C46)^2 +LOG(C46/C47)^2 +LOG(C47/C48)^2 +LOG(C48/C49)^2 +LOG(C49/C50)^2 +LOG(C50/C51)^2 +LOG(C51/C52)^2 +LOG(C52/C53)^2 +LOG(C53/C54)^2 +LOG(C54/C55)^2 +LOG(C55/C56)^2 +LOG(C56/C57)^2 +LOG(C57/C58)^2 +LOG(C58/C59)^2 +LOG(C59/C60)^2 +LOG(C60/C61)^2 +LOG(C61/C62)^2 +LOG(C62/C63)^2 +LOG(C63/C64)^2 +LOG(C64/C65)^2 +LOG(C65/C66)^2 +LOG(C66/C67)^2 +LOG(C67/C68)^2 +LOG(C68/C69)^2 +LOG(C69/C70)^2 +LOG(C70/C71)^2 +LOG(C71/C72)^2 +LOG(C72/C73)^2 +LOG(C73/C74)^2 +LOG(C74/C75)^2 +LOG(C75/C76)^2 +LOG(C76/C77)^2 +LOG(C77/C78)^2 +LOG(C78/C79)^2 +LOG(C79/C80)^2 +LOG(C80/C81)^2 +LOG(C81/C82)^2 +LOG(C82/C83)^2 +LOG(C83/C84)^2 +LOG(C84/C85)^2 +LOG(C85/C86)^2 +LOG(C86/C87)^2 +LOG(C87/C88)^2 +LOG(C88/C89)^2 +LOG(C89/C90)^2 +LOG(C90/C91)^2 +LOG(C91/C92)^2 +LOG(C92/C93)^2 +LOG(C93/C94)^2 +LOG(C94/C95)^2 +LOG(C95/C96)^2 +LOG(C96/C97)^2 +LOG(C97/C98)^2 +LOG(C98/C99)^2 +LOG(C99/C100)^2-(LOG(C/C100)^2)/100)/100)

- Craig
Here to Help!
mhdeaton
Posted : Friday, May 5, 2006 2:01:53 PM
Registered User
Joined: 10/27/2005
Posts: 71
This works, and is effective, but I would rather watch the 10 and 6 go below the 100 and have my custom indicator indicate where 50% below is at... the 50% indication is not that important however. I think I could
get a better feel and calculations would be easier if I just graphed th 6, 10 and 100 in 3 different colors ??

your thoughts

Thanks again
Craig_S
Posted : Friday, May 5, 2006 2:33:32 PM


Worden Trainer

Joined: 10/1/2004
Posts: 18,819
You can graph them but, as is talked about above, they won't be on the same scale so you cannot compare their positions to each other. In order to compare the three to each other on the chart they would need to all be on the same scale. There is no easy and effective way to do this in TeleChart.

- Craig
Here to Help!
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