Download software Tutorial videos
Subscription & data-feed pricing Class schedule


New account application Trading resources
Margin rates Stock & option commissions

Attention: Discussion forums are read-only for extended maintenance until further notice.
Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

CI Index Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
diceman
Posted : Thursday, August 6, 2009 10:36:44 AM
Registered User
Joined: 1/28/2005
Posts: 6,049
I was wondering if a 14 period version of the Choppiness Index
could be created?

This is a description of it:
-------------------------------------------------------------------------
Choppiness = 100.0 * Log(Sum(TrueRange,Period)/(HMax -LMax)) / Log(Period)
-------------------------------------------------------------------------
Calculations:

HMax = MaxList(Max(High, Close[1]), Period)
LMax = MinList(Min(Low, Close[1]), Period)

where:

Close[1] is Close one bar ago,
Max(a,b) is the largest of a and b,
MaxList(a,N) is the largest a in N bars back,
MinList(a,N) is the smallest a in N bars back,
Sum(a,N) is the sum of a over N bars back,

Thanks
diceman
Bruce_L
Posted : Thursday, August 6, 2009 11:05:07 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
Please try the following:

100 * LOG((14 * (AVGH14 - AVGL14) + ABS(H - C1) + ABS(C1 - L) + ABS(H1 - C2) + ABS(C2 - L1) + ABS(H2 - C3) + ABS(C3 - L2) + ABS(H3 - C4) + ABS(C4 - L3) + ABS(H4 - C5) + ABS(C5 - L4) + ABS(H5 - C6) + ABS(C6 - L5) + ABS(H6 - C7) + ABS(C7 - L6) + ABS(H7 - C8) + ABS(C8 - L7) + ABS(H8 - C9) + ABS(C9 - L8) + ABS(H9 - C10) + ABS(C10 - L9) + ABS(H10 - C11) + ABS(C11 - L10) + ABS(H11 - C12) + ABS(C12 - L11) + ABS(H12 - C13) + ABS(C13 - L12) + ABS(H13 - C14) + ABS(C14 - L13)) / (MAXH14 - MINL14 + ABS(MAXH14 - C14)+ ABS(MINL14 - C14))) / LOG(14)

You may wish to review the following:

How to create a Personal Criteria Forumula (PCF)
Plotting Custom Indicators with Examples
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
diceman
Posted : Wednesday, April 18, 2012 3:15:37 PM
Registered User
Joined: 1/28/2005
Posts: 6,049

Bruce, in v11, I get :

 

Error in formula

Argument missing near (

 

 

 

 

 

Cant get this to plot.

 

 

 

Thanks

Bruce_L
Posted : Wednesday, April 18, 2012 3:27:00 PM


Worden Trainer

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

It is a bug in the discontinued TC2000 version 11 beta (it will not be corrected as the TC2000 version 11 beta is unsupported). You can get around it by using TC2000 version 7, TC2000 version 12.1 or by working around the bug.

The part it doesn't seem to like is LOG(14), so if you change this to LOG(14 + 0), it should work.

100 * LOG((14 * (AVGH14 - AVGL14) + ABS(H - C1) + ABS(C1 - L) + ABS(H1 - C2) + ABS(C2 - L1) + ABS(H2 - C3) + ABS(C3 - L2) + ABS(H3 - C4) + ABS(C4 - L3) + ABS(H4 - C5) + ABS(C5 - L4) + ABS(H5 - C6) + ABS(C6 - L5) + ABS(H6 - C7) + ABS(C7 - L6) + ABS(H7 - C8) + ABS(C8 - L7) + ABS(H8 - C9) + ABS(C9 - L8) + ABS(H9 - C10) + ABS(C10 - L9) + ABS(H10 - C11) + ABS(C11 - L10) + ABS(H11 - C12) + ABS(C12 - L11) + ABS(H12 - C13) + ABS(C13 - L12) + ABS(H13 - C14) + ABS(C14 - L13)) / (MAXH14 - MINL14 + ABS(MAXH14 - C14) + ABS(MINL14 - C14))) / LOG(14 + 0)



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
donv98
Posted : Saturday, June 3, 2017 5:04:20 PM
Registered User
Joined: 7/29/2010
Posts: 417

Bruce,

 

   I tried to shorten the above pcf to create one for 8 periods and keep getting an error.

The 14 period pcf above works great.

My pcf below does not work.

100 * LOG((8 * (AVGH8 - AVGL8) + ABS(H - C1) + ABS(C1 - L) + ABS(H1 - C2) + ABS(C2 - L1) + ABS(H2 - C3) + ABS(C3 - L2) + ABS(H3 - C4) + ABS(C4 - L3) + ABS(H4 - C5) + ABS(C5 - L4) + ABS(H5 - C6) + ABS(C6 - L5) + ABS(H6 - C7) + ABS(C7 - L6) + ABS(H7 - C8) + ABS(C8 - L7)) / (MAXH8 - MINL8 + ABS(MAXH8 - C8) + ABS(MINL8 - C8))) / LOG(8+0)

 

Please fix this and also provide a pcf for 5 periods.

 

Thank you,

Don

 

donv98
Posted : Saturday, June 3, 2017 5:05:44 PM
Registered User
Joined: 7/29/2010
Posts: 417

I wanted to continue on this thread even though I am not using v 7 but v 12.5

StockGuy
Posted : Sunday, June 4, 2017 9:16:21 AM

Administration

Joined: 9/30/2004
Posts: 9,187

What error are you seeing?  I copied and pasted your formula and it worked for me.

donv98
Posted : Monday, June 5, 2017 11:23:47 AM
Registered User
Joined: 7/29/2010
Posts: 417

Thank you Stockguy.

I have gotten the 8 period to work but now am consistently getting a syntax error for the 5 period with this pcf:

100 * LOG((5 * (AVGH5- AVGL5) + ABS(H - C1) + ABS(C1 - L) + ABS(H1 - C2) + ABS(C2 - L1) + ABS(H2 - C3) + ABS(C3 - L2) + ABS(H3 - C4) + ABS(C4 - L3) + ABS(H4 - C5) + ABS(C5 - L4)) / (MAXH5 - MINL5 + ABS(MAXH5 - C5) + ABS(MINL5 - C5))) / LOG(5+0)

Does the above 5 period work for you?

Thank you for your help.

Don

StockGuy
Posted : Monday, June 5, 2017 11:27:58 AM

Administration

Joined: 9/30/2004
Posts: 9,187

I'm not sure what the problem could be. I just copied and pasted into my TC2000 and it worked fine.  I tried it in version 12.5 and 17 and both worked.

donv98
Posted : Monday, June 5, 2017 11:56:26 AM
Registered User
Joined: 7/29/2010
Posts: 417

Stockguy,

   I tried again with a blank pcf and it now works.

Many thanks,

Don

StockGuy
Posted : Monday, June 5, 2017 11:58:54 AM

Administration

Joined: 9/30/2004
Posts: 9,187

Glad you got it working.

donv98
Posted : Monday, June 5, 2017 12:17:26 PM
Registered User
Joined: 7/29/2010
Posts: 417

Stockguy,

 Now same syntax error with 3 period:

100 * LOG((3 * (AVGH3- AVGL3) + ABS(H - C1) + ABS(C1 - L) + ABS(H1 - C2) + ABS(C2 - L1) + ABS(H2 - C3) + ABS(C3 - L2)) / (MAXH3 - MINL3 + ABS(MAXH3 - C3) + ABS(MINL3 - C3))) / LOG(3+0)

I still don't know how to prevent this and cannot get the above to work.

Thank you,

Don

StockGuy
Posted : Monday, June 5, 2017 12:19:16 PM

Administration

Joined: 9/30/2004
Posts: 9,187

Works fine here. Are you typing the formula in TC2000 or pasting it? If copy/paste, paste it into Notepad first, then copy/paste from there.  Sometimes copying from Word or other programs will pick up weird characters.

donv98
Posted : Monday, June 5, 2017 12:41:03 PM
Registered User
Joined: 7/29/2010
Posts: 417

I have been copy/pasting directly from Word.

I then tried copy/paste from Word to Notepad to pcf and am still getting syntax error for 3 period pcf.

Very frustrating.

Don

Bruce_L
Posted : Wednesday, June 21, 2017 10:19:05 AM


Worden Trainer

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

Don't use Word. You need to use a text editor such as Notepad and not a word processor like Word.

The reason you are copying and pasting into a text editor and then copying and pasting from the text editor into the program is to eliminate any extra formatting introduced by the browser you are using (most frequently a Microsoft product such as IE or Edge) which was not actually part of the formula on the webpage.

Word processors can introduce their own formatting (and at the very least usually try to keep the original formatting from a paste), so you don't want to use a word processor for this.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Users browsing this topic
Guest-1

Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.