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Registered User
Joined: 11/11/2004
Posts: 38
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Is there a way to do PCF or easy scan sorts for a past date? For example, I want to do a linear regression sort that uses 13May05 as the last day of the 50 day regression line.
Thanks
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Try this as a Personal Criteria Formula:
LR50.'5/13/05'
AVGC50.'5/13/05'+24.5*(24.5*C'5/13/05' +23.5*C'5/12/05' +22.5*C'5/11/05' +21.5*C'5/10/05' +20.5*C'5/9/05' +19.5*C'5/6/05' +18.5*C'5/5/05' +17.5*C'5/4/05' +16.5*C'5/3/05' +15.5*C'5/2/05' +14.5*C'4/29/05' +13.5*C'4/28/05' +12.5*C'4/27/05' +11.5*C'4/26/05' +10.5*C'4/25/05' +9.5*C'4/22/05' +8.5*C'4/21/05' +7.5*C'4/20/05' +6.5*C'4/19/05' +5.5*C'4/18/05' +4.5*C'4/15/05' +3.5*C'4/14/05' +2.5*C'4/13/05' +1.5*C'4/12/05' +0.5*C'4/11/05' -0.5*C'4/8/05' -1.5*C'4/7/05' -2.5*C'4/6/05' -3.5*C'4/5/05' -4.5*C'4/4/05' -5.5*C'4/1/05' -6.5*C'3/31/05' -7.5*C'3/30/05' -8.5*C'3/29/05' -9.5*C'3/28/05' -10.5*C'3/24/05' -11.5*C'3/23/05' -12.5*C'3/22/05' -13.5*C'3/21/05' -14.5*C'3/18/05' -15.5*C'3/17/05' -16.5*C'3/16/05' -17.5*C'3/15/05' -18.5*C'3/14/05' -19.5*C'3/11/05' -20.5*C'3/10/05' -21.5*C'3/9/05'-22.5*C'3/8/05' -23.5*C'3/7/05' -24.5*C'3/4/05')/10412.5
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 11/11/2004
Posts: 38
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Thanks. I'll give it a try.
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 Gold Customer
Joined: 5/4/2005
Posts: 74
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Is it possible to use the "linear regression" indicator and merely adjust the extension such that the last bar of the regression is 13 May 05. This can be accomplished easily visually.
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Worden Trainer
Joined: 10/1/2004
Posts: 4,308
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You should be able to plot the Linear Regression Line back to May 13 by counting the number of trading days back to that date, and using that number as the period for the regression line. Have I misunderstood something, or will that work for you?
- Doug
Teaching Online!
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Gold Customer
Joined: 5/4/2005
Posts: 74
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Doug:
I was merely suggesting that using the extended linear regression is somewhat less complicated than the PCF expression above. Works for me.
markacz
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Administration
Joined: 9/30/2004
Posts: 9,187
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QUOTE (markacz) Doug:
I was merely suggesting that using the extended linear regression is somewhat less complicated than the PCF expression above. Works for me.
markacz
I think you and Doug were replying at about the same time with the same suggestion .
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Registered User
Joined: 10/7/2004
Posts: 799
Location: Duluth, GA
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Here is a PCF for the value of the Linear Regresson line that is based on 50 bars ending 15 bars ago, with an extension of that line to today's value. That is, if it is plotted in the top pane, it will show the same result in the databox as a Price-based LinReg Child with inputs of 50,15,0:
( 24.5*C15 +23.5*C16 +22.5*C17 +21.5*C18 +20.5*C19 +19.5*C20 +18.5*C21 +17.5*C22 +16.5*C23 +15.5*C24 +14.5*C25 +13.5*C26 +12.5*C27 +11.5*C28 +10.5*C29 +9.5*C30 +8.5*C31 +7.5*C32 +6.5*C33 +5.5*C34 +4.5*C35 +3.5*C36 +2.5*C37 +1.5*C38 +0.5*C39 -0.5*C40 -1.5*C41 -2.5*C42 -3.5*C43 -4.5*C44 -5.5*C45 -6.5*C46 -7.5*C47 -8.5*C48 -9.5*C49 -10.5*C50 -11.5*C51 -12.5*C52 -13.5*C53 -14.5*C54 -15.5*C55 -16.5*C56 -17.5*C57 -18.5*C58 -19.5*C59 -20.5*C60 -21.5*C61 -22.5*C62 -23.5*C63 -24.5*C64 ) / 10412.5 * 39.5 + AvgC50.15
15 days ago is by the way May 15th as of June 6th :~)
If you wanted to know the value of the LinReg 50,15,0 AS OF 15 days ago, here is the formula:
( 24.5*C15 +23.5*C16 +22.5*C17 +21.5*C18 +20.5*C19 +19.5*C20 +18.5*C21 +17.5*C22 +16.5*C23 +15.5*C24 +14.5*C25 +13.5*C26 +12.5*C27 +11.5*C28 +10.5*C29 +9.5*C30 +8.5*C31 +7.5*C32 +6.5*C33 +5.5*C34 +4.5*C35 +3.5*C36 +2.5*C37 +1.5*C38 +0.5*C39 -0.5*C40 -1.5*C41 -2.5*C42 -3.5*C43 -4.5*C44 -5.5*C45 -6.5*C46 -7.5*C47 -8.5*C48 -9.5*C49 -10.5*C50 -11.5*C51 -12.5*C52 -13.5*C53 -14.5*C54 -15.5*C55 -16.5*C56 -17.5*C57 -18.5*C58 -19.5*C59 -20.5*C60 -21.5*C61 -22.5*C62 -23.5*C63 -24.5*C64 ) / 10412.5 * 24.5 + AvgC50.15
The formula for the SLOPE of the LinReg 50,15 is:
( 24.5*C15 +23.5*C16 +22.5*C17 +21.5*C18 +20.5*C19 +19.5*C20 +18.5*C21 +17.5*C22 +16.5*C23 +15.5*C24 +14.5*C25 +13.5*C26 +12.5*C27 +11.5*C28 +10.5*C29 +9.5*C30 +8.5*C31 +7.5*C32 +6.5*C33 +5.5*C34 +4.5*C35 +3.5*C36 +2.5*C37 +1.5*C38 +0.5*C39 -0.5*C40 -1.5*C41 -2.5*C42 -3.5*C43 -4.5*C44 -5.5*C45 -6.5*C46 -7.5*C47 -8.5*C48 -9.5*C49 -10.5*C50 -11.5*C51 -12.5*C52 -13.5*C53 -14.5*C54 -15.5*C55 -16.5*C56 -17.5*C57 -18.5*C58 -19.5*C59 -20.5*C60 -21.5*C61 -22.5*C62 -23.5*C63 -24.5*C64 ) / 10412.5
Enjoy!
Jim Dean
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