Gold Customer
Joined: 8/6/2010 Posts: 3
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Would like to be able to calculate the Ulcer Index of various time frames in TC2000. Any help creating these formulas would be greatly appreciated. Thanks!
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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Given a specific period, it would be possible to the Ulcer Index (the referenced topic is for StockFinder, but the algorithm would be straightforward to convert). It is not possible to create a generalized solution which would accept a period as a user input in TC2000.
ulcer index in SF 4
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Gold Customer
Joined: 8/6/2010 Posts: 3
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Okay, so showing how much of a noob I am here... can you point me to some resources to get a better handle on how to code this thing? I'm completely unfamiliar with the language and the various products offered through Worden. I'd like to be able to create a few different UI time periods -- like 5, 10, 17, 21, 40, 100, etc... I just need a little more of a nudge in the right direction. I 'conceptually' understand the other thread, but I don't know how to translate of actually get the code started.
Thanks for the response Tom!
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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My interpretation of 5-Period Ulster Index as an Indicator Formula is:
(ABS((C < MAXC5) * (100 * (C / MAXC5-1)) ^ 2 - (C1 < MAXC4.1) * (100 * (C1 / MAXC4.1 - 1)) ^ 2 - (C2 < MAXC3.2) * (100 * (C2 / MAXC3.2 - 1)) ^ 2 - (C3 < MAXC2.3) * (100 * (C3 / MAXC2.3 - 1)) ^ 2 - (C4 < C5) * (100 * (C4 / C5 - 1)) ^ 2) / 5) ^ .5
My interpretation of 10-Period Ulster Index as an Indicator Formula is:
(ABS((C < MAXC10) * (100 * (C / MAXC10-1)) ^ 2 - (C1 < MAXC9.1) * (100 * (C1 / MAXC9.1 - 1)) ^ 2 - (C2 < MAXC8.2) * (100 * (C2 / MAXC8.2 - 1)) ^ 2 - (C3 < MAXC7.3) * (100 * (C3 / MAXC7.3 - 1)) ^ 2 - (C4 < MAXC6.4) * (100 * (C4 / MAXC6.4 - 1)) ^ 2 - (C5 < MAXC5.5) * (100 * (C5 / MAXC5.5 - 1)) ^ 2 - (C6 < MAXC4.6) * (100 * (C6 / MAXC4.6 - 1)) ^ 2 - (C7 < MAXC3.7) * (100 * (C7 / MAXC3.7 - 1)) ^ 2 - (C8 < MAXC2.8) * (100 * (C8 / MAXC2.8 - 1)) ^ 2 - (C9 < C10) * (100 * (C9 / C10 - 1)) ^ 2) / 10) ^ .5
My interpretation of 17-Period Ulster Index as an Indicator Formula is:
(ABS((C < MAXC17) * (100 * (C / MAXC17-1)) ^ 2 - (C1 < MAXC16.1) * (100 * (C1 / MAXC16.1 - 1)) ^ 2 - (C2 < MAXC15.2) * (100 * (C2 / MAXC15.2 - 1)) ^ 2 - (C3 < MAXC14.3) * (100 * (C3 / MAXC14.3 - 1)) ^ 2 - (C4 < MAXC13.4) * (100 * (C4 / MAXC13.4 - 1)) ^ 2 - (C5 < MAXC12.5) * (100 * (C5 / MAXC12.5 - 1)) ^ 2 - (C6 < MAXC11.6) * (100 * (C6 / MAXC11.6 - 1)) ^ 2 - (C7 < MAXC10.7) * (100 * (C7 / MAXC10.7 - 1)) ^ 2 - (C8 < MAXC9.8) * (100 * (C8 / MAXC9.8 - 1)) ^ 2 - (C9 < MAXC8.9) * (100 * (C9 / MAXC8.9 - 1)) ^ 2 - (C10 < MAXC7.10) * (100 * (C10 / MAXC7.10 - 1)) ^ 2 - (C11 < MAXC6.11) * (100 * (C11 / MAXC6.11 - 1)) ^ 2 - (C12 < MAXC5.12) * (100 * (C12 / MAXC5.12 - 1)) ^ 2 - (C13 < MAXC4.13) * (100 * (C13 / MAXC4.13 - 1)) ^ 2 - (C14 < MAXC3.14) * (100 * (C14 / MAXC3.14 - 1)) ^ 2 - (C15 < MAXC2.15) * (100 * (C15 / MAXC2.15 - 1)) ^ 2 - (C16 < C17) * (100 * (C16 / C17 - 1)) ^ 2) / 17) ^ .5
My interpretation of 21-Period Ulster Index as an Indicator Formula is:
(ABS((C < MAXC21) * (100 * (C / MAXC21-1)) ^ 2 - (C1 < MAXC20.1) * (100 * (C1 / MAXC20.1 - 1)) ^ 2 - (C2 < MAXC19.2) * (100 * (C2 / MAXC19.2 - 1)) ^ 2 - (C3 < MAXC18.3) * (100 * (C3 / MAXC18.3 - 1)) ^ 2 - (C4 < MAXC17.4) * (100 * (C4 / MAXC17.4 - 1)) ^ 2 - (C5 < MAXC16.5) * (100 * (C5 / MAXC16.5 - 1)) ^ 2 - (C6 < MAXC15.6) * (100 * (C6 / MAXC15.6 - 1)) ^ 2 - (C7 < MAXC14.7) * (100 * (C7 / MAXC14.7 - 1)) ^ 2 - (C8 < MAXC13.8) * (100 * (C8 / MAXC13.8 - 1)) ^ 2 - (C9 < MAXC12.9) * (100 * (C9 / MAXC12.9 - 1)) ^ 2 - (C10 < MAXC11.10) * (100 * (C10 / MAXC11.10 - 1)) ^ 2 - (C11 < MAXC10.11) * (100 * (C11 / MAXC10.11 - 1)) ^ 2 - (C12 < MAXC9.12) * (100 * (C12 / MAXC9.12 - 1)) ^ 2 - (C13 < MAXC8.13) * (100 * (C13 / MAXC8.13 - 1)) ^ 2 - (C14 < MAXC7.14) * (100 * (C14 / MAXC7.14 - 1)) ^ 2 - (C15 < MAXC6.15) * (100 * (C15 / MAXC6.15 - 1)) ^ 2 - (C16 < MAXC5.16) * (100 * (C16 / MAXC5.16 - 1)) ^ 2 - (C17 < MAXC4.17) * (100 * (C17 / MAXC4.17 - 1)) ^ 2 - (C18 < MAXC3.18) * (100 * (C18 / MAXC3.18 - 1)) ^ 2 - (C19 < MAXC2.19) * (100 * (C19 / MAXC2.19 - 1)) ^ 2 - (C20 < C21) * (100 * (C20 / C21 - 1)) ^ 2) / 21) ^ .5
My interpretation of 40-Period Ulster Index as an Indicator Formula is:
(ABS((C < MAXC40) * (100 * (C / MAXC40-1)) ^ 2 - (C1 < MAXC39.1) * (100 * (C1 / MAXC39.1 - 1)) ^ 2 - (C2 < MAXC38.2) * (100 * (C2 / MAXC38.2 - 1)) ^ 2 - (C3 < MAXC37.3) * (100 * (C3 / MAXC37.3 - 1)) ^ 2 - (C4 < MAXC36.4) * (100 * (C4 / MAXC36.4 - 1)) ^ 2 - (C5 < MAXC35.5) * (100 * (C5 / MAXC35.5 - 1)) ^ 2 - (C6 < MAXC34.6) * (100 * (C6 / MAXC34.6 - 1)) ^ 2 - (C7 < MAXC33.7) * (100 * (C7 / MAXC33.7 - 1)) ^ 2 - (C8 < MAXC32.8) * (100 * (C8 / MAXC32.8 - 1)) ^ 2 - (C9 < MAXC31.9) * (100 * (C9 / MAXC31.9 - 1)) ^ 2 - (C10 < MAXC30.10) * (100 * (C10 / MAXC30.10 - 1)) ^ 2 - (C11 < MAXC29.11) * (100 * (C11 / MAXC29.11 - 1)) ^ 2 - (C12 < MAXC28.12) * (100 * (C12 / MAXC28.12 - 1)) ^ 2 - (C13 < MAXC27.13) * (100 * (C13 / MAXC27.13 - 1)) ^ 2 - (C14 < MAXC26.14) * (100 * (C14 / MAXC26.14 - 1)) ^ 2 - (C15 < MAXC25.15) * (100 * (C15 / MAXC25.15 - 1)) ^ 2 - (C16 < MAXC24.16) * (100 * (C16 / MAXC24.16 - 1)) ^ 2 - (C17 < MAXC23.17) * (100 * (C17 / MAXC23.17 - 1)) ^ 2 - (C18 < MAXC22.18) * (100 * (C18 / MAXC22.18 - 1)) ^ 2 - (C19 < MAXC21.19) * (100 * (C19 / MAXC21.19 - 1)) ^ 2 - (C20 < MAXC20.20) * (100 * (C20 / MAXC20.20 - 1)) ^ 2 - (C21 < MAXC19.21) * (100 * (C21 / MAXC19.21 - 1)) ^ 2 - (C22 < MAXC18.22) * (100 * (C22 / MAXC18.22 - 1)) ^ 2 - (C23 < MAXC17.23) * (100 * (C23 / MAXC17.23 - 1)) ^ 2 - (C24 < MAXC16.24) * (100 * (C24 / MAXC16.24 - 1)) ^ 2 - (C25 < MAXC15.25) * (100 * (C25 / MAXC15.25 - 1)) ^ 2 - (C26 < MAXC14.26) * (100 * (C26 / MAXC14.26 - 1)) ^ 2 - (C27 < MAXC13.27) * (100 * (C27 / MAXC13.27 - 1)) ^ 2 - (C28 < MAXC12.28) * (100 * (C28 / MAXC12.28 - 1)) ^ 2 - (C29 < MAXC11.29) * (100 * (C29 / MAXC11.29 - 1)) ^ 2 - (C30 < MAXC10.30) * (100 * (C30 / MAXC10.30 - 1)) ^ 2 - (C31 < MAXC9.31) * (100 * (C31 / MAXC9.31 - 1)) ^ 2 - (C32 < MAXC8.32) * (100 * (C32 / MAXC8.32 - 1)) ^ 2 - (C33 < MAXC7.33) * (100 * (C33 / MAXC7.33 - 1)) ^ 2 - (C34 < MAXC6.34) * (100 * (C34 / MAXC6.34 - 1)) ^ 2 - (C35 < MAXC5.35) * (100 * (C35 / MAXC5.35 - 1)) ^ 2 - (C36 < MAXC4.36) * (100 * (C36 / MAXC4.36 - 1)) ^ 2 - (C37 < MAXC3.37) * (100 * (C37 / MAXC3.37 - 1)) ^ 2 - (C38 < MAXC2.38) * (100 * (C38 / MAXC2.38 - 1)) ^ 2 - (C39 < C40) * (100 * (C39 / C40 - 1)) ^ 2) / 40) ^ .5
My interpretation of 100-Period Ulster Index is too long and slow to post in the forums.
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