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PCF for Bars crossing EMA Topic Rating:
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Gano
Posted : Thursday, February 14, 2013 8:43:48 AM
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Joined: 8/23/2012
Posts: 59

Hi, how coud I write the following PCF ?

Conditions:

1) EMA21 is below EMA55

2) Previous Bar crosses EMA21 and closes above it

3) Current Bar body is above EMA21 (Open, Low, High and Close all above EMA21)

4) Current Bar Open Price higher than Previous Bar Close

5) Current Bar Close is higher than Current Open

Thanks.

 

Bruce_L
Posted : Thursday, February 14, 2013 8:49:28 AM


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

Please the following Condition Formula:

XAVGC21 < XAVGC55 AND (C1 > XAVGC21.1 AND (C2 < XAVGC21.2 OR L1 < XAVGC21.1)) AND L > XAVGC21 AND O > C1 AND C > O

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-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Gano
Posted : Thursday, February 14, 2013 11:27:48 AM
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Joined: 8/23/2012
Posts: 59

Thanks.

Don't understand the condition of the two Bars ago ?

(C2 < XAVGC21.2 OR L1 < XAVGC21.1)

 

Shouldn't I be comparing only the current and the previous Bars ?

Bruce_L
Posted : Thursday, February 14, 2013 11:40:39 AM


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

That is for the "Previous Bar crosses EMA21 and closes above it" requirement.

It checks for both a tradional crossup where the previous close was before the moving average and the current close is above the moving average and for the possibility that the low is just below the moving average and the close is above the moving average. The entirety of the portion of the formula is:

(C1 > XAVGC21.1 AND (C2 < XAVGC21.2 OR L1 < XAVGC21.1))

If you have something else in mind, you can change it as desired.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Gano
Posted : Thursday, February 14, 2013 12:21:16 PM
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Joined: 8/23/2012
Posts: 59

thanks Bruce.

Quiktdr
Posted : Monday, April 1, 2013 10:55:01 AM
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Joined: 10/7/2004
Posts: 794

I am trying to write a PCF when current 5' barcloses over the previous 30' 20 dma  and I am coming up with C5>AvgC20.30 and C5.1>AvgC20.30.1 but it doesn't seem correct.    Comments   TY in advance!

Bruce_L
Posted : Monday, April 1, 2013 11:15:36 AM


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

There isn't any built in syntax for mixing time frames in a single Personal Criteria Formula and there really isn't a way to do using the non-rolling time frames used in TC2000 version 12.3 (the rolling time frames in TC2000 version 7 sometimes allow manually constructing longer time frames from shorter time frames).

The C5 > AVGC20.30 in the first part of your formula is for the close of 5-bars ago being above the 20-Period Simple Moving Average of 30-bars ago.

The C5.1 > AVGC20.30.1 used in the second part of your formula is completely meaningless and not valid syntax.

You could get an approximation by creating a 5-minute Condition Formula where you estimate the 30-minute moving average by multiplying its period by 6, but it will not exactly match the charts:

C > AVGC120 AND C1 <= AVGC120.1



-Bruce
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Quiktdr
Posted : Monday, April 1, 2013 11:23:59 AM
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Joined: 10/7/2004
Posts: 794

Thank you but where is the 20dma in this PCF?

Bruce_L
Posted : Monday, April 1, 2013 11:25:26 AM


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

The AVGC120 on a 5' chart is the approximation being used for the AVGC20 on a 30' minute chart.

20 * 6 = 120



-Bruce
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Quiktdr
Posted : Monday, April 1, 2013 11:36:33 AM
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Joined: 10/7/2004
Posts: 794

What if I use sort function Close compared to 20sma,    time frame 5',     frequency 30'

Bruce_L
Posted : Monday, April 1, 2013 11:44:21 AM


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

It is not possible using the non-rolling bars in TC2000 version 12.3.

As mentioned in my original response, you can do this using the rolling time frames of TC2000 version 7 (although it would have to be done as a Custom PCF % True Indicator on a 5-minute chart and not a Personal Criteria Formula which can only use a Daily Time Frame in TC2000 version 7):

19 * C > C6 + C12 + C18 + C24 + C30 + C36 + C42 + C48 + C54 + C60 + C66 + C72 + C78 + C84 + C90 + C96 + C102 + C108 + C114 AND 19 * C1 > C7 + C13 + C19 + C25 + C31 + C37 + C43 + C49 + C55 + C61 + C67 + C73 + C79 + C85 + C91 + C97 + C103 + C109 + C115

Note that absolutely no values are shared between the 30' AVGC20 of the current 5' bar and the 30' AVGC20 of the prior 5' bar.



-Bruce
Personal Criteria Formulas
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Quiktdr
Posted : Monday, April 1, 2013 11:50:49 AM
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Joined: 10/7/2004
Posts: 794

Thank you for your assistance

Quiktdr
Posted : Tuesday, November 28, 2017 9:11:32 AM
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Joined: 10/7/2004
Posts: 794

How can I write a pcf to determine how far price is from 20 ema

 

Thank you!

Bruce_L
Posted : Tuesday, November 28, 2017 9:53:22 AM


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

The directional net difference (so + above and - below):

C - XAVGC20

The directional % difference:

100 * (C / XAVGC20 - 1)

The absolute difference (so + both when above and below):

ABS(C - XAVGC20)

The absolute % difference:

100 * ABS(C / XAVGC20 - 1)



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Quiktdr
Posted : Tuesday, November 28, 2017 10:27:57 AM
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Joined: 10/7/2004
Posts: 794

Thank you!

Bruce_L
Posted : Tuesday, November 28, 2017 10:33:29 AM


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

You're welcome.



-Bruce
Personal Criteria Formulas
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