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HAY725
Posted : Friday, August 22, 2014 9:08:03 PM
Registered User
Joined: 10/17/2013
Posts: 3

Hello, I am looking for a PCF that can scan a flat base. Conditions are as following

1. In the most recent 10 trading days, VOLUME MA10< MA50

2. In the most recent 10 trading days, day to day fluctuation is < + or - 3%

3. In the most recent 10 trading days, overall fluctuation is < + or -3%

4,OPTIONAL: within 10 trading days, it forms a higher low.

 

Thank You so much.

 
Bruce_L
Posted : Monday, August 25, 2014 3:02:33 PM


Worden Trainer

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

QUOTE (HAY725)
In the most recent 10 trading days, VOLUME MA10< MA50

I'm not sure if you just want:

AVGV10 < AVGV50

Or if want the much longer:

AVGV10 < AVGV50 AND AVGV10.1 < AVGV50.1 AND AVGV10.2 < AVGV50.2 AND AVGV10.3 < AVGV50.3 AND AVGV10.4 < AVGV50.4 AND AVGV10.5 < AVGV50.5 AND AVGV10.6 < AVGV50.6 AND AVGV10.7 < AVGV50.7 AND AVGV10.8 < AVGV50.8 AND AVGV10.9 < AVGV50.9

QUOTE (HAY725)
In the most recent 10 trading days, day to day fluctuation is < + or - 3%

I don't know if you mean the absolute percent change from day to day is less than 3%:

ABS(C / C1 - 1) <= .03 AND ABS(C1 / C2 - 1) <= .03 AND ABS(C2 / C3 - 1) <= .03 AND ABS(C3 / C4 - 1) <= .03 AND ABS(C4 / C5 - 1) <= .03 AND ABS(C5 / C6 - 1) <= .03 AND ABS(C6 / C7 - 1) <= .03 AND ABS(C7 / C8 - 1) <= .03 AND ABS(C8 / C9 - 1) <= .03 AND ABS(C9 / C10 - 1) <= .03

The percent range on each day is less than 3%:

H <= 1.03 * L AND H1 <= 1.03 * L1 AND H2 <= 1.03 * L2 AND H3 <= 1.03 * L3 AND H4 <= 1.03 * L4 AND H5 <= 1.03 * L5 AND H6 <= 1.03 * L6 AND H7 <= 1.03 * L7 AND H8 <= 1.03 * L8 AND H9 <= 1.03 * L9

The high and low of each bar is within 3% of the previous close:

ABS(H / C1 - 1) <= .03 AND ABS(L1 / C2 - 1) <= .03 AND ABS(H2 / C3 - 1) <= .03 AND ABS(H3 / C4 - 1) <= .03 AND ABS(H4 / C5 - 1) <= .03 AND ABS(H5 / C6 - 1) <= .03 AND ABS(H6 / C7 - 1) <= .03 AND ABS(H7 / C8 - 1) <= .03 AND ABS(H8 / C9 - 1) <= .03 AND ABS(H9 / C10 - 1) <= .03 AND ABS(L / C1 - 1) <= .03 AND ABS(L1 / C2 - 1) <= .03 AND ABS(L2 / C3 - 1) <= .03 AND ABS(L3 / C4 - 1) <= .03 AND ABS(L4 / C5 - 1) <= .03 AND ABS(L5 / C6 - 1) <= .03 AND ABS(L6 / C7 - 1) <= .03 AND ABS(L7 / C8 - 1) <= .03 AND ABS(L8 / C9 - 1) <= .03 AND ABS(L9 / C10 - 1) <= .03

Or something else entirely.

QUOTE (HAY725)
In the most recent 10 trading days, overall fluctuation is < + or -3%

Maybe?:

ABS(C / C10 - 1) <= .03

Or?:

MAXH10 <= 1.03 * MINL10

QUOTE (HAY725)
within 10 trading days, it forms a higher low.

I cannot think of a reasonable way to create this.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
curco
Posted : Monday, August 25, 2014 8:38:08 PM
Registered User
Joined: 1/10/2011
Posts: 2

hi bruce:

i'd like to scan for stocks that are in a tight range (i define a tight range as being x% of the true range). reading the forum i've found the way to define a tight range as a % of price, but depending on stocks, a 5% range could be super tight or super wide. could you help me with the formula?

curco
Posted : Monday, August 25, 2014 8:48:19 PM
Registered User
Joined: 1/10/2011
Posts: 2

specifically i'm looking for stocks that are breaking out of a 2ATR range of at least 10 days

(2ATR means 2 times ATR)

Bruce_L
Posted : Tuesday, August 26, 2014 8:01:27 AM


Worden Trainer

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

A Condition Formula which checks for the true range today being more than twice the 10-period average true range could be written as follows.

(H - L + ABS(H - C1) + ABS(C1 - L)) / 2 > 2 * ((AVGH10 - AVGL10) / 2 + (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)) / 20)

Sir Old Viking Trader and PCFs

A Condition Formula for the total range of the previous 10 bars being less than twice the 30-period average true range and the current price being outside of this range could be written as follows. 

MAXH10.1 - MINL10.1 < 2 * ((AVGH30 - AVGL30) / 2 + (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) + ABS(H14 - C15) + ABS(C15 - L14) + ABS(H15 - C16) + ABS(C16 - L15) + ABS(H16 - C17) + ABS(C17 - L16) + ABS(H17 - C18) + ABS(C18 - L17) + ABS(H18 - C19) + ABS(C19 - L18) + ABS(H19 - C20) + ABS(C20 - L19) + ABS(H20 - C21) + ABS(C21 - L20) + ABS(H21 - C22) + ABS(C22 - L21) + ABS(H22 - C23) + ABS(C23 - L22) + ABS(H23 - C24) + ABS(C24 - L23) + ABS(H24 - C25) + ABS(C25 - L24) + ABS(H25 - C26) + ABS(C26 - L25) + ABS(H26 - C27) + ABS(C27 - L26) + ABS(H27 - C28) + ABS(C28 - L27) + ABS(H28 - C29) + ABS(C29 - L28) + ABS(H29 - C30) + ABS(C30 - L29)) / 60) AND (MAXH10.1 - MINL10.1 + ABS(2 * C - MINL10.1 - MAXH10.1)) / 2 > 2 * ((AVGH30 - AVGL30) / 2 + (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) + ABS(H14 - C15) + ABS(C15 - L14) + ABS(H15 - C16) + ABS(C16 - L15) + ABS(H16 - C17) + ABS(C17 - L16) + ABS(H17 - C18) + ABS(C18 - L17) + ABS(H18 - C19) + ABS(C19 - L18) + ABS(H19 - C20) + ABS(C20 - L19) + ABS(H20 - C21) + ABS(C21 - L20) + ABS(H21 - C22) + ABS(C22 - L21) + ABS(H22 - C23) + ABS(C23 - L22) + ABS(H23 - C24) + ABS(C24 - L23) + ABS(H24 - C25) + ABS(C25 - L24) + ABS(H25 - C26) + ABS(C26 - L25) + ABS(H26 - C27) + ABS(C27 - L26) + ABS(H27 - C28) + ABS(C28 - L27) + ABS(H28 - C29) + ABS(C29 - L28) + ABS(H29 - C30) + ABS(C30 - L29)) / 60)

ATR for PCF



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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