I have been trying to write a PCF Indicator that will give me a true reading when the exponetial avg of the (H+L+C)/3 for a period of 12 crosses up threw a Moving VWAP with a 24 Period?

Here is what I have.

((H+L+C)/3 > (((C*V+C1*V1+C2*V2+C3*V3+C4*V4+C5*V5+C6*V6+C7*V7+C8*V8+C9*V9+C10*V10+C11*V11+

C12*V12+C13*V13+C14*V14+C15*V15+C16*V16+C17*V17+C18*V18+C19*V19+C20*V20+

C21*V21+C22*V22+C23*V23)/AVGV24)/24)

For this to work correctly I need the Frist part ((H+L+C)/3 to be an Exponital AVG of 12 Periods.

I Have tried to use XAVG(H+L+C)/3 12 for this but get and error.

Can anyone tell me how to fix this.

Thanks for any help

The first can be done pretty efficiently as follows.

(XAVGH12 + XAVGL12 + XAVGC12) / 3

The Moving VWAP calculations are a bit more complicated than what is given above if you want them to match the charts however.

(((O + H + L + C) * V + (O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7 + (O8 + H8 + L8 + C8) * V8 + (O9 + H9 + L9 + C9) * V9 + (O10 + H10 + L10 + C10) * V10 + (O11 + H11 + L11 + C11) * V11 + (O12 + H12 + L12 + C12) * V12 + (O13 + H13 + L13 + C13) * V13 + (O14 + H14 + L14 + C14) * V14 + (O15 + H15 + L15 + C15) * V15 + (O16 + H16 + L16 + C16) * V16 + (O17 + H17 + L17 + C17) * V17 + (O18 + H18 + L18 + C18) * V18 + (O19 + H19 + L19 + C19) * V19 + (O20 + H20 + L20 + C20) * V20 + (O21 + H21 + L21 + C21) * V21 + (O22 + H22 + L22 + C22) * V22 + (O23 + H23 + L23 + C23) * V23) / 96 / AVGV24)

So the resulting crossup formula would be something like the following.

(XAVGH12 + XAVGL12 + XAVGC12) / 3 > (((O + H + L + C) * V + (O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7 + (O8 + H8 + L8 + C8) * V8 + (O9 + H9 + L9 + C9) * V9 + (O10 + H10 + L10 + C10) * V10 + (O11 + H11 + L11 + C11) * V11 + (O12 + H12 + L12 + C12) * V12 + (O13 + H13 + L13 + C13) * V13 + (O14 + H14 + L14 + C14) * V14 + (O15 + H15 + L15 + C15) * V15 + (O16 + H16 + L16 + C16) * V16 + (O17 + H17 + L17 + C17) * V17 + (O18 + H18 + L18 + C18) * V18 + (O19 + H19 + L19 + C19) * V19 + (O20 + H20 + L20 + C20) * V20 + (O21 + H21 + L21 + C21) * V21 + (O22 + H22 + L22 + C22) * V22 + (O23 + H23 + L23 + C23) * V23) / 96 / AVGV24) AND (XAVGH12.1 + XAVGL12.1 + XAVGC12.1) / 3 <= (((O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7 + (O8 + H8 + L8 + C8) * V8 + (O9 + H9 + L9 + C9) * V9 + (O10 + H10 + L10 + C10) * V10 + (O11 + H11 + L11 + C11) * V11 + (O12 + H12 + L12 + C12) * V12 + (O13 + H13 + L13 + C13) * V13 + (O14 + H14 + L14 + C14) * V14 + (O15 + H15 + L15 + C15) * V15 + (O16 + H16 + L16 + C16) * V16 + (O17 + H17 + L17 + C17) * V17 + (O18 + H18 + L18 + C18) * V18 + (O19 + H19 + L19 + C19) * V19 + (O20 + H20 + L20 + C20) * V20 + (O21 + H21 + L21 + C21) * V21 + (O22 + H22 + L22 + C22) * V22 + (O23 + H23 + L23 + C23) * V23 + (O24 + H24 + L24 + C24) * V24) / 96 / AVGV24.1)

Bruce  Thanks I will try this out

Thanks for the help.

You're welcome.