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Is there a way to calculate time in TC2000? Rate this Topic:
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abfs
Posted : Thursday, December 8, 2016 10:42:16 AM
Gold Customer Gold Customer

Joined: 12/30/2004
Posts: 28

I break down a trading day into 13 half hours. how do I calculate each half hour in tc2000? 

Example: 

9:30 to 10: 00 = 1 half hour

at 10:30: = 2 half hours

at 11:00 = 3 half hours

My goal is to find out is volume above normal or below normal compare to its 20day doing the trading day. 

 

Thanks

Eddie

Bruce_L
Posted : Thursday, December 8, 2016 11:47:52 AM


Worden Trainer

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

There is no way to do reference the current time, do time math, reference how many bars have passed during the day, or the time of past bars in the Personal Criteria Formula Language.

You would need to have different formulas for each half hour of the trading day (and market half days would screw these formulas up).

During the first half hour of the trading day:

100 * (20 * V / (V13 + V26 + V39 + V52 + V65 + V78 + V91 + V104 + V117 + V130 + V143 + V156 + V169 + V182 + V195 + V208 + V221 + V234 + V247 + V260) - 1)

During the second half hour of the trading day:

100 * (20 * AVGV2 / (AVGV2.13 + AVGV2.26 + AVGV2.39 + AVGV2.52 + AVGV2.65 + AVGV2.78 + AVGV2.91 + AVGV2.104 + AVGV2.117 + AVGV2.130 + AVGV2.143 + AVGV2.156 + AVGV2.169 + AVGV2.182 + AVGV2.195 + AVGV2.208 + AVGV2.221 + AVGV2.234 + AVGV2.247 + AVGV2.260) - 1)

During the third half hour of the trading day:

100 * (20 * AVGV3 / (AVGV3.13 + AVGV3.26 + AVGV3.39 + AVGV3.52 + AVGV3.65 + AVGV3.78 + AVGV3.91 + AVGV3.104 + AVGV3.117 + AVGV3.130 + AVGV3.143 + AVGV3.156 + AVGV3.169 + AVGV3.182 + AVGV3.195 + AVGV3.208 + AVGV3.221 + AVGV3.234 + AVGV3.247 + AVGV3.260) - 1)

During the fourth half hour of the trading day:

100 * (20 * AVGV4 / (AVGV4.13 + AVGV4.26 + AVGV4.39 + AVGV4.52 + AVGV4.65 + AVGV4.78 + AVGV4.91 + AVGV4.104 + AVGV4.117 + AVGV4.130 + AVGV4.143 + AVGV4.156 + AVGV4.169 + AVGV4.182 + AVGV4.195 + AVGV4.208 + AVGV4.221 + AVGV4.234 + AVGV4.247 + AVGV4.260) - 1)

During the fifth half hour of the trading day:

100 * (20 * AVGV5 / (AVGV5.13 + AVGV5.26 + AVGV5.39 + AVGV5.52 + AVGV5.65 + AVGV5.78 + AVGV5.91 + AVGV5.104 + AVGV5.117 + AVGV5.130 + AVGV5.143 + AVGV5.156 + AVGV5.169 + AVGV5.182 + AVGV5.195 + AVGV5.208 + AVGV5.221 + AVGV5.234 + AVGV5.247 + AVGV5.260) - 1)

During the sixth half hour of the trading day:

100 * (20 * AVGV6 / (AVGV6.13 + AVGV6.26 + AVGV6.39 + AVGV6.52 + AVGV6.65 + AVGV6.78 + AVGV6.91 + AVGV6.104 + AVGV6.117 + AVGV6.130 + AVGV6.143 + AVGV6.156 + AVGV6.169 + AVGV6.182 + AVGV6.195 + AVGV6.208 + AVGV6.221 + AVGV6.234 + AVGV6.247 + AVGV6.260) - 1)

During the seventh half hour of the trading day:

100 * (20 * AVGV7 / (AVGV7.13 + AVGV7.26 + AVGV7.39 + AVGV7.52 + AVGV7.65 + AVGV7.78 + AVGV7.91 + AVGV7.104 + AVGV7.117 + AVGV7.130 + AVGV7.143 + AVGV7.156 + AVGV7.169 + AVGV7.182 + AVGV7.195 + AVGV7.208 + AVGV7.221 + AVGV7.234 + AVGV7.247 + AVGV7.260) - 1)

During the eight half hour of the trading day:

100 * (20 * AVGV8 / (AVGV8.13 + AVGV8.26 + AVGV8.39 + AVGV8.52 + AVGV8.65 + AVGV8.78 + AVGV8.91 + AVGV8.104 + AVGV8.117 + AVGV8.130 + AVGV8.143 + AVGV8.156 + AVGV8.169 + AVGV8.182 + AVGV8.195 + AVGV8.208 + AVGV8.221 + AVGV8.234 + AVGV8.247 + AVGV8.260) - 1)

During the ninth half hour of the trading day:

100 * (20 * AVGV9 / (AVGV9.13 + AVGV9.26 + AVGV9.39 + AVGV9.52 + AVGV9.65 + AVGV9.78 + AVGV9.91 + AVGV9.104 + AVGV9.117 + AVGV9.130 + AVGV9.143 + AVGV9.156 + AVGV9.169 + AVGV9.182 + AVGV9.195 + AVGV9.208 + AVGV9.221 + AVGV9.234 + AVGV9.247 + AVGV9.260) - 1)

During the tenth half hour of the trading day:

100 * (20 * AVGV10 / (AVGV10.13 + AVGV10.26 + AVGV10.39 + AVGV10.52 + AVGV10.65 + AVGV10.78 + AVGV10.91 + AVGV10.104 + AVGV10.117 + AVGV10.130 + AVGV10.143 + AVGV10.156 + AVGV10.169 + AVGV10.182 + AVGV10.195 + AVGV10.208 + AVGV10.221 + AVGV10.234 + AVGV10.247 + AVGV10.260) - 1)

During the eleventh half hour of the trading day:

100 * (20 * AVGV11 / (AVGV11.13 + AVGV11.26 + AVGV11.39 + AVGV11.52 + AVGV11.65 + AVGV11.78 + AVGV11.91 + AVGV11.104 + AVGV11.117 + AVGV11.130 + AVGV11.143 + AVGV11.156 + AVGV11.169 + AVGV11.182 + AVGV11.195 + AVGV11.208 + AVGV11.221 + AVGV11.234 + AVGV11.247 + AVGV11.260) - 1)

During the twelfth half hour of the trading day:

100 * (20 * AVGV12 / (AVGV12.13 + AVGV12.26 + AVGV12.39 + AVGV12.52 + AVGV12.65 + AVGV12.78 + AVGV12.91 + AVGV12.104 + AVGV12.117 + AVGV12.130 + AVGV12.143 + AVGV12.156 + AVGV12.169 + AVGV12.182 + AVGV12.195 + AVGV12.208 + AVGV12.221 + AVGV12.234 + AVGV12.247 + AVGV12.260) - 1)

During the thirteenth half hour of the trading day:

100 * (20 * AVGV13 / (AVGV13.13 + AVGV13.26 + AVGV13.39 + AVGV13.52 + AVGV13.65 + AVGV13.78 + AVGV13.91 + AVGV13.104 + AVGV13.117 + AVGV13.130 + AVGV13.143 + AVGV13.156 + AVGV13.169 + AVGV13.182 + AVGV13.195 + AVGV13.208 + AVGV13.221 + AVGV13.234 + AVGV13.247 + AVGV13.260) - 1)

Volume Buzz is kind of automatic, but it can only be used as a WatchList Column and sort and it is based on 100 trading days instead of 20 trading days.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
abfs
Posted : Thursday, December 8, 2016 12:46:35 PM
Gold Customer Gold Customer

Joined: 12/30/2004
Posts: 28

Bruce

That is not what I am looking for. What I am looking for is the formula to calculate time?

Current time - 9:30 = X

At 10:30 - 9:30 = 1

At 10:45 - 9:30 = 1.15

How do I put current time into a formula in TC2000? 

Here what I am trying to do:

1. Find out the 20 day average volume and divided by 13 which gives me the average half hour volume in the last 20 day. 

2. compare today's current volume to the 20day average half hour volume. 

as time goes by, I need to know how many half hour has passed so I can compare. 

 

Thanks

Eddie

 

 

donv98
Posted : Thursday, December 8, 2016 12:51:39 PM
Registered User
Joined: 7/29/2010
Posts: 417

Eddie,

 I was exploring this a bit in July and found this fine work.

This may interest you:

http://forums.worden.com/default.aspx?g=posts&t=65440

 

Don

Bruce_L
Posted : Thursday, December 8, 2016 1:04:48 PM


Worden Trainer

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

There is no way to do time math in the Personal Criteria Formula or reference times of day in intraday PCFs.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
abfs
Posted : Friday, December 9, 2016 11:19:19 AM
Gold Customer Gold Customer

Joined: 12/30/2004
Posts: 28

donv98 

Thanks

Eddie

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