Download software Tutorial videos
Subscription & data-feed pricing Class schedule


New account application Trading resources
Margin rates Stock & option commissions

Attention: Discussion forums are read-only for extended maintenance until further notice.
Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Double Smoothed Stochastic Bressert (DSS-BR) Topic Rating:
Previous Topic · Next Topic Watch this topic · Print this topic ·
Bruce_L
Posted : Thursday, March 23, 2017 9:02:19 AM


Worden Trainer

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

Double Smoothed Stochastic Bressert (DSS-BR)

Template (v17+)

Price Based Version

100 * XAVG((XAVG(STOCp.1.z, k) - MIN(XAVG(STOCp.1.z, k), p)) / (MAX(XAVG(STOCp.1.z, k), p) - MIN(XAVG(STOCp.1.z, k), p)), k)

Generalized Version

100 * XAVG((XAVG((w - MIN(w, p)) / (MAX(w, p) - MIN(w, p)), k) - MIN(XAVG((w - MIN(w, p)) / (MAX(w, p) - MIN(w, p)), k), p)) / (MAX(XAVG((w - MIN(w, p)) / (MAX(w, p) - MIN(w, p)), k), p) - MIN(XAVG((w - MIN(w, p)) / (MAX(w, p) - MIN(w, p)), k), p)), k)

Where w can be any formula which returns a numeric value.
Where p is the stochastic period.
Where k is the smoothing period.
Where z is the number of Bars Ago. z can also be a date. May 4, 2015 would be (single quotes required): '05/04/2015'

Related Topics



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
0002ct
Posted : Friday, March 31, 2017 11:51:02 AM
Registered User
Joined: 11/19/2015
Posts: 459

Hello. Is there any way to color the up and down legs on this?

Bruce_L
Posted : Friday, March 31, 2017 12:17:02 PM


Worden Trainer

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

You could use a Custom PCF Indicator to plot the Bressert Stochastic using the Dot Plot Style. You would need to have two indicators. One would plot all of the values (or just the ups if you prefer) and the other would plot just the down values.

So let us say we have a DSS Bressert Stochastic 10. 5 (used different numbers to make things easier to adjust). The base stochastic would use the following Formula in the Custom PCF Indicator.

100 * XAVG((XAVG(STOC10, 5) - MIN(XAVG(STOC10, 5), 10)) / (MAX(XAVG(STOC10, 5), 10) - MIN(XAVG(STOC10, 5), 10)), 5)

While the "down version" would use the following formula.

100 * XAVG((XAVG(STOC10, 5) - MIN(XAVG(STOC10, 5), 10)) / (MAX(XAVG(STOC10, 5), 10) - MIN(XAVG(STOC10, 5), 10)), 5) / ABS(XAVG((XAVG(STOC10, 5) - MIN(XAVG(STOC10, 5), 10)) / (MAX(XAVG(STOC10, 5), 10) - MIN(XAVG(STOC10, 5), 10)), 5) < XAVG((XAVG(STOC10.1.1, 5) - MIN(XAVG(STOC10.1.1, 5), 10)) / (MAX(XAVG(STOC10.1.1, 5), 10) - MIN(XAVG(STOC10.1.1, 5), 10)), 5))

They need to be plotted in the same pane and scale (you probably want to set the scale to 0 to 100 anyway and they need to use the Dot Plot Style with different colors for each indicator.

You may want to plot the first indicator twice (once as dots and another using the Line Plot Style) in order to "connect the dots". Another option to do the same thing would be to add a 1 period moving average to the first Custom PCF Indicator.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
0002ct
Posted : Friday, March 31, 2017 12:34:37 PM
Registered User
Joined: 11/19/2015
Posts: 459

This is great, perfect. Thanks so much, Bruce.

0002ct
Posted : Monday, April 3, 2017 1:13:29 PM
Registered User
Joined: 11/19/2015
Posts: 459

Bruce, I'd like to create a scan condition that returns ticksers undergoing change from red to green. I tried various conditions using the dialog but none seems to return the change.

I drew out a signal line per the instruction above. Now I'm just trying to evaluate those starting an up leg.

I'm using this for UP:
100 * XAVG((XAVG(STOC4, 2) - MIN(XAVG(STOC4, 2), 4)) / (MAX(XAVG(STOC4, 2), 4) - MIN(XAVG(STOC4, 2), 4)), 2)

and this for DOWN:
100 * XAVG((XAVG(STOC4, 2) - MIN(XAVG(STOC4, 2), 4)) / (MAX(XAVG(STOC4, 2), 4) - MIN(XAVG(STOC4, 2), 4)), 2) / ABS(XAVG((XAVG(STOC4, 2) - MIN(XAVG(STOC4, 2), 4)) / (MAX(XAVG(STOC4, 2), 4) - MIN(XAVG(STOC4, 2), 4)), 2) < XAVG((XAVG(STOC4.1.1, 2) - MIN(XAVG(STOC4.1.1, 2), 4)) / (MAX(XAVG(STOC4.1.1, 2), 4) - MIN(XAVG(STOC4.1.1, 2), 4)), 2))

Thank you very much.

Bruce_L
Posted : Monday, April 3, 2017 1:23:44 PM


Worden Trainer

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

Please try the following Condition Formula.

XAVG((XAVG(STOC10, 5) - MIN(XAVG(STOC10, 5), 10)) / (MAX(XAVG(STOC10, 5), 10) - MIN(XAVG(STOC10, 5), 10)), 5) > XAVG((XAVG(STOC10.1.1, 5) - MIN(XAVG(STOC10.1.1, 5), 10)) / (MAX(XAVG(STOC10.1.1, 5), 10) - MIN(XAVG(STOC10.1.1, 5), 10)), 5) AND XAVG((XAVG(STOC10.1.1, 5) - MIN(XAVG(STOC10.1.1, 5), 10)) / (MAX(XAVG(STOC10.1.1, 5), 10) - MIN(XAVG(STOC10.1.1, 5), 10)), 5) <= XAVG((XAVG(STOC10.1.2, 5) - MIN(XAVG(STOC10.1.2, 5), 10)) / (MAX(XAVG(STOC10.1.2, 5), 10) - MIN(XAVG(STOC10.1.2, 5), 10)), 5)



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
0002ct
Posted : Monday, April 3, 2017 3:24:12 PM
Registered User
Joined: 11/19/2015
Posts: 459

Thanks very much, Bruce. Very helpful, much appreciated.

 

Bruce_L
Posted : Monday, April 3, 2017 3:26:41 PM


Worden Trainer

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

You're welcome.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Users browsing this topic
Guest-1

Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.