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PCF formula request - 15 bar return, annualized, vs 250 bar return Rate this Topic:
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fast70gs
Posted : Thursday, August 24, 2017 10:58:12 PM
Registered User
Joined: 5/30/2014
Posts: 53

I'd like a PCF that takes the current bars close and O14, calculates the annualized return, and then compares that to the last 250 bars return.

If the 15 bar annualized return is higher than the 250 bar return, the number would be positive. If it's lower, the number would be negative. If they were the same it would be zero.

 

Thanks!

Bruce_L
Posted : Friday, August 25, 2017 8:49:48 AM


Worden Trainer

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

Please try the following Indicator Formula.

100 * ((C / O14) ^ (50 / 3) - C / C250)



-Bruce
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fast70gs
Posted : Friday, August 25, 2017 11:27:00 AM
Registered User
Joined: 5/30/2014
Posts: 53

Thanks!  That's what I was looking for.

 

 

Bruce_L
Posted : Friday, August 25, 2017 11:29:14 AM


Worden Trainer

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

You're welcome.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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