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 |

HI need some help with PCF Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
elson2
Posted : Tuesday, December 19, 2017 3:05:03 PM
Registered User
Joined: 6/25/2005
Posts: 441

hi

there is  way to create PCF that combine intrady data and daily data?

 

i want somthing like that

vol of 5 min chart  of today  >than daily avgv20 

 

THX 

Bruce_L
Posted : Tuesday, December 19, 2017 3:09:24 PM


Worden Trainer

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

No, there is not a way to mix daily and intraday time frames in the same Personal Criteria Formula.

There wouldn't be enough 5 minute bars to write your formula in a 5-minute time frame. You would need 1560+ five minute bars for the calculations, but there are only going to be between 500 and 578 five minute bars available.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
elson2
Posted : Tuesday, December 19, 2017 3:12:35 PM
Registered User
Joined: 6/25/2005
Posts: 441

ok and what is the formula for 500 five minute bars ?

Bruce_L
Posted : Tuesday, December 19, 2017 3:22:52 PM


Worden Trainer

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

So you want the most recent 5 minutes to have more volume than the entire full average trading day? All of the following formulas use a 5-minute time frame.

If we end the average 5 minutes ago.

V > AVG(SUM(V1, 78), 420)

If we end the average 24 hours ago.

V > AVG(SUM(V78, 78), 340)

Note the above checks a bunch of 24 hour spans only 5 minutes apart. If you want them a full trading day apart, then the version ending 5 minutes ago would be:

V > (SUMV1, 78) + SUM(V79, 78) + SUM(V157, 78) + SUM(V235, 78) + SUM(V313, 78) + SUM(V391, 78)) / 6

And the version ending 24 hours ago would be:

V > (SUM(V78, 78) + SUM(V156, 78) + SUM(V234, 78) + SUM(V312, 78) + SUM(V390, 78)) / 5

If you mean something else, we would need further clarification as to the actual intent of the request.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
elson2
Posted : Wednesday, December 20, 2017 4:42:45 AM
Registered User
Joined: 6/25/2005
Posts: 441

i m not sure that i uderstand

why ii cant check this a s precent true indicator?

Bruce_L
Posted : Wednesday, December 20, 2017 9:26:58 AM


Worden Trainer

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

I don't understand the question. All of these formulas could be used as Custom PCF % True Indicators.

Keep in mind that the time frame would be the time frame of the chart. Only in a 5 minute time frame would the instances of 78 actually be a trading day. Other time frames would have a different number of bars in each full trading day.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
elson2
Posted : Wednesday, December 20, 2017 9:45:35 AM
Registered User
Joined: 6/25/2005
Posts: 441

hi bruce

i think that one is  ok 

V > AVG(SUM(V1, 78), 420)

thx for now

Bruce_L
Posted : Wednesday, December 20, 2017 9:50:59 AM


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.