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dazzy
Posted : Friday, February 2, 2018 6:11:32 PM
Registered User
Joined: 1/17/2018
Posts: 7

Hello Bruce,

Please help me with a formula/scan.   If I have a  20 period Hull moving average of a standard Coppock curve, and I want to scan for stocks that have made the largest 1 day percentage move away from that Hull moving average (either up or down)  how would  I code that?  What about a 5 day move too?

Many thanks,

Dave S.

Bruce_L
Posted : Saturday, February 3, 2018 9:16:49 AM


Worden Trainer

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

A formula for the standard 11,14,10 Coppock Curve minus its own 20 period Hull Moving Average can be written as follows.

100 * FAVG(C / C11 + C / C14 - 2, 10) - HAVG(100 * FAVG(C / C11 + C / C14 - 2, 10), 20)

The absolute value of difference (the distance) can be written as follows.

ABS(100 * FAVG(C / C11 + C / C14 - 2, 10) - HAVG(100 * FAVG(C / C11 + C / C14 - 2, 10), 20))

So the change in this distance from one bar to the next can be written as follows.

ABS(100 * FAVG(C / C11 + C / C14 - 2, 10) - HAVG(100 * FAVG(C / C11 + C / C14 - 2, 10), 20)) - ABS(100 * FAVG(C1 / C12 + C1 / C15 - 2, 10) - HAVG(100 * FAVG(C1 / C12 + C1 / C15 - 2, 10), 20))

Expressing this as a percent change in the distance can be written as follows (altohugh I don't think this is desirable).

100 * (ABS(100 * FAVG(C / C11 + C / C14 - 2, 10) - HAVG(100 * FAVG(C / C11 + C / C14 - 2, 10), 20)) / ABS(100 * FAVG(C1 / C12 + C1 / C15 - 2, 10) - HAVG(100 * FAVG(C1 / C12 + C1 / C15 - 2, 10), 20)) - 1)

And the change in this distance from five bars ago to the current value can be written as follows.

ABS(100 * FAVG(C / C11 + C / C14 - 2, 10) - HAVG(100 * FAVG(C / C11 + C / C14 - 2, 10), 20)) - ABS(100 * FAVG(C5 / C16 + C5 / C19 - 2, 10) - HAVG(100 * FAVG(C5 / C16 + C5 / C19 - 2, 10), 20))

Expressing this as a percent change in the distance can be written as follows (altohugh I don't think this is desirable).

100 * (ABS(100 * FAVG(C / C11 + C / C14 - 2, 10) - HAVG(100 * FAVG(C / C11 + C / C14 - 2, 10), 20)) / ABS(100 * FAVG(C5 / C16 + C5 / C19 - 2, 10) - HAVG(100 * FAVG(C5 / C16 + C5 / C19 - 2, 10), 20)) - 1)



-Bruce
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