## New version 18 available now

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

New account application Trading resources
Margin rates Stock & option commissions

 Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

 vol unteer Rate this Topic:
 Previous Topic · Next Topic Watch this topic · Print this topic ·
0002ct
 Posted : Monday, May 14, 2018 10:57:56 AM
Gold Customer

Joined: 11/19/2015
Posts: 378

Hello.

A. Is there a way to sum the five-largest 55-period Historical Vol bars over a lookback?

B. Is it possible to separately average the same by the sample size (5)?

I'm trying to output a sum for the five-highest 55-bar HV bars evaluated over the last 200 bars, (and then secondarily I'm looking to average that value).

Thank you for taking a look at this problem when convenient.

Bruce_L
 Posted : Monday, May 14, 2018 12:40:53 PM

Worden Trainer

Joined: 10/7/2004
Posts: 62,704

It is possible, but not practical to do what you want. The resulting formula would be too long and slow.

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
0002ct
 Posted : Monday, May 14, 2018 1:10:11 PM
Gold Customer

Joined: 11/19/2015
Posts: 378

Ok, thanks for looking over it, Bruce. Much appreciated.

0002ct
 Posted : Wednesday, May 16, 2018 1:24:07 PM
Gold Customer

Joined: 11/19/2015
Posts: 378

Bruce, to revisit this briefly, am I correctly using the following to output the highest 100-day HV as evaluated over the most recent 10 bars?

Max(600 * ABS((SUM(LOG(C / C1) ^ 2, 100) - LOG(C / C100) ^ 2 / 100) / 100) ^ .5, 10)

Bruce_L
 Posted : Wednesday, May 16, 2018 1:27:17 PM

Worden Trainer

Joined: 10/7/2004
Posts: 62,704

That should be a 1600 at the front instead of a 600, but otherwise it looks correct to me.

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
StockGuy
 Posted : Wednesday, May 16, 2018 1:27:47 PM

Administration

Joined: 9/30/2004
Posts: 9,024

Yes, that will return the highest value for...

600 * ABS((SUM(LOG(C / C1) ^ 2, 100) - LOG(C / C100) ^ 2 / 100) / 100) ^ .5

...over the last 10 bars.

0002ct
 Posted : Wednesday, May 16, 2018 1:58:23 PM
Gold Customer

Joined: 11/19/2015
Posts: 378

Oops, yes, 1600. Thank you Bruce and StockGuy. Much appreciated.

Bruce_L
 Posted : Wednesday, May 16, 2018 1:58:42 PM

Worden Trainer

Joined: 10/7/2004
Posts: 62,704

You're welcome.

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

 Forum Jump Customer Training & Support - Ask a Trainer - TC2000 version 12/18 - Ask a Trainer - TC2000 version 7 - Ask a Trainer - StockFinder 5.0 - PCFs, EasyScan and Custom Indicators General Discussions - Stock and Market Talk - TC2000 version 12 or 18 - TC2000 version 7 - StockFinder 5.0 - RealCode for StockFinder 5.0 Tutorial Videos - TC2000 version 12 tutorial videos - TC2000 version 7 tutorial videos 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.