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Profile: stockscience
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User Name: stockscience
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Last 10 Posts
Topic: ADX Boolean Formula
Posted: Wednesday, April 18, 2018 10:36:55 AM

Thank you.

Topic: ADX Boolean Formula
Posted: Wednesday, April 18, 2018 10:17:06 AM

I see....   Is it possible to solve for C0, where adx14.1=adx14.14  ?

Topic: ADX Boolean Formula
Posted: Tuesday, April 17, 2018 6:53:54 PM

Hi Bruce:

1.   I am wondering why the formula below is not

          (2*adx14.1 +  13*adx14.14)/15   since we are using exponential smoothing

wouldn't  the  weight would be 2/(.14+1)?

2.    If we don't worry about the data/weights  more than 14 or 15 periods back   (to make  the calculation finite) - can we compute what the price c0 would be where  adx14.1=adx14.14    (assume the price c0 is  less than or equal to c1 if necessary).

 

 

QUOTE (Bruce_L)

OK, I have re-thought my previous answer.

 

(ADX14.1 + 13 * ADX14.14) / 14

 

Topic: adx segment
Posted: Monday, April 09, 2018 1:26:19 PM

QUOTE (Bruce_L)

I do not know of any way to write a formula for that which is not too long and slow to be practical or post in the forums.

Thanks.

Topic: adx segment
Posted: Monday, April 09, 2018 10:09:31 AM

   I am interested in plotting the midpoint price between the price in which adx was highest in the last 200

periods and the price in which adx was lowest in the last 200 periods.

Topic: adx segment
Posted: Wednesday, March 21, 2018 11:46:01 AM

I'm not sure I understand. This is a pcf on a chart.

Topic: adx segment
Posted: Wednesday, March 21, 2018 11:15:55 AM

Why is the value on he following sometimes delayed?

 

 

QUOTE (Bruce_L)

The following checks the most recent 60 bars for a change in direction of the ADX.

C - IIF(SGN(ADX14.14 - ADX14.14.1) <> SGN(ADX14.14.1 - ADX14.14.2), O, IIF(SGN(ADX14.14.1 - ADX14.14.2) <> SGN(ADX14.14.2 - ADX14.14.3), O1, IIF(SGN(ADX14.14.2 - ADX14.14.3) <> SGN(ADX14.14.3 - ADX14.14.4), O2, IIF(SGN(ADX14.14.3 - ADX14.14.4) <> SGN(ADX14.14.4 - ADX14.14.5), O3, IIF(SGN(ADX14.14.4 - ADX14.14.5) <> SGN(ADX14.14.5 - ADX14.14.6), O4, IIF(SGN(ADX14.14.5 - ADX14.14.6) <> SGN(ADX14.14.6 - ADX14.14.7), O5, IIF(SGN(ADX14.14.6 - ADX14.14.7) <> SGN(ADX14.14.7 - ADX14.14.8), O6, IIF(SGN(ADX14.14.7 - ADX14.14.8) <> SGN(ADX14.14.8 - ADX14.14.9), O7, IIF(SGN(ADX14.14.8 - ADX14.14.9) <> SGN(ADX14.14.9 - ADX14.14.10), O8, IIF(SGN(ADX14.14.9 - ADX14.14.10) <> SGN(ADX14.14.10 - ADX14.14.11), O9, IIF(SGN(ADX14.14.10 - ADX14.14.11) <> SGN(ADX14.14.11 - ADX14.14.12), O10, IIF(SGN(ADX14.14.11 - ADX14.14.12) <> SGN(ADX14.14.12 - ADX14.14.13), O11, IIF(SGN(ADX14.14.12 - ADX14.14.13) <> SGN(ADX14.14.13 - ADX14.14.14), O12, IIF(SGN(ADX14.14.13 - ADX14.14.14) <> SGN(ADX14.14.14 - ADX14.14.15), O13, IIF(SGN(ADX14.14.14 - ADX14.14.15) <> SGN(ADX14.14.15 - ADX14.14.16), O14, IIF(SGN(ADX14.14.15 - ADX14.14.16) <> SGN(ADX14.14.16 - ADX14.14.17), O15, IIF(SGN(ADX14.14.16 - ADX14.14.17) <> SGN(ADX14.14.17 - ADX14.14.18), O16, IIF(SGN(ADX14.14.17 - ADX14.14.18) <> SGN(ADX14.14.18 - ADX14.14.19), O17, IIF(SGN(ADX14.14.18 - ADX14.14.19) <> SGN(ADX14.14.19 - ADX14.14.20), O18, IIF(SGN(ADX14.14.19 - ADX14.14.20) <> SGN(ADX14.14.20 - ADX14.14.21), O19, IIF(SGN(ADX14.14.20 - ADX14.14.21) <> SGN(ADX14.14.21 - ADX14.14.22), O20, IIF(SGN(ADX14.14.21 - ADX14.14.22) <> SGN(ADX14.14.22 - ADX14.14.23), O21, IIF(SGN(ADX14.14.22 - ADX14.14.23) <> SGN(ADX14.14.23 - ADX14.14.24), O22, IIF(SGN(ADX14.14.23 - ADX14.14.24) <> SGN(ADX14.14.24 - ADX14.14.25), O23, IIF(SGN(ADX14.14.24 - ADX14.14.25) <> SGN(ADX14.14.25 - ADX14.14.26), O24, IIF(SGN(ADX14.14.25 - ADX14.14.26) <> SGN(ADX14.14.26 - ADX14.14.27), O25, IIF(SGN(ADX14.14.26 - ADX14.14.27) <> SGN(ADX14.14.27 - ADX14.14.28), O26, IIF(SGN(ADX14.14.27 - ADX14.14.28) <> SGN(ADX14.14.28 - ADX14.14.29), O27, IIF(SGN(ADX14.14.28 - ADX14.14.29) <> SGN(ADX14.14.29 - ADX14.14.30), O28, IIF(SGN(ADX14.14.29 - ADX14.14.30) <> SGN(ADX14.14.30 - ADX14.14.31), O29, IIF(SGN(ADX14.14.30 - ADX14.14.31) <> SGN(ADX14.14.31 - ADX14.14.32), O30, IIF(SGN(ADX14.14.31 - ADX14.14.32) <> SGN(ADX14.14.32 - ADX14.14.33), O31, IIF(SGN(ADX14.14.32 - ADX14.14.33) <> SGN(ADX14.14.33 - ADX14.14.34), O32, IIF(SGN(ADX14.14.33 - ADX14.14.34) <> SGN(ADX14.14.34 - ADX14.14.35), O33, IIF(SGN(ADX14.14.34 - ADX14.14.35) <> SGN(ADX14.14.35 - ADX14.14.36), O34, IIF(SGN(ADX14.14.35 - ADX14.14.36) <> SGN(ADX14.14.36 - ADX14.14.37), O35, IIF(SGN(ADX14.14.36 - ADX14.14.37) <> SGN(ADX14.14.37 - ADX14.14.38), O36, IIF(SGN(ADX14.14.37 - ADX14.14.38) <> SGN(ADX14.14.38 - ADX14.14.39), O37, IIF(SGN(ADX14.14.38 - ADX14.14.39) <> SGN(ADX14.14.39 - ADX14.14.40), O38, IIF(SGN(ADX14.14.39 - ADX14.14.40) <> SGN(ADX14.14.40 - ADX14.14.41), O39, IIF(SGN(ADX14.14.40 - ADX14.14.41) <> SGN(ADX14.14.41 - ADX14.14.42), O40, IIF(SGN(ADX14.14.41 - ADX14.14.42) <> SGN(ADX14.14.42 - ADX14.14.43), O41, IIF(SGN(ADX14.14.42 - ADX14.14.43) <> SGN(ADX14.14.43 - ADX14.14.44), O42, IIF(SGN(ADX14.14.43 - ADX14.14.44) <> SGN(ADX14.14.44 - ADX14.14.45), O43, IIF(SGN(ADX14.14.44 - ADX14.14.45) <> SGN(ADX14.14.45 - ADX14.14.46), O44, IIF(SGN(ADX14.14.45 - ADX14.14.46) <> SGN(ADX14.14.46 - ADX14.14.47), O45, IIF(SGN(ADX14.14.46 - ADX14.14.47) <> SGN(ADX14.14.47 - ADX14.14.48), O46, IIF(SGN(ADX14.14.47 - ADX14.14.48) <> SGN(ADX14.14.48 - ADX14.14.49), O47, IIF(SGN(ADX14.14.48 - ADX14.14.49) <> SGN(ADX14.14.49 - ADX14.14.50), O48, IIF(SGN(ADX14.14.49 - ADX14.14.50) <> SGN(ADX14.14.50 - ADX14.14.51), O49, IIF(SGN(ADX14.14.50 - ADX14.14.51) <> SGN(ADX14.14.51 - ADX14.14.52), O50, IIF(SGN(ADX14.14.51 - ADX14.14.52) <> SGN(ADX14.14.52 - ADX14.14.53), O51, IIF(SGN(ADX14.14.52 - ADX14.14.53) <> SGN(ADX14.14.53 - ADX14.14.54), O52, IIF(SGN(ADX14.14.53 - ADX14.14.54) <> SGN(ADX14.14.54 - ADX14.14.55), O53, IIF(SGN(ADX14.14.54 - ADX14.14.55) <> SGN(ADX14.14.55 - ADX14.14.56), O54, IIF(SGN(ADX14.14.55 - ADX14.14.56) <> SGN(ADX14.14.56 - ADX14.14.57), O55, IIF(SGN(ADX14.14.56 - ADX14.14.57) <> SGN(ADX14.14.57 - ADX14.14.58), O56, IIF(SGN(ADX14.14.57 - ADX14.14.58) <> SGN(ADX14.14.58 - ADX14.14.59), O57, IIF(SGN(ADX14.14.58 - ADX14.14.59) <> SGN(ADX14.14.59 - ADX14.14.60), O58, IIF(SGN(ADX14.14.59 - ADX14.14.60) <> SGN(ADX14.14.60 - ADX14.14.61), O59, 1 / 0))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))

Topic: test moving average
Posted: Friday, March 09, 2018 4:09:12 PM

Thank you. Actually it looks good now...  There were simply more crossovers than

I had expected to see. But a minor problem occurs when there is a tie between the ha open

and moving average.  I would only want  to count  such ties as having the previous sign.

(otherwise a bounce produces a buy and sell - but one certainly can live with that).

Topic: test moving average
Posted: Friday, March 09, 2018 3:06:25 PM

The formula looks correct. But it is updating more often than I expected (count increasing).

How can I send you an example? 

Topic: test moving average
Posted: Friday, March 09, 2018 2:07:18 PM

Thank you.  I am only interested in comparing to the value of

the moving average at the beginning of the period (i.e C.0=O.0)  - it seems that the above

may occur intraperiod(?).