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Profile: andreaspana

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User Name:	andreaspana
Groups:	Gold User, Member, Platinum User, TeleChart
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Joined:	Friday, September 16, 2005
Last Visit:	Thursday, December 7, 2017 4:57:56 AM
Number of Posts:	4 [0.00% of all post / 0.00 posts per day]

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Last 10 Posts
Topic: Custom Indicator Posted: Sunday, November 6, 2016 1:02:31 AM
Hi Bruce, thank you very much, I see my mistake now... But I think you made a syntax mistake here: 1600 * SQR((LOG(C / O) ^ 2 + LOG(C1 / O1) ^ 2 + LOG(C2 / O2) ^ 2 + LOG(C3 / O3) ^ 2 + LOG(C4 / O4) ^ 2 + LOG(C5 / O5) ^ 2 + LOG(C6 / O6) ^ 2 + LOG(C7 / O7) ^ 2 + LOG(C8 / O8) ^ 2 + LOG(C9 / O9) ^ 2 + LOG(C10 / O10) ^ 2 + LOG(C11 / O11) ^ 2 + LOG(C12 / O12) ^ 2 + LOG(C13 / O13) ^ 2 + LOG(C14 / O14) ^ 2 + LOG(C15 / O15) ^ 2 + LOG(C16 / O16) ^ 2 + LOG(C17 / O17) ^ 2 + LOG(C18 / O18) ^ 2 + LOG(C19 / O19) ^ 2 - ((LOG(C / O) + LOG(C1 / O1) + LOG(C2 / O2) + LOG(C3 / O3) + LOG(C4 / O4) + LOG(C5 / O5) + LOG(C6 / O6) ^ 2 + LOG(C7 / O7) + LOG(C8 / O8) + LOG(C9 / O9) + LOG(C10 / O10) + LOG(C11 / O11) + LOG(C12 / O12) + LOG(C13 / O13) + LOG(C14 / C14) + LOG(C15 / C15) + LOG(C16 / O16) + LOG(C17 / O17) + LOG(C18 / O18) + LOG(C19 / O19)) ^ 2) / 20) / 20) You mistyped c for o, in : + LOG(C14 / C14) + LOG(C15 / C15), I think. Maybe the correct form should be : 1600 * SQR((LOG(C / O) ^ 2 + LOG(C1 / O1) ^ 2 + LOG(C2 / O2) ^ 2 + LOG(C3 / O3) ^ 2 + LOG(C4 / O4) ^ 2 + LOG(C5 / O5) ^ 2 + LOG(C6 / O6) ^ 2 + LOG(C7 / O7) ^ 2 + LOG(C8 / O8) ^ 2 + LOG(C9 / O9) ^ 2 + LOG(C10 / O10) ^ 2 + LOG(C11 / O11) ^ 2 + LOG(C12 / O12) ^ 2 + LOG(C13 / O13) ^ 2 + LOG(C14 / O14) ^ 2 + LOG(C15 / O15) ^ 2 + LOG(C16 / O16) ^ 2 + LOG(C17 / O17) ^ 2 + LOG(C18 / O18) ^ 2 + LOG(C19 / O19) ^ 2 - ((LOG(C / O) + LOG(C1 / O1) + LOG(C2 / O2) + LOG(C3 / O3) + LOG(C4 / O4) + LOG(C5 / O5) + LOG(C6 / O6) ^ 2 + LOG(C7 / O7) + LOG(C8 / O8) + LOG(C9 / O9) + LOG(C10 / O10) + LOG(C11 / O11) + LOG(C12 / O12) + LOG(C13 / O13) + LOG(C14 / o14) + LOG(C15 / 015)+ LOG(C16 / O16) + LOG(C17 / O17) + LOG(C18 / O18) + LOG(C19 / O19)) ^ 2) / 20) / 20) Also, can you please explain why you always multiply the series by 1600? In the post PCF formulation for calculating Standard Deviation, it is not used, whereas you always use it in your calculations of various HVs... Thanks a lot.
Topic: Custom Indicator Posted: Thursday, November 3, 2016 1:22:15 AM
Hello Bruce, I am a little bit confused and was hoping you could help me out with this. I am trying to calculate a ratio between two Historic Volatilities. I followed your instructions on how to calculate a 20 day sliding window and used different annualizing factors to get : Overnight Historic Volatility (Close-to-Open) : 18.5901SQR((LOG(C / C1) ^ 2 + LOG(C1 / C2) ^ 2 + LOG(C2 / C3) ^ 2 + LOG(C3 / C4) ^ 2 + LOG(C4 / C5) ^ 2 + LOG(C5 / C6) ^ 2 + LOG(C6 / C7) ^ 2 + LOG(C7 / C8) ^ 2 + LOG(C8 / C9) ^ 2 + LOG(C9 / C10) ^ 2 + LOG(C10 / C11) ^ 2 + LOG(C11 / C12) ^ 2 + LOG(C12 / C13) ^ 2 + LOG(C13 / C14) ^ 2 + LOG(C14 / C15) ^ 2 + LOG(C15 / C16) ^ 2 + LOG(C16 / C17) ^ 2 + LOG(C17 / C18) ^ 2 + LOG(C18 / C19) ^ 2 + LOG(C19 / C20) ^ 2 - (LOG(C / C20) ^ 2) / 20) / 20) Intaday Historic Volatility (Open-to-Close) : 30.5034SQR((LOG(C / C1) ^ 2 + LOG(C1 / C2) ^ 2 + LOG(C2 / C3) ^ 2 + LOG(C3 / C4) ^ 2 + LOG(C4 / C5) ^ 2 + LOG(C5 / C6) ^ 2 + LOG(C6 / C7) ^ 2 + LOG(C7 / C8) ^ 2 + LOG(C8 / C9) ^ 2 + LOG(C9 / C10) ^ 2 + LOG(C10 / C11) ^ 2 + LOG(C11 / C12) ^ 2 + LOG(C12 / C13) ^ 2 + LOG(C13 / C14) ^ 2 + LOG(C14 / C15) ^ 2 + LOG(C15 / C16) ^ 2 + LOG(C16 / C17) ^ 2 + LOG(C17 / C18) ^ 2 + LOG(C18 / C19) ^ 2 + LOG(C19 / C20) ^ 2 - (LOG(C / C20) ^ 2) / 20) / 20) Now, I wanted a simple Ratio (30.5034SQR((LOG(C / C1) ^ 2 + LOG(C1 / C2) ^ 2 + LOG(C2 / C3) ^ 2 + LOG(C3 / C4) ^ 2 + LOG(C4 / C5) ^ 2 + LOG(C5 / C6) ^ 2 + LOG(C6 / C7) ^ 2 + LOG(C7 / C8) ^ 2 + LOG(C8 / C9) ^ 2 + LOG(C9 / C10) ^ 2 + LOG(C10 / C11) ^ 2 + LOG(C11 / C12) ^ 2 + LOG(C12 / C13) ^ 2 + LOG(C13 / C14) ^ 2 + LOG(C14 / C15) ^ 2 + LOG(C15 / C16) ^ 2 + LOG(C16 / C17) ^ 2 + LOG(C17 / C18) ^ 2 + LOG(C18 / C19) ^ 2 + LOG(C19 / C20) ^ 2 - (LOG(C / C20) ^ 2) / 20) / 20))/(18.5901SQR((LOG(C / C1) ^ 2 + LOG(C1 / C2) ^ 2 + LOG(C2 / C3) ^ 2 + LOG(C3 / C4) ^ 2 + LOG(C4 / C5) ^ 2 + LOG(C5 / C6) ^ 2 + LOG(C6 / C7) ^ 2 + LOG(C7 / C8) ^ 2 + LOG(C8 / C9) ^ 2 + LOG(C9 / C10) ^ 2 + LOG(C10 / C11) ^ 2 + LOG(C11 / C12) ^ 2 + LOG(C12 / C13) ^ 2 + LOG(C13 / C14) ^ 2 + LOG(C14 / C15) ^ 2 + LOG(C15 / C16) ^ 2 + LOG(C16 / C17) ^ 2 + LOG(C17 / C18) ^ 2 + LOG(C18 / C19) ^ 2 + LOG(C19 / C20) ^ 2 - (LOG(C / C20) ^ 2) / 20) / 20))/100 but this always returns 0.02. What did I do wrong? Thanks a lot.
Topic: smoothed stochastic indicator Posted: Tuesday, May 12, 2015 6:59:18 PM
Ah, that's nice.... I didn't know this. Thank you very much.
Topic: smoothed stochastic indicator Posted: Sunday, May 10, 2015 10:01:36 PM
Hi, I would like to use a stochastic indicator in my charts, but apply a smoothed average type. The only options i see from the average type drop down list are simple,exponential and front weighted.However, the system i am using specifically says smmothed stochastic. How can i recreate that?Maybe with a custom indicator?Thank you very much.