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Profile: diceman
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User Name: diceman
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Statistics
Joined: Friday, January 28, 2005
Last Visit: Friday, March 24, 2017 8:25:02 PM
Number of Posts: 5,932
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Last 10 Posts
Topic: 90 Day Annualized Exponential Linear Regression Slope and R2
Posted: Thursday, March 23, 2017 12:27:10 PM

Just noticed.

Ive been doing PCFs like this: HAVG(C,40)

 

Noticed you use: HAVGC40

 

Dont know it it matters?

 

 

Thanks

 

Topic: 90 Day Annualized Exponential Linear Regression Slope and R2
Posted: Thursday, March 23, 2017 12:22:43 PM

QUOTE (Bruce_L)

QUOTE (diceman)
Can you annualize the 13 week percent change of a 26 period weekly Hull moving average?

100 * ((HAVGC26 / HAVGC26.13) ^ 4 - 1)

QUOTE (diceman)
The 21 day percent change of a 40 period daily Hull moving average?

100 * ((HAVGC40 / HAVGC40.21) ^ 12 - 1)

 

Bruce

All the ANN PCFs plot correctly.

However these with the HULL MAVs dont show correct values

when put in watchlist columns, or used in conditional scans.

(It scans based on the incorrect values shown in the watchlist)

 

Just want to check if its a bug or on my end.

The Monthly/Weekly non-Hull ones work fine.

Topic: R Squared/TSI
Posted: Thursday, March 23, 2017 12:05:01 PM

QUOTE (diceman)

QUOTE (Bruce_L)

Yes, it is possible to shorten both formulas. A 21 period R-Squared can be written as follows.

(11 * (FAVGC21 - AVGC21) / SQR(110 * (AVG(C ^ 2, 21) - AVGC21 ^ 2) / 3)) ^ 2

 

 

 

 

How would you do a 21 period of an 8EMA?

 

Thanks

Topic: Back Testing Easy Scans
Posted: Wednesday, March 22, 2017 11:28:01 AM

Hamchoi since certain things can be tested and others cant.

It would probably be best to give an idea of what you are looking to test.

 

 

 

 

Thanks

 

Topic: Price and time projections
Posted: Wednesday, March 22, 2017 8:44:24 AM

Maybe the % decline from a high?

Lets say that white line drop was 8% from a 52 week high.

You could take the Max 52 week high * .92.

If you wanted to you could project it out with an offset.

(I would probably just eyeball how close we are to the last drop level)

 

 

Thanks

 

 

 

Topic: ATR Based indicator ...
Posted: Sunday, March 19, 2017 8:07:15 PM

Ok.

I think this is what you want:

 

XAVGC50-ATR50*1.5

 

While I get the numbers you posted for ATR my 50EMA of SPY is at 232.75.

 

Make sure your 50 EMA is actually of price.

 

 

Thanks

 

Topic: ATR Based indicator ...
Posted: Saturday, March 18, 2017 12:59:04 PM

rbyrne

Have you seen the built in indicator called "Volitiliy Stop?"

 

Thanks

 

Topic: R Squared/TSI
Posted: Wednesday, March 15, 2017 11:58:58 AM

QUOTE (Bruce_L)

Yes, it is possible to shorten both formulas. A 21 period R-Squared can be written as follows.

(11 * (FAVGC21 - AVGC21) / SQR(110 * (AVG(C ^ 2, 21) - AVGC21 ^ 2) / 3)) ^ 2

 

If you change the period (the 21s) do the 11 and 110 remain the same

or do they change with different period?

 

 

Thanks

 

Topic: R Squared/TSI
Posted: Tuesday, March 14, 2017 2:29:29 PM

Can the new language reduce the size of R Squared say a 21 period?

Does the new language allow a True Strength Index PCF say Short: 13 Long: 25?

 

While I know its a built in indicator. A PCF would allow you to mark the chart based on conditions.

 

 

 

Thanks

 

 

Topic: Tilson T3 Moving Average
Posted: Tuesday, March 14, 2017 2:01:38 PM

Yes, I see it now.

Your template has a six that isnt a period value.

It was changed along with the other sixes.