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Profile: diceman
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User Name: diceman
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Joined: Friday, January 28, 2005
Last Visit: Monday, February 20, 2017 5:37:14 PM
Number of Posts: 5,915
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Last 10 Posts
Topic: PCF syntax for MIN ATR14 for the last 5 days.
Posted: Sunday, February 19, 2017 10:35:23 AM

QUOTE (Hayniet4)

Why does this happen?

BWA with Donchian Channels 10 period plotted with no offset.  Custom Boolean indicator 

(L1=MINL10 and c>o) OR (L=MINL10 and C>O) plotted.

I'm getting a spike on 12/20.  Why is that?  its the 2nd false spike i've seen.  12/19 isn't the lowest low of the last 10 bars.  

What am I missing?

 

L1 does equal todays 10 day low.

Maybe you wanted L1 vs yesterdays 10 day low?

 

 

Like this:

(L1=MINL10.1 AND C>O) OR (L=MINL10 AND C>O)

 

 

Thanks

 

 

Topic: VolatilitySwitch
Posted: Friday, February 17, 2017 8:27:05 PM

Ok, I had to click on indicator, I was using the Worden Stochastics name.

 

 

Thanks

 

Topic: VolatilitySwitch
Posted: Friday, February 17, 2017 8:18:28 PM

QUOTE (StockGuy)

Click on the formula label, then Create Scan Condition.

You should see your formula listed with Worden Stochastics below it. Select Worden Stochastics from the Indicator dropdown and you should be able to create the condition. 

I'm not sure why it does not work when you start by clicking on Worden Stochastics.

 

That seems to open a window to edit Worden Stochastics

not create a condition.

 

Thanks

 

Topic: VolatilitySwitch
Posted: Friday, February 17, 2017 4:15:00 PM

How come the "create a condition" window that opens changes when you change the

data source?

 

It doesnt look like you can create a scan?

 

 

 

 

Thanks

 

Topic: ADX Count
Posted: Tuesday, February 14, 2017 1:48:32 PM

Can the new PCFs.

 

Create a 14,14 ADX, apply a 5 period EMA to it, count how many bars in a row the

ADX has been above the ema.

 

Also a MACD Counter, how many bars in a row MACD 12e 26e has been above its 9ema

signal line.

 

 

Thanks

 

 

 

 

Topic: Error?
Posted: Tuesday, February 14, 2017 10:59:13 AM

I dont know if its a bug or what was intended

but in the new PCF language if there isnt a space between AND

it shows up as an error.

 

If you have a PCF like: C>C1ANDXAVGC8>XAVGC20

 

When you test it the ANDX comes up as error.

Add a space between AND and X and its OK.

 

Thanks

 

Topic: PCF Language
Posted: Thursday, February 02, 2017 11:49:12 AM

I dont remember the recommended settings.

I tried S=10, E=14, M=20, for starters.

 

All this plots is a straight horizontal line with a value of .5.

 

 

 

3 * FAVG(XAVG(STDDEV(H, 10), 14) / XAVG(STDDEV(H, 10) + STDDEV(L, 10), 14), 20) - 2 * AVG(XAVG(STDDEV(H, 10), 14) / XAVG(STDDEV(H, 10) + STDDEV(L, 10), 14), 20)

 

 

Thanks

 

Topic: PCF Language
Posted: Monday, January 30, 2017 2:03:27 PM

Kelly % = W – [(1 – W) / R]

 

  • Kelly % = Kelly percentage
  • W = Win percentage probability (total number of winning trades/total number of trades)
  • R = Win to loss ratio (total amount gained by winning trades/total amount lost by losing trades)

 

Ive used the formula above.

In O vs C mode a stock that opens at 100 and closes at 101 would be considered a dollar "win."

In C vs C1 mode a stock where yesterdays close was 100 and todays close was 101 would be a dollar "win."

W is basically percentage of winning days.

R is basically profit factor.

I picked 21 days because it was a month.

 

To avoid equal, you can call an equal close a loss.

 

 

Thanks

 

 

 

 

Topic: PCF Language
Posted: Friday, January 27, 2017 3:12:43 PM

Bruce does the new language allow you to create the Inerita indicator?

The Kelly Criterion?

 

If you can create the Kelly Id like it for 21 periods.

 

Id like a 22 bar version using C vs C1.

A 21 bar version using candle style O vs C of the same bar.

 

 

Thanks

 

 

 

 

 

 

 

Topic: Price bars Thickness
Posted: Thursday, January 26, 2017 12:28:55 PM

Are you sure one isnt Heiken- Ashi?

They tend to look "thicker."

 

 

 

 

Thanks