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julian98
Posted : Wednesday, June 17, 2009 2:37:08 PM
Registered User
Joined: 3/29/2005
Posts: 9
i hope there are some existing formulas that sort a watch list  to show which stocks have moved above or below the 0 line  on the macd , also a formula that shows a change in direction  of  the  tsv indicator ,,maybe there are discussions  on this subject
Bruce_L
Posted : Wednesday, June 17, 2009 2:44:48 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
Any formulas would depend on your specific settings.

Understanding MACD

MACD Settings
- Short: ?
- Long: ?
- Period: ?
- Average Type: Simple or Exponential?
- Plot MACD as Histogram: Checked or Unchecked?

If Plot MACD as Histogram is Unchecked, are you interested in the raw MACD or its Moving Average Signal Line?

For example, if we have a Exponential MACD 12,26,9, we might have the following formulas:

Exponential raw MACD xUp Zero:

XAVGC12 - XAVGC26 > 0 AND XAVGC12.1 - XAVGC26.1 <= 0

Exponential raw MACD xDn Zero:

XAVGC12 - XAVGC26 < 0 AND XAVGC12.1 - XAVGC26.1 >= 0

Exponential raw MACD crossing Zero (either direction):

SGN(XAVGC12 - XAVGC26) <> SGN(XAVGC12.1 - XAVGC26.1)

Exponential MACD Signal xUp Zero:

XAVG(XAVGC12,9) - XAVG(XAVGC26,9) > 0 AND XAVG(XAVGC12.1,9) - XAVG(XAVGC26.1,9) <= 0

Exponential MACD Signal xDn Zero:

XAVG(XAVGC12,9) - XAVG(XAVGC26,9) < 0 AND XAVG(XAVGC12.1,9) - XAVG(XAVGC26.1,9) >= 0

Exponential MACD Signal crossing Zero (either direction):

SGN(XAVG(XAVGC12,9) - XAVG(XAVGC26,9)) <> SGN(XAVG(XAVGC12.1,9) - XAVG(XAVGC26.1,9))

Exponential MACD Histogram xUp Zero:

XAVGC12 - XAVGC26 - XAVG(XAVGC12,9) + XAVG(XAVGC26,9) > 0 AND XAVGC12.1 - XAVGC26.1 - XAVG(XAVGC12.1,9) + XAVG(XAVGC26.1,9) <= 0

Exponential MACD Histogram xDn Zero:

XAVGC12 - XAVGC26 - XAVG(XAVGC12,9) + XAVG(XAVGC26,9) < 0 AND XAVGC12.1 - XAVGC26.1 - XAVG(XAVGC12.1,9) + XAVG(XAVGC26.1,9) >= 0

Exponential MACD Histogram crossing Zero (either direction):

SGN(XAVGC12 - XAVGC26 - XAVG(XAVGC12,9) + XAVG(XAVGC26,9)) <> SGN(XAVGC12.1 - XAVGC26.1 - XAVG(XAVGC12.1,9) + XAVG(XAVGC26.1,9))

Converting the above formula to a Simple MACD is just a matter of removing all of the Xs from the formulas.

Time Segmented Volume Settings
- Period: ?
- Average Type: Simple or Exponential?

For example, if we have an Exponential TSV19, we might have the following formulas:

Local Maxima (1-Bar Ago):

XAVG(TSV,19) < XAVG(TSV1.1,19) AND XAVG(TSV1.1,19) > XAVG(TSV1.2,19)

Local Minima (1-Bar Ago):

XAVG(TSV,19) > XAVG(TSV1.1,19) AND XAVG(TSV1.1,19) < XAVG(TSV1.2,19)

Local Extrema (1-Bar Ago):

SGN(XAVG(TSV,19) - XAVG(TSV1.1,19)) <> SGN(XAVG(TSV1.1,19) < XAVG(TSV1.2,19))

Converting the above formulas to a Simple TSV is more complicated than the MACD case:

Local Maxima (1-Bar Ago):

TSV19 < TSV19.1 AND TSV19.1 > TSV19.2

Local Minima (1-Bar Ago):

TSV19 > TSV19.1 AND TSV19.1 < TSV19.2

Local Extrema (1-Bar Ago):

SGN(TSV19 - TSV19.1) <> SGN(TSV19.1 - TSV19.2)

You may wish to review the following:

How to create a Personal Criteria Forumula (PCF)
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!
Learn how to use the forums: post a new topic, reply, Search existing topics

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
julian98
Posted : Wednesday, June 17, 2009 3:20:28 PM
Registered User
Joined: 3/29/2005
Posts: 9
i have a watch list  using a one year screen on 100 stocks  i just wish to see which macd indicator moves above or below the 0 line.....second request is to find or sort which stocks on list have changed direction or movedabove or below the tsv moving average line
StockGuy
Posted : Wednesday, June 17, 2009 3:24:41 PM

Administration

Joined: 9/30/2004
Posts: 9,187
To help you out we need to know your MACD and TSV settings that Bruce asked for above.
julian98
Posted : Wednesday, June 17, 2009 4:40:04 PM
Registered User
Joined: 3/29/2005
Posts: 9
macd short 6 long 28 period 11 expodential     tsv 15 bars simple
Bruce_L
Posted : Wednesday, June 17, 2009 4:49:45 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
julian98,
For an Exponential MACD 6,28,11, we would have the following possible formulas for MACD crossing through zero:

Exponential raw MACD xUp Zero:

XAVGC6 - XAVGC28 > 0 AND XAVGC6.1 - XAVGC28.1 <= 0

Exponential raw MACD xDn Zero:

XAVGC6 - XAVGC28 < 0 AND XAVGC6.1 - XAVGC28.1 >= 0

Exponential raw MACD crossing Zero (either direction):

SGN(XAVGC6 - XAVGC28) <> SGN(XAVGC6.1 - XAVGC28.1)

Exponential MACD Signal xUp Zero:

XAVG(XAVGC6,11) - XAVG(XAVGC28,11) > 0 AND XAVG(XAVGC6.1,11) - XAVG(XAVGC28.1,11) <= 0

Exponential MACD Signal xDn Zero:

XAVG(XAVGC6,11) - XAVG(XAVGC28,11) < 0 AND XAVG(XAVGC6.1,11) - XAVG(XAVGC28.1,11) >= 0

Exponential MACD Signal crossing Zero (either direction):

SGN(XAVG(XAVGC6,11) - XAVG(XAVGC28,11)) <> SGN(XAVG(XAVGC6.1,11) - XAVG(XAVGC28.1,11))

Exponential MACD Histogram xUp Zero:

XAVGC6 - XAVGC28 - XAVG(XAVGC6,11) + XAVG(XAVGC28,11) > 0 AND XAVGC6.1 - XAVGC28.1 - XAVG(XAVGC6.1,11) + XAVG(XAVGC28.1,11) <= 0

Exponential MACD Histogram xDn Zero:

XAVGC6 - XAVGC28 - XAVG(XAVGC6,11) + XAVG(XAVGC28,11) < 0 AND XAVGC6.1 - XAVGC28.1 - XAVG(XAVGC6.1,11) + XAVG(XAVGC28.1,11) >= 0

Exponential MACD Histogram crossing Zero (either direction):

SGN(XAVGC6 - XAVGC28 - XAVG(XAVGC6,11) + XAVG(XAVGC28,11)) <> SGN(XAVGC6.1 - XAVGC28.1 - XAVG(XAVGC6.1,11) + XAVG(XAVGC28.1,11))

For a Simple TSV15 we would have the following possible formulas for the TSV changing direction:

Local Maxima (1-Bar Ago) - a change from up to down:

TSV15 < TSV15.1 AND TSV15.1 > TSV15.2

Local Minima (1-Bar Ago) - a change from down to up:

TSV15 > TSV15.1 AND TSV15.1 < TSV15.2

Local Extrema (1-Bar Ago) - a change in either direction:

SGN(TSV15 - TSV15.1) <> SGN(TSV15.1 - TSV15.2)

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
julian98
Posted : Wednesday, June 17, 2009 5:27:15 PM
Registered User
Joined: 3/29/2005
Posts: 9
macd short 6 long 28 period 11 expodential     tsv 15 bars simple
Bruce_L
Posted : Thursday, June 18, 2009 8:24:55 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
julian98,
Possible formulas for this were already provided in my Wednesday, June 17, 2009 4:49:45 PM ET post. If the formulas do not meet your needs, if you have additional questions or if you need additional clarification on the answer provided, we will need more information from you.

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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