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barn70
Posted : Wednesday, July 13, 2005 11:33:59 AM
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i would like to try the subject scan, but need
help in constructing.
please help,
thanks, dave
Bruce_L
Posted : Wednesday, July 13, 2005 11:48:24 AM


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Stochastics have several settings not reflected in the subject:

Period
SK Period
SD Period
Average Type

I'm also not sure what you mean by "crossing up under 20". Is the SK line or SD line crossing up through 20? Is the SD line crossing through the SK line while the SK line, SD line or both are under 20?

If you clarify what you want, I'll be happy to write a formula. You may also want to watch the following videos:

Understanding Stochastics
Comparing indicators using Visual Difference sorts
Create PCFs and EasyScans to find moving average crossovers

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
barn70
Posted : Thursday, July 14, 2005 11:43:24 AM
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bruce:
re: stocastic crossing up below 20.
the specific parameters i am looking for are: 5/3/3.
the sd line should be below the sk line, if i have
interpreted this crossing correctly, the prices should
be rising.
i believe both the sd and sk should be =to or < than 20.
i prefer a pcf to use as a sort.
thanks, dave
Craig_S
Posted : Thursday, July 14, 2005 11:49:35 AM


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What value do you want to show up in the sort?

- Craig
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barn70
Posted : Thursday, July 14, 2005 3:59:55 PM
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i guess a stocastic number not to exceed 20.
dave
barn70
Posted : Thursday, July 14, 2005 4:05:37 PM
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probably the sk should not exceed 20.
dave
Bruce_L
Posted : Thursday, July 14, 2005 4:09:21 PM


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The following formula produces today's SK value if the SK and SD lines are below 20 for a Simple Stochastic(5,3,3) and the SK line is rising. It returns zero otherwise.

(STOC5.3)*(STOC5.3<20)*(AVG(STOC5.3,3)<20)*(STOC5.3.1<STOC5.3)*(-1)

We can use it as a starting point if it isn't what you want. An exponential version of this formula would be quite a bit longer.

-Bruce
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Craig_S
Posted : Thursday, July 14, 2005 4:21:15 PM


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Gotcha...

try this:

(STOC5.3 > AVG(STOC5.3,3)) * (STOC5.3.1 < AVG(STOC5.3.1,3)) * (STOC5.3) * (0-1) * (STOC5.3 <=20)

If the STOC is less than or equal to 20 AND it crossed up, it will return a number >0 which is the value of the Stoc

It will return 0 if the conditions are not met

- Craig
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barn70
Posted : Friday, July 15, 2005 10:41:46 AM
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bruce and craig:
re: stocastic crossing under 20
thanks, i will try both of the formulas.
dave
Bruce_L
Posted : Friday, July 15, 2005 10:58:17 AM


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They do slightly different things. I think Craig's is probably the one you want.

-Bruce
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barn70
Posted : Friday, July 15, 2005 3:20:41 PM
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BRUCE AND CRAIG
RE:STOCASTIC CROSSING UNDER 20
bruce's formula produced 39 hits on all stocks
craig's formula produced 82 hits ditto.
there is a slight difference between the results of the
two,but both are viable.
thanks, for your help
dave
barn70
Posted : Friday, July 15, 2005 3:23:15 PM
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stoc under 20
i had the numbers backward;
dave
Craig_S
Posted : Friday, July 15, 2005 3:51:33 PM


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I'm not suprised, mine was far more restrictive. Glad they are working for you!

- Craig
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barn70
Posted : Saturday, July 16, 2005 11:21:40 AM
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CRAIG:
STOCASTIC CROSSING DOWN
would you please write the same formula except the
result is equal to or above the 80 value and is crossing
down.
thanks, dave
Craig_S
Posted : Saturday, July 16, 2005 2:15:01 PM


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(STOC5.3 < AVG(STOC5.3,3)) * (STOC5.3.1 > AVG(STOC5.3.1,3)) * (STOC5.3) * (0-1) * (STOC5.3 >=80)

Only for you!


- Craig
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barn70
Posted : Monday, July 18, 2005 10:20:59 AM
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CRAIG: thanks, so much again.
dave
barbler
Posted : Friday, March 17, 2006 2:00:18 PM
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hi craig. i took your formula:
(STOC5.3 > AVG(STOC5.3,3)) * (STOC5.3.1 < AVG(STOC5.3.1,3)) * (STOC5.3) * (0-1) * (STOC5.3 <=20)

and i tried to apply it for my choices stoch 14.5.5 BUT Finding the cross 1 day ago...
(STOC14.5 > AVG(STOC14.5,1)) * (STOC14.5.5 < AVG(STOC14.5.5,1)) * (STOC14.5) * (0-1) * (STOC14.5 <=20)

a few questions (forgive me, i am just learning)...
1. is this formula correct for finding the cross 1 day ago?
2. when i add the column on my watchlist, for my watchlist ("my imp stocks"), it brings up my stocks with nothing in the column...what does this mean (i.e. my criteria is "my imp stocks", sorted by the above formula...with the abc arrow up)
3. when i take my new pcf (the above) and create a new easy scan using "my imp stocks" and the formula, it shows nothing...does this mean none of my stocks fit this criteria?
4. if i wanted to create a scan showing the crossover today, how would i change the above?
thank you!
still learning,
barbara

barbler
Posted : Friday, March 17, 2006 2:03:18 PM
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hi craig... one more question. what is the difference between the two formula's, the first one being your pcf on this site (or mine for that matter) and the pcf already created on our sytem called "stochastics crossing up through 20":

1. (STOC5.3 > AVG(STOC5.3,3)) * (STOC5.3.1 < AVG(STOC5.3.1,3)) * (STOC5.3) * (0-1) * (STOC5.3 <=20)



2. STOC12.5.1 < 20 AND STOC12.5 >= 20

thanks.
barbara
Craig_S
Posted : Friday, March 17, 2006 2:13:01 PM


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I am not sure what you are hoping for... Here are some formulas to try out

This formula returns TRUE when STOC of 14/5/5 crossing its own average (SD) under the 20 line.

(STOC14.5 > AVG(STOC14.5,5)) * (STOC14.5.1 < AVG(STOC14.5.1,5)) AND (STOC14.5 <=20)

This formula returns the value of the 14/5 today (and is a great sort condition or for your WatchList Tab)

STOC14.5

#1 returns the value of the STOC5.3 if it crosses its own average at or under 20, otherwise it retuns zero.

#2 above returns TRUE if a STOC 12/5 crosser up through the 20 level.

- Craig
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barbler
Posted : Friday, March 17, 2006 4:50:40 PM
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therefore,

This formula returns TRUE when STOC of 14/5/5 crossing its own average (SD) over the 80 line would be:

(STOC14.5 > AVG(STOC14.5,5)) * (STOC14.5.1 < AVG(STOC14.5.1,5)) AND (STOC14.5 >=80)

correct?
barbler
Posted : Friday, March 17, 2006 4:53:18 PM
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but craig, re: my other post what is the difference (excluding the 14 vs 12, etc) of these two formulas?

STOC14.5 > AVG(STOC14.5,5)) * (STOC14.5.1 < AVG(STOC14.5.1,5)) AND (STOC14.5 <=20)

(STOC12.5 > AVG(STOC12.5,10) AND STOC12.5.1 < AVG(STOC12.5.1,10)AND STOC12.5<=20) OR (STOC12.5 < AVG(STOC12.5,10) AND STOC12.5.1 > AVG(STOC12.5.1,10)AND STOC12.5>=80)


do they both give you the same info? i.e. stocks crossing at the 20 & 80 line?
Craig_S
Posted : Friday, March 17, 2006 5:10:47 PM


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No

* means multply... you want AND. Also, above 80 usually means the STOC crosses down so I flipped your &lt; and &gt;

(STOC14.5 < AVG(STOC14.5,5)) AND (STOC14.5.1 > AVG(STOC14.5.1,5)) AND (STOC14.5 >=80)



- Craig
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barbler
Posted : Friday, March 17, 2006 6:10:46 PM
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thanks craig, so just to confirm:


stochastics crossing 80
(STOC14.5 < AVG(STOC14.5,5)) AND (STOC14.5.1 < AVG(STOC14.5.1,5)) AND (STOC14.5 >=80)

stochastics crossing 20
(STOC14.5 > AVG(STOC14.5,5)) AND (STOC14.5.1 < AVG(STOC14.5.1,5)) AND (STOC14.5 <=20)

(originally you had the "*" in the <=20 formula, but i assume when you wrote "AND" you meant it for both.

i am almost all set! appreciate all of your help and patience!

barbara
Craig_S
Posted : Friday, March 17, 2006 6:25:47 PM


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stochastics crossing 80
(STOC14.5 < AVG(STOC14.5,5)) AND (STOC14.5.1 > AVG(STOC14.5.1,5)) AND (STOC14.5 >=80)

stochastics crossing 20
(STOC14.5 > AVG(STOC14.5,5)) AND (STOC14.5.1 < AVG(STOC14.5.1,5)) AND (STOC14.5 <=20)

Almost, I corrected them above.

Remember, these are for crossing the SD above/below 80/20... not crossing the 81/20.

The original formula you saw that used * was special. The poster wanted the formula to return the numeric value of the STOC if (and only if) the cross happened instead of TRUE.

- Craig
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barbler
Posted : Friday, March 17, 2006 10:24:26 PM
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thank you so much, craig. you're the greatest and i really appreciate your help.

barbara
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