Registered User Joined: 1/5/2008 Posts: 117
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How would I create a scan condition for Hull Moving Average 21 that would identify the following:
1. When the average has changed from moving down to moving up on the last daily price bar.
2. When the average has changed from moving up to moving down on the last daily price bar.
Thanks in advance
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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I generally just check for the moving average to be crossing up or down through its own 2 period moving average (and I usually use exponential, but it probably doesn't matter that much).
So changing from moving down to moving up would be the following in TC2000 v17.
XUP(HAVGC21, XAVG(HAVGC21, 2))
And changing from moving up to moving down would be the following.
XDOWN(HAVGC21, XAVG(HAVGC21, 2))
You could also explicitly check for going one direction during the current bar and the other direction during the previous bar. So down to up would be:
HAVGC21 > HAVGC21.1 AND HAVGC21.1 < HAVGC21.2
And up to down would be:
HAVGC21 < HAVGC21.1 AND HAVGC21.1 > HAVGC21.2
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 1/5/2008 Posts: 117
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Thanks Bruce, really appreciate the quick response on a Saturday morning.
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Registered User Joined: 6/26/2011 Posts: 128
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Hi Bruce:
Could you tell me c0 such that havgc21=havgc21.1?
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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Please try the following.
(203 * C4 + 3330 * AVGC6.5 + 345 * C11 + 177 * C12 + 51 * C13 - 1075 * C1 - 612 * C2 - 186 * C3 - 33 * C14 - 525 * AVGC7.14 - 50 * C22 - 30 * C23 - 15 * C24 - 5 * C25) / 1575
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 6/26/2011 Posts: 128
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QUOTE (Bruce_L)
Please try the following.
(203 * C4 + 3330 * AVGC6.5 + 345 * C11 + 177 * C12 + 51 + C13 - 1075 * C1 - 612 * C2 - 186 * C3 - 33 * C14 - 525 * AVGC7.14 - 50 * C22 - 30 * C23 - 15 * C24 - 5 * C25) / 1575
Hmm. The formula seems to be too low most of the time - should be where havgc slope changes.
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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Well then maybe you can identify where the problem might be since I really don't have enough blood going to my brain today (and I mean that quite literally).
HAVGC21 = (1575 * C + 2650 * C1 + 3262 * C2 + 3448 * C3 + 3245 * C4 + 2690 * C5 + 2135 * C6 + 1580 * C7 + 1025 * C8 + 470 * C9 - 85 * C10 - 430 * C11 - 607 * C12 - 658 * C13 - 625 * C14 - 550 * C15 - 475 * C16 - 400 * C17 - 325 * C18 - 250 * C19 - 175 * C20 - 100 * C21 - 50 * C22 - 20 * C23 - 5 * C24) / 17325
You can test the above by overlaying it into the same pane and scale as an HAVGC21 applied to price.
And you want HAVGC21 = HAVGC21.1. So:
(1575 * C + 2650 * C1 + 3262 * C2 + 3448 * C3 + 3245 * C4 + 2690 * C5 + 2135 * C6 + 1580 * C7 + 1025 * C8 + 470 * C9 - 85 * C10 - 430 * C11 - 607 * C12 - 658 * C13 - 625 * C14 - 550 * C15 - 475 * C16 - 400 * C17 - 325 * C18 - 250 * C19 - 175 * C20 - 100 * C21 - 50 * C22 - 20 * C23 - 5 * C24) / 17325 = (1575 * C1 + 2650 * C2 + 3262 * C3 + 3448 * C4 + 3245 * C5 + 2690 * C6 + 2135 * C7 + 1580 * C8 + 1025 * C9 + 470 * C10 - 85 * C11 - 430 * C12 - 607 * C13 - 658 * C14 - 625 * C15 - 550 * C16 - 475 * C17 - 400 * C18 - 325 * C19 - 250 * C20 - 175 * C21 - 100 * C22 - 50 * C23 - 20 * C24 - 5 * C25) / 17325
We can get rid of the () / 17325 on both sides to get the following.
1575 * C + 2650 * C1 + 3262 * C2 + 3448 * C3 + 3245 * C4 + 2690 * C5 + 2135 * C6 + 1580 * C7 + 1025 * C8 + 470 * C9 - 85 * C10 - 430 * C11 - 607 * C12 - 658 * C13 - 625 * C14 - 550 * C15 - 475 * C16 - 400 * C17 - 325 * C18 - 250 * C19 - 175 * C20 - 100 * C21 - 50 * C22 - 20 * C23 - 5 * C24 = 1575 * C1 + 2650 * C2 + 3262 * C3 + 3448 * C4 + 3245 * C5 + 2690 * C6 + 2135 * C7 + 1580 * C8 + 1025 * C9 + 470 * C10 - 85 * C11 - 430 * C12 - 607 * C13 - 658 * C14 - 625 * C15 - 550 * C16 - 475 * C17 - 400 * C18 - 325 * C19 - 250 * C20 - 175 * C21 - 100 * C22 - 50 * C23 - 20 * C24 - 5 * C25
And move everything besides 1575 * C to the right side and combine terms.
1575 * C = -1075 * C1 + -612 * C2 + -186 * C3 + 203 * C4 + 555 * C5 + 555 * C6 + 555 * C7 + 555 * C8 + 555 * C9 + 555 * C10 + 345 * C11 + 177 * C12 + 51 * C13 + -33 * C14 + -75 * C15 + -75 * C16 + -75 * C17 + -75 * C18 + -75 * C19 + -75 * C20 + -75 * C21 + -50 * C22 + -30 * C23 + -15 * C24 + -5 * C25
And then divide everything by 1575.
C = (-1075 * C1 + -612 * C2 + -186 * C3 + 203 * C4 + 555 * C5 + 555 * C6 + 555 * C7 + 555 * C8 + 555 * C9 + 555 * C10 + 345 * C11 + 177 * C12 + 51 * C13 + -33 * C14 + -75 * C15 + -75 * C16 + -75 * C17 + -75 * C18 + -75 * C19 + -75 * C20 + -75 * C21 + -50 * C22 + -30 * C23 + -15 * C24 + -5 * C25) / 1575
And re-arrange everything and combine like factors to allow the use of AVGC and get the formula given earlier.
(203 * C4 + 3330 * AVGC6.5 + 345 * C11 + 177 * C12 + 51 C C13 - 1075 * C1 - 612 * C2 - 186 * C3 - 33 * C14 - 525 * AVGC7.14 - 50 * C22 - 30 * C23 - 15 * C24 - 5 * C25) / 1575
Note that C1 through C7 all have greater weight than C and C10 through C24 actually provide a negative contribution when calculating a 21 period Hull moving average, so that might be leading to counterintuitive results.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 6/26/2011 Posts: 128
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Well done... Thank you. The second to last formula works fine. The main problem with the final formula is "51+c13" should be 51*c13". The two formulas
still produce slightly different numbers - may be due to floating point in avgc?.
Hope you feel better soon :)
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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I was hoping it was going to be something simple. I am happy to read you found it. It has been corrected above.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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