bcochrane 
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Friday, September 17, 2010 
Tuesday, January 15, 2019 8:51:26 PM 
458 [0.16% of all post / 0.15 posts per day] 

To get you started from http://forums.worden.com/default.aspx?g=posts&t=68321
"The following condition formula is an example checking for the entire range of price to be less than 3% over 15 bars (about 3 weeks in a daily time frame).
MAXH15 <= 1.03 * MINL15
The following condition formula checks for the closing prices to be in a 2% range over 15 bars.
MAXC15 <= 1.02 * MINC15"
so 5 days within 2%
MAXC5 <= 1.02 * MINC5
The lows within 2%
MAXLx <= 1.02 * MINLx and last
H<C*1.02

Webpage with PCF introduction material
http://help.tc2000.com/m/69445
You can also Search these forums to see if a solution has already been identified
A simple PCF for price increasing over three days would be:
C>C1 and C1> C2 and C2 > C3
Similarly for Volume increasing over 3 days
V >V1 and V1 >V2 and V2 > V3
and I'd cheat a bit for above average volume
V3> AvgV20
I use 20 as the period over which to average volume. Default for TC2000 seems to be 50, pick your poison.
There are more elegant ways to write these, I thought the simplest might be most appropriate for you

Does this help?
http://forums.worden.com/default.aspx?g=posts&t=69740

XAVG(XAVG(WRSIr.z, a), b)  AVG(XAVG(XAVG(WRSIr.z, a), b), c)
XAVG(XAVG(WRSI14, 5), 3)  AVG(XAVG(XAVG(WRSI14, 5), 3), 9)
where
r = 14, a = 5. b = 3, c = 9 and we ignore z in this case (it would be used for z days ago)
I think you are correct identifying Derivative Oscillator as what you are looking for

Why can't you use ATR 5 built in Formula?
There is a difference mathematically between

the highest High minus the lowest Low of the past 5 days [in TC2000 (MaxH5MinL5)/5] and

an average range over 5 days which is the average of the range each day, divided by the number of days which is [almost] ) (HL) + (H1L1) +(H2L2)  (H3L3) + (H4L4))/ 5. This might be the ADR you are looking for.

I say almost because the formula actually used for ATR is a bit more complex to account for down days. I'm not sure which exact calculation Worden uses, but you can read about the math behind ATR here https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:average_true_range_atr

The forum is resourced during regular working hours, Monday  Friday.
By ADR do you mean Average True Range ATR?
I'm not clear from your description what you are after. "Highest High" is the Highest of the 5 days, which would be MaxH5. so you would be looking for (MaxH5MinL5)/.
On the other hand, the PCF suggests looking for the average Candle height across the 5 days. ATR standard equation is Current High less the current Low, so ATR5 should yield the result you might be looking for. Why not use the built in formula?
Your PCF is summing the 1 day Range (MAXH1  MINL1), the 2 day range (MAXH2  MINL2) etc rather than the average of the individual days MaxH2 is the higher high of the last two days, not the High of two days ago
http://forums.worden.com/default.aspx?g=posts&t=66280
Hope this helps

Check TCMail, I sent you a chart with Bruce's fix on it

Thanks, that helps :)

The complicating comestic plot is Plot 3 above. Without it, the area where fills for the two EMA plots overlap is a pale brown. With plot 3 I was trying to overcome (hide) that. If one were to use just plot 1 & 2, everything is visible (grids etc, candles etc, at the price of an unintentional fill where the two overlap

Re above solution:
Looking at some other charts, the area fills hide some of the candles, which is not good. Can't think of a way around it. Darn

