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Profile: stochastics
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User Name: stochastics
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Joined: Sunday, March 3, 2013
Last Visit: Saturday, January 11, 2020 1:15:55 PM
Number of Posts: 57
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Last 10 Posts
Topic: Standard deviation of 30 day range
Posted: Friday, November 9, 2018 2:50:30 PM

What is the difference betw/ Standard Deviation & Average True Range? 

Is one more reliable than the other?  Is the correlation strong (very strong)? 

 

Topic: Scan at specified date for backtest
Posted: Sunday, January 29, 2017 4:14:54 PM

Morning Bruce,

I'm trying to view historical Monthly or Seasonal changes w/in ETF sectors using the following PCF:
100 * ((AVGC5 / AVGC21)  / 1 - 1)

1yr ago approx = 100 * ((AVGC5.252 / AVGC21.252)  / 1 - 1)
But > 1 yr data isn't available.

In order to view > 1yr of data, could I just as easity view the PCF.252  on a weekly chart to get an average of how that ETF performed over the past 5 years?

Or is there a better way to get at least 5 years of historical data of how an ETF performed 1 yr ago for the past 5 years?

Thank you in advance! 

 

Topic: Number of Days
Posted: Saturday, January 7, 2017 12:58:36 AM

Question 1:  how far to anticipate a stock moving

Question 2:  and by what timeframe to get there.

Does the above % True PCF answer both Questions (historically)?     And if so, instead of using MAXC30 - C30 > 5, is it possible to figure 5% (not $5)?

What would be the % True PCF for the opposite: check for the symbol just going down?

Thanks in advance! 

PS: Is there another way of considering (historically), how far a move & in what timeframe? 

e.g,    100 * (c / XAVGC30 - 1) >5

 

Topic: comparing todays price
Posted: Sunday, October 16, 2016 8:45:57 AM

Hi Bruce,

May I get ATR 14 as a percent of its stock price?

I'm looking for hedged trading stocks that have a decent – but not extreme — amount of daily movement.

Topic: mov avg of indicator
Posted: Friday, November 20, 2015 12:58:18 AM

Bruce,

Please help w/ 2 Formulas:
XAVGC3 crossing its own 2-period exponential moving average in either direction 
and 
DeMA 2 crossing its own 2-period exponential moving average in either direction 
2 * XAVGC2 - XAVG(XAVGC2,2) ?
 
Topic: PCF for Swing Point Highs and Lows
Posted: Saturday, October 10, 2015 3:01:11 PM
Morning Bruce,
Subject: A watchlist column - Numeric value when boolean condition is met:
 
I want to add to my watchlist a price column based on when this boolean condition is met:
XAVGC5 > XAVG(XAVGC5,2) 
 
Is there a PCF that will identify price - only when it first becomes true (& another column when it first becomes false)?  
And that will update as a watchlist column when the condition becomes true (or false) again?  
 
Topic: Up/Down volume ratio & Advance/Decline ratio
Posted: Tuesday, August 11, 2015 8:03:22 PM

Bruce,

I like it & thank you for the PCF!  

For a period < 50 bars, I would just take off both sides of the formula?    For example, if I wanted a 49 day period I would eliminate the following:

+V49 * (C49 < C50) 

+ V49 * (C49 > C50)

Thank you again! 

 

Topic: Up/Down volume ratio & Advance/Decline ratio
Posted: Friday, August 7, 2015 11:54:35 PM

Please help w/ a Up/Down Volume Ratio PCF.  

Thesis:  Up/Down Volume Ratio = ratio of toatal volume on up-closing days, divided by the total volume on down-closing days, over 50 trading sessions.  

A value of >1 usually indicates more buying than selling interest, & a value <1 indicates greater selling.  Accumulation/Distribution 
Topic: Double-Smoothed MA
Posted: Thursday, July 30, 2015 10:08:10 PM

Bruce,

It doesn&#39;t seem to plot for any stock.  The calculation always returns a value of zero.  

Topic: Double-Smoothed MA
Posted: Saturday, July 25, 2015 7:18:15 PM

Morning Bruce,

Please help w/ a PCF for the 5 DEMA crossing the 13 DEMA in either direction.  

2 * XAVGC5 - XAVG(XAVGC5,5)  

2 * XAVGC13 - XAVG(XAVGC13,13)