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Profile: 0002ct
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User Name: 0002ct
Groups: Gold User, Member, TeleChart
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Joined: Thursday, November 19, 2015
Last Visit: Wednesday, January 17, 2018 10:13:47 AM
Number of Posts: 316
[0.11% of all post / 0.40 posts per day]
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Last 10 Posts
Topic: bollinger width extend
Posted: Friday, January 12, 2018 9:43:18 AM

Hello. I'm intrigued by this. What is this doing, please? Is this projecting a bollinger line forward?

Topic: confidence
Posted: Wednesday, January 10, 2018 11:39:32 AM

Thanks much; it's been pretty good! I'll loop back if after thinking over this problem it remain unclear. Thanks again, Bruce.

Topic: confidence
Posted: Wednesday, January 10, 2018 11:17:01 AM

Thanks, Bruce. I just wondered if this had ever popped up that you could recall. Thanks again; hope you're having a good week so far.

Topic: confidence
Posted: Wednesday, January 10, 2018 11:01:29 AM

Hello.

Has anyone calculated confidence intervals in a formula? A forum search yields nothing. Alterantely, is there an indicator that works similarly, statistically speaking?

No need to try to construct this; just curious to see what might be out there that I'm missing.

Thank you very much.

Topic: avg sd fluctuation of market
Posted: Monday, January 08, 2018 2:32:48 PM

Thank you, Bruce. I'm going to test this in a variety of ways. It definitely produces a transformed view of tendency. Thanks again for attacking the problem.

Topic: avg sd fluctuation of market
Posted: Monday, January 08, 2018 1:08:12 PM

Oh, that's an interesting way to think about it. I'm interested in making use of this. Help me understand the output as added to a colum. Is the output an average still?

That's an impressive attempt, btw.

Topic: avg sd fluctuation of market
Posted: Monday, January 08, 2018 12:11:16 PM

Hi, Bruce. Thanks very much. For now, I think finding the far ends (MaxH, MinL) seems to address price fluctuation for how I would like to measure it. 

Topic: avg sd fluctuation of market
Posted: Monday, January 08, 2018 9:09:26 AM

Hello. 

I'm looking for a variation of an idea I have worked with in the past. 

Let's say I am evaluating price over an aribitrary period of 100 bars. Over those 100 bars, I would like to get an average interval (in bars) of the price's fluctuation at a standard deviation of 1.25. That is, I would like to output the average number of bars over the sample period that it took to fluctuate up or down the 1.25 SD.

Is an additional period needed for calcuating the SD, similar to how BB uses a 20-period default? I assume so, but am not certain. In my mind, it looks like we're headed toward dividing the base period by a BB touch/cross count, but I'd like to clarify first.

Thank you very much.

Topic: A/D Normalized
Posted: Thursday, January 04, 2018 2:58:04 PM

Thank you, Bruce.

Topic: Why are ATR results different for Stockfinder and TC2000?
Posted: Wednesday, January 03, 2018 1:20:41 PM

Well, that's wildly simple.

Seeing myself out, thanks.