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Profile: kram
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User Name: kram
Groups: Beta Testers, Gold User, Member, TeleChart
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Joined: Thursday, October 07, 2004
Last Visit: Wednesday, October 17, 2018 5:39:59 PM
Number of Posts: 80
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Last 10 Posts
Topic: Price as a percent of todays range
Posted: Wednesday, October 17, 2018 4:44:14 PM

thank you !

Topic: Price as a percent of todays range
Posted: Wednesday, October 17, 2018 2:00:35 PM

Is it possible to wrtie a pcf or condition that illustrates

what percent of todays range the price is?

 

In otherwords if the stock had a 1 point range

and it closed in the "upper half" or "upper 25%" ?

 

thank you

Topic: ? ATR Percent
Posted: Friday, September 28, 2018 12:01:26 PM

Thank you !  as always...

Topic: ? ATR Percent
Posted: Friday, September 28, 2018 11:31:21 AM

How would I set up an ATR based on percent for example, 21 days ?

 

thank you

Topic: Standard Dev etc
Posted: Friday, September 21, 2018 11:25:08 AM

thank you as always

Topic: Standard Dev etc
Posted: Thursday, September 20, 2018 5:41:50 PM

Bruce, is it possible to replicate this approach?

The model is built using the “Microsoft Excel” spread sheet application.  Based on this data the model calculates the 10 day moving average of the PRICE. As the actual PRICE should closely resemble the value of the moving average the difference between the actual PRICE and the moving average is calculated to arrive at the ‘Difference’. Also moving 10 day standard deviation is calculated for the PRICE This standard deviation is multiplied with the ‘K-Value’ to obtain the ‘K times standard deviation’. Thus the aberration in the  price indicated by the difference between actual data and moving average is divided by the volatility of the PRICE represented by the standard deviation multiplied by optimal K-Value to obtain the ‘Price Difference by K times standard deviation’. By using these data the signals signifying the market movements are derived. If the ‘Price Difference by K times standard deviation’ is greater than ‘1’ then prices are expected to increase and the signal is ‘+’ indicating an upward trend. If the ‘Price Difference by K times standard deviation’ is lesser than ‘-1’ then the prices are expected to fall and hence the signal is ‘-‘. If the ‘Price Difference by K times standard deviation’ is not very significant, the price movement cannot be predicted with certainty and hence the signal is ‘0’.

 

K values can be  .25   .50  .75   1.0  1.25   1.50 for example

 

thank you for the consideration. 

Topic: stochastic ?
Posted: Wednesday, August 15, 2018 5:32:42 PM

thank for the info and links

Topic: stochastic ?
Posted: Wednesday, August 15, 2018 5:17:35 PM

hopefully one last question?

 

how do I get tjem on the same pane?

Topic: stochastic ?
Posted: Wednesday, August 15, 2018 5:13:48 PM

thanks !

Topic: stochastic ?
Posted: Wednesday, August 15, 2018 4:53:00 PM

Hi Bruce,

I am doing something incorrectly.  I inputted the following for this exercise:

STOC7
STOC7.3
AVG(STOC7.3, 5)
AVG(AVG(STOC7.3, 5), 2)
 
I used the WRITE INDICATOR FORMULA    Edit PCF  field
 
it calculated zero.  thoughts please
 
thank you