| stanaction |
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Gold User, Member, Platinum User, TeleChart
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| Unsure |
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| Friday, March 25, 2005 |
| Saturday, September 28, 2013 2:52:52 PM |
22
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Thank you, Bruce
You're the champion of pcf's and you made another fantastic job! This is exactly what I was looking for.
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I had posted this question in the Historical Volatility (HV) topic on Friday, but nobody answered it.
Based upon the pcf's for 50d and 100d HV previously posted in this discussion board, can someone help me do new PCF's for the following objective?
I would like to compute the (50 and/or 100)HV for Up days and Down days separately.
In other words, I would like to compare the standard deviation of % daily changes of all up days over the period with the standard deviation of % daily changes for all down days over the period. For example if a stock has closed up 40 days and down 60 days over the last 100 days, I want to see its HV100 computed for the 40 up days only and separately for the 60 down days only.
Any help greatly appreciated!
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Based upon the pcf's for 50d and 100d HV posted above, can someone help me do new PCF's for the following objective?
I would like to compute the (50 and/or 100)HV for Up days and Down days separately.
In other words, I would like to compare the standard deviation of % daily changes of all up days over the period with the standard deviation of % daily changes for all down days over the period. For example if a stock has closed up 40 days and down 60 days over the last 100 days, I want to see its HV100 computed for the 40 up days only and separately for the 60 down days only.
Any help greatly appreciated!
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I do exactly what you want to do with PrintKey 2000 v 5.10 (Full).
Easy to use freeware, it lets you make a rectangle on any part of your screen and print it immediately in the resolution you choose.
Google for it and install.
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Doug, that's exactly what I just did and it works fine!
Thanks to both of you!
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Thank you for this good logic!
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First I use an easyscan with
(C - C1) > 0 AND V > AVG(V,50)
I try to use the "error" formula for sorting the results, so normally there would be no (c=c1) case
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When I test this formula in the custom indicator settings window, it always gives a correct result.
(((v-avg(v,50))/avg(v,50)))/((c-c1)/c1)
(% Volume change vs 50-day avg volume/%price change today - I only apply it when both numerator and denominator are positive)
But plotted on chart, it always gives a FORMULA ERROR!! Divide by Zero...
Please, where is my error?
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Thank you Jim, that's exactly what I needed.
All is bright and clear now!
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How do you correctly use the exp() function?
I want to write a stop PCF. Let's suppose the stop is based on 0.3% return compounded per trading day on a stock purchased at the close 30 days ago.
I think the PCF would be something like c30*(1.003exp(30)) but it is returning extremely high figures. What's wrong with the syntax?
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