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Worden Discussion Forum » Customer Training & Support » Ask a Trainer - TC2000 version 7 » PFC for Stochastic of a weekly bar

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Sunbird
Posted : Saturday, March 25, 2006 11:40:35 AM
Registered User
Joined: 10/7/2004
Posts: 45
 What is the PFC for a 10.3 stochastic using a weekly time frame?

Sunbird
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Bruce_L
Posted : Saturday, March 25, 2006 12:55:55 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 Please try whichever of the following best meets your needs:

Simple Weekly Stochastic SK (10,3):

(STOC50.1 + STOC50.1.5 + STOC50.1.10) / 3

Simple Weekly Stochastic SD (10,3,3):

(STOC50.1 + 2 * STOC50.1.5 + 3 * STOC50.1.10 + 2 * STOC50.1.15 + STOC50.1.20) / 9

Exponential Weekly Stochastic SK (10,3):

(STOC50.1 + 2 / 4 * (STOC50.1.5 + 2 / 4 * (STOC50.1.10 + 2 / 4 * (STOC50.1.15 + 2 / 4 * (STOC50.1.20 + 2 / 4 * (STOC50.1.25 + 2 / 4 * (STOC50.1.30 + 2 / 4 * (STOC50.1.35 + 2 / 4 * (STOC50.1.40 + 2 / 4 * (STOC50.1.45)))))))))) / (2 - 2 / 2 * (2 / 4) ^ 9)

Exponential Weekly Stochastic SK (10,3,3):

(STOC50.1 + 2 / 4 * (2 * STOC50.1.5 + 2 / 4 * (3 * STOC50.1.10 + 2 / 4 * (4 * STOC50.1.15 + 2 / 4 * (5 * STOC50.1.20 + 2 / 4 * (6 * STOC50.1.25 + 2 / 4 * (7 * STOC50.1.30 + 2 / 4 * (8 * STOC50.1.35 + 2 / 4 * (9 * STOC50.1.40 + 2 / 4 * (10 * STOC50.1.45 + 2 / 4 * (11 * STOC50.1.50 + 2 / 4 * (12 * STOC50.1.55 + 2 / 4 * (13 * STOC50.1.60 + 2 / 4 * (14 * STOC50.1.65)))))))))))))) / (16 / 4 - 64 * (2 / 4) ^ 15)
-Bruce
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