Download software Tutorial videos
Subscription & data-feed pricing Class schedule


New account application Trading resources
Margin rates Stock & option commissions

Attention: Discussion forums are read-only for extended maintenance until further notice.
Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Above average move Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
babar2
Posted : Friday, February 16, 2007 2:02:32 PM
Registered User
Joined: 11/8/2005
Posts: 44
Hello!

How do I create a pcf that gives me all the stocks that have had a move today that is double the average normal move (last 10-15 days) of the stock?

Thanks for your help

Monica
Bruce_L
Posted : Friday, February 16, 2007 2:07:15 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
I'm actually not sure what you mean by a move, but you may wish to try the following:

ABS(C - C1) >= 2 * (ABS(C1 - C2) + ABS(C2 - C3) + ABS(C3 - C4) + ABS(C4 - C5) + ABS(C5 - C6) + ABS(C6 - C7) + ABS(C7 - C8) + ABS(C8 - C9) + ABS(C9 - C10) + ABS(C10 - C11)) / 10

You may wish to review the following:

How to create a Personal Criteria Forumula (PCF)
Handy PCF example formulas to help you learn the syntax of PCFs!

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
babar2
Posted : Friday, February 16, 2007 3:05:42 PM
Registered User
Joined: 11/8/2005
Posts: 44
No, I'm afraid that didn't do it.

I'd better explain myself better;

If a stock's daily trading range for the last 10-15 days was 50 cents or less and today's move is more than $1 (on high volume). How would I be able to spot it?

Monica
Bruce_L
Posted : Friday, February 16, 2007 3:17:59 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
I'm not defining "high volume" for you, but you may wish to try one of the following:

Current Range >= 2 * 10-Period Simple Moving Average of Range:

H - L >= 2 * (AVGH10.1 - AVGL10.1)

Current Range >= 2 * Max Range over Previous 10-Periods:

H - L >= 2 * ((H1 - L1 + H2 - L2 + ABS(H1 - L1 - H2 + L2) + 2 * (H3 - L3) + ABS(H1 - L1 + H2 - L2 + ABS(H1 - L1 - H2 + L2) - 2 * (H3 - L3)) + 2 * (H4 - L4 + H5 - L5 + ABS(H4 - L4 - H5 + L5)) + ABS(H1 - L1 + H2 - L2 + ABS(H1 - L1 - H2 + L2) + 2 * (H3 - L3) + ABS(H1 - L1 + H2 - L2 + ABS(H1 - L1 - H2 + L2) - 2 * (H3 - L3)) - 2 * (H4 - L4 + H5 - L5 + ABS(H4 - L4 - H5 + L5))) + H6 - L6 + H7 - L7 + ABS(H6 - L6 - H7 + L7) + 2 * (H8 - L8) + ABS(H6 - L6 + H7 - L7 + ABS(H6 - L6 - H7 + L7) - 2 * (H8 - L8)) + 2 * (H9 - L9 + H10 - L10 + ABS(H9 - L9 - H10 + L10)) + ABS(H6 - L6 + H7 - L7 + ABS(H6 - L6 - H7 + L7) + 2 * (H8 - L8) + ABS(H6 - L6 + H7 - L7 + ABS(H6 - L6 - H7 + L7) - 2 * (H8 - L8)) - 2 * (H9 - L9 + H10 - L10 + ABS(H9 - L9 - H10 + L10))) + ABS(H1 - L1 + H2 - L2 + ABS(H1 - L1 - H2 + L2) + 2 * (H3 - L3) + ABS(H1 - L1 + H2 - L2 + ABS(H1 - L1 - H2 + L2) - 2 * (H3 - L3)) + 2 * (H4 - L4 + H5 - L5 + ABS(H4 - L4 - H5 + L5)) + ABS(H1 - L1 + H2 - L2 + ABS(H1 - L1 - H2 + L2) + 2 * (H3 - L3) + ABS(H1 - L1 + H2 - L2 + ABS(H1 - L1 - H2 + L2) - 2 * (H3 - L3)) - 2 * (H4 - L4 + H5 - L5 + ABS(H4 - L4 - H5 + L5))) - H6 + L6 - H7 + L7 - ABS(H6 - L6 - H7 + L7) - 2 * (H8 - L8) - ABS(H6 - L6 + H7 - L7 + ABS(H6 - L6 - H7 + L7) - 2 * (H8 - L8)) - 2 * (H9 - L9 + H10 - L10 + ABS(H9 - L9 - H10 + L10)) - ABS(H6 - L6 + H7 - L7 + ABS(H6 - L6 - H7 + L7) + 2 * (H8 - L8) + ABS(H6 - L6 + H7 - L7 + ABS(H6 - L6 - H7 + L7) - 2 * (H8 - L8)) - 2 * (H9 - L9 + H10 - L10 + ABS(H9 - L9 - H10 + L10))))) / 16)

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
babar2
Posted : Friday, February 16, 2007 5:15:21 PM
Registered User
Joined: 11/8/2005
Posts: 44
Thanks so very much, Bruce.

That was more like what I was looking for.

I really appreciate all your help.

Have a nice weekend.

Monica
Bruce_L
Posted : Friday, February 16, 2007 5:22:03 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
You're welcome.

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Users browsing this topic
Guest-1

Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.