Registered User
Joined: 9/30/2007
Posts: 12
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Merry Christmas and a happy new year to everyone. :-)
I would like to use PCF to scan for stocks whose Stochastic crosses %K and %D? Possible to do that?
Would you be able to also let me know what is the syntax for Wilder RSI function? I am interested in RSI(4).
Thank you.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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The specific formula would depend on your exact Stochastic Settings:
- Period: ?
- SK Period: ?
- SD Period: ?
- Average Type: Simple or Exponential?
Understanding Stochastics
The same is True of Wilder's RSI:
- RSI Period: 4
- Use Wilders Smoothing: Checked or Unchecked?
- Avg Period: ?
- Average Type: Simple or Exponential?
For example, assuming an Avg Period of 1, the formula could be:
With Use Wilders Smoothing Unchecked:
RSI4
With use Wilders Smoothing Checked:
100 * ((C > C1) * (C1 - C) + .75 * ((C1 > C2) * (C2 - C1) + .75 * ((C2 > C3) * (C3 - C2) + .75 * ((C3 > C4) * (C4 - C3) + .75 * ((C4 > C5) * (C5 - C4) + .75 * ((C5 > C6) * (C6 - C5) + .75 * ((C6 > C7) * (C7 - C6) + .75 * ((C7 > C8) * (C8 - C7) + .75 * ((C8 > C9) * (C9 - C8) + .75 * ((C9 > C10) * (C10 - C9) + .75 * ((C10 > C11) * (C11 - C10) + .75 * ((C11 > C12) * (C12 - C11) + .75 * ((C12 > C13) * (C13 - C12) + .75 * ((C13 > C14) * (C14 - C13) + .75 * ((C14 > C15) * (C15 - C14) + .75 * ((C15 > C16) * (C16 - C15) + .75 * ((C16 > C17) * (C17 - C16) + .75 * ((C17 > C18) * (C18 - C17) + .75 * ((C18 > C19) * (C19 - C18) + .75 * ((C19 > C20) * (C20 - C19) + .75 * ((C20 > C21) * (C21 - C20) + .75 * ((C21 > C22) * (C22 - C21) + .75 * ((C22 > C23) * (C23 - C22) + .75 * ((C23 > C24) * (C24 - C23) + .75 * ((C24 > C25) * (C25 - C24) + .75 * ((C25 > C26) * (C26 - C25) + .75 * ((C26 > C27) * (C27 - C26) + .75 * ((C27 > C28) * (C28 - C27) + .75 * ((C28 > C29) * (C29 - C28) + .75 * ((C29 > C30) * (C30 - C29) + .75 * ((C30 > C31) * (C31 - C30) + .75 * ((C31 > C32) * (C32 - C31) + .75 * ((C32 > C33) * (C33 - C32)))))))))))))))))))))))))))))))))) / (ABS(C - C1) + .75 * (ABS(C1 - C2) + .75 * (ABS(C2 - C3) + .75 * (ABS(C3 - C4) + .75 * (ABS(C4 - C5) + .75 * (ABS(C5 - C6) + .75 * (ABS(C6 - C7) + .75 * (ABS(C7 - C8) + .75 * (ABS(C8 - C9) + .75 * (ABS(C9 - C10) + .75 * (ABS(C10 - C11) + .75 * (ABS(C11 - C12) + .75 * (ABS(C12 - C13) + .75 * (ABS(C13 - C14) + .75 * (ABS(C14 - C15) + .75 * (ABS(C15 - C16) + .75 * (ABS(C16 - C17) + .75 * (ABS(C17 - C18) + .75 * (ABS(C18 - C19) + .75 * (ABS(C19 - C20) + .75 * (ABS(C20 - C21) + .75 * (ABS(C21 - C22) + .75 * (ABS(C22 - C23) + .75 * (ABS(C23 - C24) + .75 * (ABS(C24 - C25) + .75 * (ABS(C25 - C26) + .75 * (ABS(C26 - C27) + .75 * (ABS(C27 - C28) + .75 * (ABS(C28 - C29) + .75 * (ABS(C29 - C30) + .75 * (ABS(C30 - C31) + .75 * (ABS(C31 - C32) + .75 * (ABS(C32 - C33))))))))))))))))))))))))))))))))))
You may wish to review the following:
How to create a Personal Criteria Forumula (PCF)
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!
Cascades of Moving Averages
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 9/30/2007
Posts: 12
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Thanks for the quick reply.
I am looking at using full Stochastic (8,3,3)
With regards to RSI, I only know it is Wilder RSI(4).I am not familiar with the other parameters that you have mentioned.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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You didn't specify the Average Type for the Stochastic, but you may wish to try one or more of the following:
Simple Stochastic 8,3,3 SK xUp SD:
STOC8.3 > AVG(STOC8.3,3) AND STOC8.3.1 <= AVG(STOC8.3.1,3)
Simple Stochastic 8,3,3 SK xDn SD:
STOC8.3 < AVG(STOC8.3,3) AND STOC8.3.1 >= AVG(STOC8.3.1,3)
Exponential Stochastic 8,3,3 SK xUp SD:
XAVG(STOC8,3) > .500488758553275 * (XAVG(STOC8,3) + .5 * (XAVG(STOC8.1.1,3) + .5 * (XAVG(STOC8.1.2,3) + .5 * (XAVG(STOC8.1.3,3) + .5 * (XAVG(STOC8.1.4,3) + .5 * (XAVG(STOC8.1.5,3) + .5 * (XAVG(STOC8.1.6,3) + .5 * (XAVG(STOC8.1.7,3) + .5 * (XAVG(STOC8.1.8,3) + .5 * (XAVG(STOC8.1.9,3))))))))))) AND XAVG(STOC8.1.1,3) <= .500488758553275 * (XAVG(STOC8.1.1,3) + .5 * (XAVG(STOC8.1.2,3) + .5 * (XAVG(STOC8.1.3,3) + .5 * (XAVG(STOC8.1.4,3) + .5 * (XAVG(STOC8.1.5,3) + .5 * (XAVG(STOC8.1.6,3) + .5 * (XAVG(STOC8.1.7,3) + .5 * (XAVG(STOC8.1.8,3) + .5 * (XAVG(STOC8.1.9,3) + .5 * (XAVG(STOC8.1.10,3)))))))))))
Exponential Stochastic 8,3,3 SK xDn SD:
XAVG(STOC8,3) < .500488758553275 * (XAVG(STOC8,3) + .5 * (XAVG(STOC8.1.1,3) + .5 * (XAVG(STOC8.1.2,3) + .5 * (XAVG(STOC8.1.3,3) + .5 * (XAVG(STOC8.1.4,3) + .5 * (XAVG(STOC8.1.5,3) + .5 * (XAVG(STOC8.1.6,3) + .5 * (XAVG(STOC8.1.7,3) + .5 * (XAVG(STOC8.1.8,3) + .5 * (XAVG(STOC8.1.9,3))))))))))) AND XAVG(STOC8.1.1,3) >= .500488758553275 * (XAVG(STOC8.1.1,3) + .5 * (XAVG(STOC8.1.2,3) + .5 * (XAVG(STOC8.1.3,3) + .5 * (XAVG(STOC8.1.4,3) + .5 * (XAVG(STOC8.1.5,3) + .5 * (XAVG(STOC8.1.6,3) + .5 * (XAVG(STOC8.1.7,3) + .5 * (XAVG(STOC8.1.8,3) + .5 * (XAVG(STOC8.1.9,3) + .5 * (XAVG(STOC8.1.10,3)))))))))))
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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