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spendabuck
Posted : Friday, April 3, 2009 4:30:58 PM
Gold Customer Gold Customer

Joined: 3/24/2005
Posts: 18

I'm trying to write a PCF for at 150 day weighted moving average.  Here's the formula

 WMA = ( PRICE * n + PRICE(1) * n-1 + ... PRICE(n-1) * 1) / ( n * (n + 1) / 2 )
         n = Period

Not having any luck. Help would be appreciated

spendabuck
Posted : Friday, April 3, 2009 4:37:04 PM
Gold Customer Gold Customer

Joined: 3/24/2005
Posts: 18
Also how to I identify when price closes above the line for the first time.
Bruce_L
Posted : Friday, April 3, 2009 4:37:28 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
Please try the following for the Moving Average itself:

(150 * C + 149 * C1 + 148 * C2 + 147 * C3 + 146 * C4 + 145 * C5 + 144 * C6 + 143 * C7 + 142 * C8 + 141 * C9 + 140 * C10 + 139 * C11 + 138 * C12 + 137 * C13 + 136 * C14 + 135 * C15 + 134 * C16 + 133 * C17 + 132 * C18 + 131 * C19 + 130 * C20 + 129 * C21 + 128 * C22 + 127 * C23 + 126 * C24 + 125 * C25 + 124 * C26 + 123 * C27 + 122 * C28 + 121 * C29 + 120 * C30 + 119 * C31 + 118 * C32 + 117 * C33 + 116 * C34 + 115 * C35 + 114 * C36 + 113 * C37 + 112 * C38 + 111 * C39 + 110 * C40 + 109 * C41 + 108 * C42 + 107 * C43 + 106 * C44 + 105 * C45 + 104 * C46 + 103 * C47 + 102 * C48 + 101 * C49 + 100 * C50 + 99 * C51 + 98 * C52 + 97 * C53 + 96 * C54 + 95 * C55 + 94 * C56 + 93 * C57 + 92 * C58 + 91 * C59 + 90 * C60 + 89 * C61 + 88 * C62 + 87 * C63 + 86 * C64 + 85 * C65 + 84 * C66 + 83 * C67 + 82 * C68 + 81 * C69 + 80 * C70 + 79 * C71 + 78 * C72 + 77 * C73 + 76 * C74 + 75 * C75 + 74 * C76 + 73 * C77 + 72 * C78 + 71 * C79 + 70 * C80 + 69 * C81 + 68 * C82 + 67 * C83 + 66 * C84 + 65 * C85 + 64 * C86 + 63 * C87 + 62 * C88 + 61 * C89 + 60 * C90 + 59 * C91 + 58 * C92 + 57 * C93 + 56 * C94 + 55 * C95 + 54 * C96 + 53 * C97 + 52 * C98 + 51 * C99 + 50 * C100 + 49 * C101 + 48 * C102 + 47 * C103 + 46 * C104 + 45 * C105 + 44 * C106 + 43 * C107 + 42 * C108 + 41 * C109 + 40 * C110 + 39 * C111 + 38 * C112 + 37 * C113 + 36 * C114 + 35 * C115 + 34 * C116 + 33 * C117 + 32 * C118 + 31 * C119 + 30 * C120 + 29 * C121 + 28 * C122 + 27 * C123 + 26 * C124 + 25 * C125 + 24 * C126 + 23 * C127 + 22 * C128 + 21 * C129 + 20 * C130 + 19 * C131 + 18 * C132 + 17 * C133 + 16 * C134 + 15 * C135 + 14 * C136 + 13 * C137 + 12 * C138 + 11 * C139 + 10 * C140 + 9 * C141 + 8 * C142 + 7 * C143 + 6 * C144 + 5 * C145 + 4 * C146 + 3 * C147 + 2 * C148 + C149) / 11325

And the following formula for Price crossing up through the Moving Average:

C > (150 * C + 149 * C1 + 148 * C2 + 147 * C3 + 146 * C4 + 145 * C5 + 144 * C6 + 143 * C7 + 142 * C8 + 141 * C9 + 140 * C10 + 139 * C11 + 138 * C12 + 137 * C13 + 136 * C14 + 135 * C15 + 134 * C16 + 133 * C17 + 132 * C18 + 131 * C19 + 130 * C20 + 129 * C21 + 128 * C22 + 127 * C23 + 126 * C24 + 125 * C25 + 124 * C26 + 123 * C27 + 122 * C28 + 121 * C29 + 120 * C30 + 119 * C31 + 118 * C32 + 117 * C33 + 116 * C34 + 115 * C35 + 114 * C36 + 113 * C37 + 112 * C38 + 111 * C39 + 110 * C40 + 109 * C41 + 108 * C42 + 107 * C43 + 106 * C44 + 105 * C45 + 104 * C46 + 103 * C47 + 102 * C48 + 101 * C49 + 100 * C50 + 99 * C51 + 98 * C52 + 97 * C53 + 96 * C54 + 95 * C55 + 94 * C56 + 93 * C57 + 92 * C58 + 91 * C59 + 90 * C60 + 89 * C61 + 88 * C62 + 87 * C63 + 86 * C64 + 85 * C65 + 84 * C66 + 83 * C67 + 82 * C68 + 81 * C69 + 80 * C70 + 79 * C71 + 78 * C72 + 77 * C73 + 76 * C74 + 75 * C75 + 74 * C76 + 73 * C77 + 72 * C78 + 71 * C79 + 70 * C80 + 69 * C81 + 68 * C82 + 67 * C83 + 66 * C84 + 65 * C85 + 64 * C86 + 63 * C87 + 62 * C88 + 61 * C89 + 60 * C90 + 59 * C91 + 58 * C92 + 57 * C93 + 56 * C94 + 55 * C95 + 54 * C96 + 53 * C97 + 52 * C98 + 51 * C99 + 50 * C100 + 49 * C101 + 48 * C102 + 47 * C103 + 46 * C104 + 45 * C105 + 44 * C106 + 43 * C107 + 42 * C108 + 41 * C109 + 40 * C110 + 39 * C111 + 38 * C112 + 37 * C113 + 36 * C114 + 35 * C115 + 34 * C116 + 33 * C117 + 32 * C118 + 31 * C119 + 30 * C120 + 29 * C121 + 28 * C122 + 27 * C123 + 26 * C124 + 25 * C125 + 24 * C126 + 23 * C127 + 22 * C128 + 21 * C129 + 20 * C130 + 19 * C131 + 18 * C132 + 17 * C133 + 16 * C134 + 15 * C135 + 14 * C136 + 13 * C137 + 12 * C138 + 11 * C139 + 10 * C140 + 9 * C141 + 8 * C142 + 7 * C143 + 6 * C144 + 5 * C145 + 4 * C146 + 3 * C147 + 2 * C148 + C149) / 11325 AND C1 <= (150 * C1 + 149 * C2 + 148 * C3 + 147 * C4 + 146 * C5 + 145 * C6 + 144 * C7 + 143 * C8 + 142 * C9 + 141 * C10 + 140 * C11 + 139 * C12 + 138 * C13 + 137 * C14 + 136 * C15 + 135 * C16 + 134 * C17 + 133 * C18 + 132 * C19 + 131 * C20 + 130 * C21 + 129 * C22 + 128 * C23 + 127 * C24 + 126 * C25 + 125 * C26 + 124 * C27 + 123 * C28 + 122 * C29 + 121 * C30 + 120 * C31 + 119 * C32 + 118 * C33 + 117 * C34 + 116 * C35 + 115 * C36 + 114 * C37 + 113 * C38 + 112 * C39 + 111 * C40 + 110 * C41 + 109 * C42 + 108 * C43 + 107 * C44 + 106 * C45 + 105 * C46 + 104 * C47 + 103 * C48 + 102 * C49 + 101 * C50 + 100 * C51 + 99 * C52 + 98 * C53 + 97 * C54 + 96 * C55 + 95 * C56 + 94 * C57 + 93 * C58 + 92 * C59 + 91 * C60 + 90 * C61 + 89 * C62 + 88 * C63 + 87 * C64 + 86 * C65 + 85 * C66 + 84 * C67 + 83 * C68 + 82 * C69 + 81 * C70 + 80 * C71 + 79 * C72 + 78 * C73 + 77 * C74 + 76 * C75 + 75 * C76 + 74 * C77 + 73 * C78 + 72 * C79 + 71 * C80 + 70 * C81 + 69 * C82 + 68 * C83 + 67 * C84 + 66 * C85 + 65 * C86 + 64 * C87 + 63 * C88 + 62 * C89 + 61 * C90 + 60 * C91 + 59 * C92 + 58 * C93 + 57 * C94 + 56 * C95 + 55 * C96 + 54 * C97 + 53 * C98 + 52 * C99 + 51 * C100 + 50 * C101 + 49 * C102 + 48 * C103 + 47 * C104 + 46 * C105 + 45 * C106 + 44 * C107 + 43 * C108 + 42 * C109 + 41 * C110 + 40 * C111 + 39 * C112 + 38 * C113 + 37 * C114 + 36 * C115 + 35 * C116 + 34 * C117 + 33 * C118 + 32 * C119 + 31 * C120 + 30 * C121 + 29 * C122 + 28 * C123 + 27 * C124 + 26 * C125 + 25 * C126 + 24 * C127 + 23 * C128 + 22 * C129 + 21 * C130 + 20 * C131 + 19 * C132 + 18 * C133 + 17 * C134 + 16 * C135 + 15 * C136 + 14 * C137 + 13 * C138 + 12 * C139 + 11 * C140 + 10 * C141 + 9 * C142 + 8 * C143 + 7 * C144 + 6 * C145 + 5 * C146 + 4 * C147 + 3 * C148 + 2 * C149 + C150) / 11325

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!

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
spendabuck
Posted : Friday, April 3, 2009 4:40:40 PM
Gold Customer Gold Customer

Joined: 3/24/2005
Posts: 18
You da man!  Have a great weekend!
Bruce_L
Posted : Friday, April 3, 2009 4:41:28 PM


Worden Trainer

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

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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