Registered User Joined: 3/31/2007 Posts: 9
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I am a bit rusty in creating PCF's and was wondering if you can provide the following formula's for the following so I can make a PCF for each below. Getting used to TC2000 and like it
1) where today's volume is higher than yesterday
2) 2 day money stream above 0 (Zero)
3) Volume buzz above 0 (zero)
4) Net change today above 0 (zero)
Thanks for your help
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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QUOTE (iplanners) 1) where today's volume is higher than yesterday
V > V1
QUOTE (iplanners) 2) 2 day money stream above 0 (Zero)
3) Volume buzz above 0 (zero)
It is not possible currently to create either of these as a Personal Criteria Formula. The actual value of MoneyStream is completely meaningless.
Dealing with OBV & MS in PCF's - how to interp their "values"
And there isn't any syntax in the PCF Language for referencing the current time of day (which would be required to create a Volume Buzz PCF).
QUOTE (iplanners) 4) Net change today above 0 (zero)
C > C1
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 11/11/2006 Posts: 66
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"......2) 2 day money stream above 0 (Zero)
3) Volume buzz above 0 (zero)[/QUOTE]
It is not possible currently to create either of these as a Personal Criteria Formula. The actual value of MoneyStream is completely meaningless.
And there isn't any syntax in the PCF Language for referencing the current time of day (which would be required to create a Volume Buzz PCF)......
Bruce: I've read your aforementioned comment; however, I'm still thinking otherwise... :-)
Is there a way to refine my pcf (below), which I've gotten limited results on the SNP500.
100 * V / AVGV100
This pcf pared the list of 501 down to 252; however, it also included various other stocks that didn't fill the criteria of >= 80.
Thanks in advance! js
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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You can create an Indicator Formula which should return a similar sort order during the trading day and similar values after the market has closed (although it won't return any values for symbols with less that 101 bars of data available). It is very similar to what you have.
100 * V / AVGV100.1
The problem is that it won't have the same values during the trading day because it does not take into account the percentage of the trading day which has passed.
Definition of Volume Buzz
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 11/11/2006 Posts: 66
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Thanks much Bruce:
One other concern. A fellow trader shared this breakout pcf with me, however, on my telechart, I keep getting an error in formula syntax. I was wondering if you could look at it. Thanks in advance!
C >= MAXC10.1 AND C <= MAXC10.1 * 1.03 AND MAXC10.1 / MINC10.1 < 1.07 AND ((MAXH10.1 - MINL10.1) / AVGC10.1) <= .12 AND ((MAXC10.1 - MINC10.1) / AVGC10.1) <= .07 AND (ABS(C - AVGC10) / C < .05) OR ((4.5 * C1 + 3.5 * C2 + 2.5 * C3 + 1.5 * C4 + .5 * C5 - .5 * C6 - 1.5 * C7 - 2.5 * C8 - 3.5 * C9 - 4.5 * C10) / 82.5 >= -0.15 AND (4.5 * C1 + 3.5 * C2 + 2.5 * C3 + 1.5 * C4 + .5 * C5 - .5 * C6 - 1.5 * C7 - 2.5 * C8 - 3.5 * C9 - 4.5 * C10) / 82.5 <= 0.15)
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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The formula works just fine for me. Would you happen to be using a , as the decimal marker instead of using a . as the decimal marker? If so, you might want to try the following version instead.
C >= MAXC10.1 AND 100 * C <= MAXC10.1 * 103 AND 100 * MAXC10.1 < 107 * MINC10.1 AND 100 * (MAXH10.1 - MINL10.1) <= 12 * AVGC10.1 AND 100 * (MAXC10.1 - MINC10.1) <= 7 * AVGC10.1 AND 100 * ABS(C - AVGC10) < 5 * C OR 100 * ABS(9 * (C1 - C10) + 7 * (C2 - C9) + 5 * (C3 - C8) + 3 * (C4 - C7) + C5 - C6) / 165 <= 15
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 11/11/2006 Posts: 66
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Cool Bruce. Thanks for being the ALWAYS rock solid one!
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Registered User Joined: 11/11/2006 Posts: 66
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Bruce: Just trying to find stocks that rose 10% in one month's span (January 2014):
My PCF gives me zero hits.
What's wrong with it?
(C242 - C252) >= 1.10 * (C242)
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Administration
Joined: 9/30/2004 Posts: 9,187
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You're mixing net and percent changes. Also, you're only calculating a 10 market day change.
Try this: (C'1/31/14' - C'12/31/13') / C'12/31/13' >= .1
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Registered User Joined: 11/11/2006 Posts: 66
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Just realized that the difference was only ten ... a typo... I rewrote it to:
(C220 - C250) >= 1.10 * (C250)
Got hits on it. 17... with my liquidity screener (>$20; 1 mil shares traded per day... 2 )
Any tips?
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Administration
Joined: 9/30/2004 Posts: 9,187
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That way is 30 market days, not calendar days. Try the formula I posted using the exact dates. The will return only stocks that moved up 10% or more in Jan 2014.
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Registered User Joined: 11/11/2006 Posts: 66
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WOW!!! Stockguy that is AWESOME!!! I prefer specific calendar dates exactly as how you've delineated it.
No one has given me a formula previously. You are definitely dah man!!! Thanks!!!! js!
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Administration
Joined: 9/30/2004 Posts: 9,187
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You're welcome.
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Registered User Joined: 11/11/2006 Posts: 66
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Stockguy:
One last question to a similar PCF:
How would I convert it to a losing 10% or worse? for the period:from 1/10/14 to 2/14/14
I'm getting an error message using the following:
(C'2/14/14' - C'1/10/14') / C'1/10/14' <= -.1
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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The formula as given seems to work in TC2000 version 12.4. You would need to put parentheses around the negative number in TC2000 version 7.
(C'2/14/14' - C'1/10/14') / C'1/10/14' <= (-.1)
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 11/11/2006 Posts: 66
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Cool Bruce!
I'm getting answers from an ALL STAR team of you and stockguy, really appreciate it.
Thanks & have a great day!!!
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Registered User Joined: 11/11/2006 Posts: 66
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Bruce:
With regards to my TC2000v7 platform, I would like to find consolidating price action within the 20 period bollinger bands, that is trading inside a daily bollinger bandwidth of <6% for at least five days. Please advise. Thanks in advanced as always.
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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I would probably use the following Boolean Formula in a Custom Percent True Indicator with the Period set to 5 and the Average Type set to Simple.
4 * SQR(ABS(C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 + C16 ^ 2 + C17 ^ 2 + C18 ^ 2 + C19 ^ 2 - 20 * AVGC20 ^ 2) / 19) <= .06 * AVGC20
Then I would use that as an indicator sort. Anything returning 100% has met the requirements for 5 bars in a row.
Note that the above formula is just checking for the Bollinger Bandwidth to be less than 6%. If you also want want the closing price to be inside the Bollinger Bands as well, then the formula would be a bit longer (I was not really sure from the phrasing which you wanted).
4 * SQR(ABS(C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 + C16 ^ 2 + C17 ^ 2 + C18 ^ 2 + C19 ^ 2 - 20 * AVGC20 ^ 2) / 19) <= .06 * AVGC20 AND ABS(C - AVGC20) <= 2 * SQR(ABS(C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 + C16 ^ 2 + C17 ^ 2 + C18 ^ 2 + C19 ^ 2 - 20 * AVGC20 ^ 2) / 19)
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 11/11/2006 Posts: 66
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As always, thanks Bruce for your fine expertise! js
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Registered User Joined: 11/11/2006 Posts: 66
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QUOTE (Bruce_L)
VWAP in TC2000 is not calculated in the tick time frame and then converted to plotted time frame. VWAP is calculated using the bars in the time frame in which it is plotted.
The formula used is:
AVG((O + H + L + C) * V, x) / 4 / AVGVx
Where x is the number of bars in the trading day so far (or the period in a Moving VWAP).
Bruce what would the VWAP PCF be for 10 day period (TC2000 ver 7) ?
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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Please try the following.
(V * (O + H + L + C) + V1 * (O1 + H1 + L1 + C1) + V2 * (O2 + H2 + L2 + C2) + V3 * (O3 + H3 + L3 + C3) + V4 * (O4 + H4 + L4 + C4) + V5 * (O5 + H5 + L5 + C5) + V6 * (O6 + H6 + L6 + C6) + V7 * (O7 + H7 + L7 + C7) + V8 * (O8 + H8 + L8 + C8) + V9 * (O9 + H9 + L9 + C9)) / 40 / AVGV10
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 11/11/2006 Posts: 66
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Thanks as ALWAYS Bruce. You are the absolute BEST!!!!
js
QUOTE (Bruce_L)
Please try the following.
(V * (O + H + L + C) + V1 * (O1 + H1 + L1 + C1) + V2 * (O2 + H2 + L2 + C2) + V3 * (O3 + H3 + L3 + C3) + V4 * (O4 + H4 + L4 + C4) + V5 * (O5 + H5 + L5 + C5) + V6 * (O6 + H6 + L6 + C6) + V7 * (O7 + H7 + L7 + C7) + V8 * (O8 + H8 + L8 + C8) + V9 * (O9 + H9 + L9 + C9)) / 40 / AVGV10
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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You're welcome.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 11/11/2006 Posts: 66
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What would the PCFs be for two following searches?:
1) Searches for Inside year stocks; where the entire candle stick for 2017 is inside the trading range for 2016);
2) 1) Searches for "outside year stocks;" where the entire candle stick for 2017 is outside the trading range for 2016)
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Registered User Joined: 11/11/2006 Posts: 66
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I tried the following, however, I got the message, not enough data to calculate. I used the MINL250, MAXL250 for the respective last trading days 12/30/2016 & 12/29/2017.
Inside year (my failed attempt):
MINL250.'12/30/2016' < MINL250.'12.29/2017' AND MAXH250.'12/29/2017' < MAXH250.'12/30/2016'
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Administration
Joined: 9/30/2004 Posts: 9,187
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Try this in version 7:
MINL250.'12/30/16' < MINL250.'12/29/17' AND MAXH250.'12/29/17' < MAXH250.'12/30/16'
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Registered User Joined: 11/11/2006 Posts: 66
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OMG 16 vs. 2016!!!! What a dummy!
Thanks Stockguy!!!!
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