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 Gold Customer
Joined: 11/17/2007
Posts: 28
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Can one of the trainers write some PCFs for TC2000 v12 to find Gapping stock prices on a 1 min basis?
Would like to have 10 PCF columns in a watch list that scan for:
- PCF 1(GapUp@Open): gapping up 2% or more from previous day's close at open
- PCF 2 (Gap Up Intraday): and anytime during day from previous bar's high
- PCF 3,4 & 5 (25%Rev, 50%Rev & 75%Rev): gap reversal down 25%, 50% & 75% from gap high
- PCF 6 (GapDn@Open): gap down 2% or more from previous day's close at open
- PCF 7 (Gap Dn Intraday): gap down 2%or more during day from pervious 1 min bar low
- PCF 8,9 &10 (25%Rev, 50%Rev & 75%Rev): gap reversal up of 25%, 50% & 75% from previous1 min bar's low
Thx
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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QUOTE (donoffkl) - PCF 1( GapUp@Open): gapping up 2% or more from previous day's close at open
You will need to set the Time Frame of the following Condition Formula to Daily:
O >= 1.02 * C1
QUOTE (donoffkl) - PCF 2 (Gap Up Intraday): and anytime during day from previous bar's high
If you mean to identify if the current bar's Open is at least 2% above the previous bar's High (you would set the Time Frame of this Condition Formula to 1-Minute):
O >= 1.02 * H1
If you mean to identify if the current bar's Low is at least 2% above the previous bar's High (you would set the Time Frame of this Condition Formula to 1-Minute):
L >= 1.02 * H1
If you wish to identify if one of the above has happened at least once so far during the current trading day, it is not possible to do so as the Personal Criteria Formula Language does not have syntax for identifying the first bar of the day or the current time of day.
QUOTE (donoffkl) - PCF 3,4 & 5 (25%Rev, 50%Rev & 75%Rev): gap reversal down 25%, 50% & 75% from gap high
It is possible to determine using a Daily Time Frame if Price has retreated at least 25% of the way from the current High of the day to the previous Close after a gap up at Open of at least 2%:
O >= 1.02 * C1 AND H - C >= .25 * (H - C1)
And adjusting this to 50% and 75% is just a matter of changing the .25 to .5 or .75. You could also check for 25%, 50% or 75% of the actual opening gap to be covered.
It is possible using a 1-Minute Time Frame to determine if Price has retreated at least 25% of the way from the current bar high to the previous bar high after a gap up on the open of the current bar from the high of the previous bar of at least 2%:
O >= 1.02 * H1 AND H - C >= .25 * (H - H1)
And again, you can just adjust the .25 to adjust the percentage and you could check for the actual gap to be covered instead of a reversal from the advance.
You cannot check for most scenarios which would be more complicated than this for the same reason that you cannot check to see if there has been a gap up for any 1-minute bar of the day so far. There is no syntax to determine the time of day.
QUOTE (donoffkl) - PCF 6 ( GapDn@Open): gap down 2% or more from previous day's close at open
You will need to set the Time Frame of the following Condition Formula to Daily:
O <= .98 * C1
QUOTE (donoffkl) - PCF 7 (Gap Dn Intraday): gap down 2%or more during day from pervious 1 min bar low
If you mean to identify if the current bar's Open is at least 2% below the previous bar's Low (you would set the Time Frame of this Condition Formula to 1-Minute):
O <= .98 * L1
If you mean to identify if the current bar's High is at least 2% below the previous bar's Low (you would set the Time Frame of this Condition Formula to 1-Minute):
H <= .98 * L1
If you wish to identify if one of the above has happened at least once so far during the current trading day, it is not possible to do so as the Personal Criteria Formula Language does not have syntax for identifying the first bar of the day or the current time of day.
QUOTE (donoffkl) - PCF 8,9 &10 (25%Rev, 50%Rev & 75%Rev): gap reversal up of 25%, 50% & 75% from previous1 min bar's low
It is possible to determine using a Daily Time Frame if Price has retreated at least 25% of the way from the current Low of the day to the previous Close after a gap down at Open of at least 2%:
O <= .98 * C1 AND C - L >= .25 * (C1 - L)
And adjusting this to 50% and 75% is just a matter of changing the .25 to .5 or .75. You could also check for 25%, 50% or 75% of the actual opening gap to be covered.
It is possible using a 1-Minute Time Frame to determine if Price has retreated at least 25% of the way from the current bar low to the previous bar low after a gap down on the open of the current bar from the low of the previous bar of at least 2%:
O <= .98 * L1 AND C - L >= .25 * (L1 - L)
And again, you can just adjust the .25 to adjust the percentage and you could check for the actual gap to be covered instead of a reversal from the advance.
You cannot check for most scenarios which would be more complicated than this for the same reason that you cannot check to see if there has been a gap up for any 1-minute bar of the day so far. There is no syntax to determine the time of day.
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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Gold Customer
Joined: 11/17/2007
Posts: 28
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Thx for your quick response. I'll work with them. thx again.
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Registered User
Joined: 8/1/2016
Posts: 4
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Greta stuff
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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I am happy to read you like it.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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