Registered User Joined: 9/28/2010 Posts: 7
|
Hi could you please help with the following formula,
I want to calculate the stdev(c/c1-1, c1/c2 -1, c2/c3-1,... c19/c20-1)
ie, stdev ([daily price gain as of today close], [daily price gain of 1day ago], [daily price gain of 3 days ago ].... [daily price gain of 19 days ago])
thanks in advance.
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
Please try the following Personal Criteria Formula:
SQR(ABS((C / C1) ^ 2 + (C1 / C2) ^ 2 + (C2 / C3) ^ 2 + (C3 / C4) ^ 2 + (C4 / C5) ^ 2 + (C5 / C6) ^ 2 + (C6 / C7) ^ 2 + (C7 / C8) ^ 2 + (C8 / C9) ^ 2 + (C9 / C10) ^ 2 + (C10 / C11) ^ 2 + (C11 / C12) ^ 2 + (C12 / C13) ^ 2 + (C13 / C14) ^ 2 + (C14 / C15) ^ 2 + (C15 / C16) ^ 2 + (C16 / C17) ^ 2 + (C17 / C18) ^ 2 + (C18 / C19) ^ 2 + (C19 / C20) ^ 2 - 20 * ((C / C1 + C1 / C2 + C2 / C3 + C3 / C4 + C4 / C5 + C5 / C6 + C6 / C7 + C7 / C8 + C8 / C9 + C9 / C10 + C10 / C11 + C11 / C12 + C12 / C13 + C13 / C14 + C14 / C15 + C15 / C16 + C16 / C17 + C17 / C18 + C18 / C19 + C19 / C20) / 20) ^ 2) / 20)
Modelling Bollinger Bands (& Standard Deviation) in a TC PCF
How to create a Personal Criteria Forumula (PCF)
Plotting Custom Indicators with Examples
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
Registered User Joined: 9/28/2010 Posts: 7
|
Thanks Bruce, It work great. Now another dilema.
I have 3 fcn that I run on a watch list and they create 3 different values that I can sort to create ranking. I want to combine those sorted ranking to create a new weighted score, thus a new sort criteria
for example after running the fcn I sorted the name as follows
name fcn1 fcn2 fcn3
aaa 3 1 2
bbb 2 3 1
ccc 1 2 3
and the sorted ranking formula is
.4(fcn1 ranking,ascending)+.3(fcn2 ranking, ascending)+.3(fcn3 ranking ,descending)
I hope I'm manking myself clear....thanks.
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
It is most likely possible to combine the values, but it would depend on the specific indicators. It is not possible to combine the ranks in this fashion using either version of TC2000.
-Bruce Personal Criteria Formulas TC2000 Support Articles
|