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PCF for 30d ave. of 30d variance Rate this Topic:
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jynkin
Posted : Thursday, December 20, 2012 5:25:09 PM
Registered User
Joined: 10/7/2004
Posts: 286

Is there a PCF approximation formula for a 30 day average of a 30 day variance.  ?

SQR( ( ( C * 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 * C20 + C21 * C21 + C22 * C22 + C23 * C23 + C24 * C24 + C25 * C25 + C26 * C26 + C27 * C27 + C28 * C28 + C29 * C29) - 30 * AVGC30 * AVGC30 ) / 30)

thanks.

Bruce_L
Posted : Friday, December 21, 2012 9:16:22 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

As far as I can tell, you would need to add 30 slightly different versions of your formula together and divide the result by 30. I cannot think of a shortcut. I actually just did this using Excel and some hand editing, but the resulting formula ends up being too long and slow to be practical or post in the forums.

You could use your base formula as a Custom PCF Indicator with the Smoothing set to 30 and the Average Type set to Simple to plot the desired value on the chart. You could then click on the indicator and select Show values in WatchList or Create Scan Condition to utilize the result.



-Bruce
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jynkin
Posted : Friday, December 21, 2012 11:11:18 AM
Registered User
Joined: 10/7/2004
Posts: 286

okay, thanks...first time I've ever "stumped" you.  :)   ...will use the custom indicator window at bottom of screen.

thx.

jynkin

Bruce_L
Posted : Friday, December 21, 2012 11:20:36 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

You're welcome.



-Bruce
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