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MIN XAVG(TSV1,18) for past 22 bars Rate this Topic:
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leeatnyc
Posted : Friday, January 11, 2013 10:31:09 AM
Registered User
Joined: 12/30/2004
Posts: 40

I would like to create a scan for using the MININUM XAVG(TSV1,18) value for the past 22 bars (days).  I will be comparing todays value of XAVG(TSV1,18) to the mininum value for the past 22 days.  Can you help?

Thanks very much,

Lee Klein

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Bruce_L
Posted : Friday, January 11, 2013 10:46:41 AM


Worden Trainer

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

It is possible to use the techniques given in the Min Max PCFs to create a formula for this, but the resulting formula would be too long and slow for me to post in the forums.

Note that if there is any way you can do your comparisons individually by comparing XAVG(TSV1,18) to each of the values of the past 22-days instead of calculating a minimum value and using it for a comparison, the resulting formula would probably end up being much shorter and more efficient. What is the exact comparison you are attempting and does the 22-days include the current bar or not?



-Bruce
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leeatnyc
Posted : Friday, January 11, 2013 11:45:35 AM
Registered User
Joined: 12/30/2004
Posts: 40

Bruce,

Many thanks for your response.  I'm using this PCF for the TSV18 EXP reversal up: XAVG(TSV1,18) > XAVG(TSV1.1,18) AND XAVG(TSV1.1,18) < XAVG(TSV1.2,18).  If it is correct, I can create the bars ago PCFs necessary for a scan given that the MIN/MAX PCFs are resource hogs; I first have to decide exactly what I want to do. Thanks again.

Lee Klein

Bruce_L
Posted : Friday, January 11, 2013 3:03:51 PM


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

It looks to be the correct formula for an 18-Period Exponential TSV reversing from going down to going up to me.



-Bruce
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