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traderlady
Posted : Thursday, June 13, 2013 1:38:55 PM
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Joined: 10/7/2004
Posts: 1,178

I'd like a PCF that places the Close a small percentage above or below a  40-Period Forward-Weighted Moving Average.

Also, the same PCF, calculated with a 40-Period Exponential Moving Average.

Thanks for your work, Bruce!

Bruce_L
Posted : Thursday, June 13, 2013 1:47:50 PM


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A Condition Formula for price being within 1% of a 40-Period Front Weighted Moving Average could be written as:

ABS(820 * C / (40 * C + 39 * C1 + 38 * C2 + 37 * C3 + 36 * C4 + 35 * C5 + 34 * C6 + 33 * C7 + 32 * C8 + 31 * C9 + 30 * C10 + 29 * C11 + 28 * C12 + 27 * C13 + 26 * C14 + 25 * C15 + 24 * C16 + 23 * C17 + 22 * C18 + 21 * C19 + 20 * C20 + 19 * C21 + 18 * C22 + 17 * C23 + 16 * C24 + 15 * C25 + 14 * C26 + 13 * C27 + 12 * C28 + 11 * C29 + 10 * C30 + 9 * C31 + 8 * C32 + 7 * C33 + 6 * C34 + 5 * C35 + 4 * C36 + 3 * C37 + 2 * C38 + C39) - 1) <= .01

A Condition Formula for price being within 1% of a 40-Period Exponential Moving Average could be written as:

ABS(C / XAVGC40 - 1) <= .01

You can adjust the percentage in both Condition Formulas by adjusting the <= .01 at the end.

PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!



-Bruce
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traderlady
Posted : Friday, June 14, 2013 4:58:00 PM
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Posts: 1,178

Bruce,  I've been experimenting with increasing the percent (the final two numbers) in PCF you provided for price being within 1% of a 40-Period Weighted Moving Average.

I don't understand why, but the same ETFs or stocks are coming up no matter the number.  Could you please check this out for me making sure this PCF is correct -- let's say whether the final two digits are 01 (as in your formula) or 05.

ABS(820 * C / (40 * C + 39 * C1 + 38 * C2 + 37 * C3 + 36 * C4 + 35 * C5 + 34 * C6 + 33 * C7 + 32 * C8 + 31 * C9 + 30 * C10 + 29 * C11 + 28 * C12 + 27 * C13 + 26 * C14 + 25 * C15 + 24 * C16 + 23 * C17 + 22 * C18 + 21 * C19 + 20 * C20 + 19 * C21 + 18 * C22 + 17 * C23 + 16 * C24 + 15 * C25 + 14 * C26 + 13 * C27 + 12 * C28 + 11 * C29 + 10 * C30 + 9 * C31 + 8 * C32 + 7 * C33 + 6 * C34 + 5 * C35 + 4 * C36 + 3 * C37 + 2 * C38 + C39) - 1) <= .01

Thanks much.

Bruce_L
Posted : Friday, June 14, 2013 5:01:28 PM


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

My guess is that you are not deleting and replacing the various copies of the PCF after you edit it. Any copies of the PCF that you have created are not linked to the original in any way.

If for example, you have used the PCF as a WatchList Column or EasyScan Condition, those copies would not change when you edit the original PCF. These copies will be based on the older version of the original PCF from which they were created.



-Bruce
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traderlady
Posted : Friday, June 14, 2013 5:32:24 PM
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Bruce, I've found one problem relating to my last post

But, I am still experimenting, this time with  a Simple Average -- thus, the PCF becomes...

ABS(C / AVGC40 - 1) <= .05.

In my columns, I have added AvgC40 (resulting in values) and AvgC40*.95 (also resulting in values).  The problem is this:  My logic says the Close value should be equal to or less than AvgC40*.95.  However, my results show numbers that are ABOVE avgC40*.95.

Can you explain what is wrong?

With ETFs, three examples are EWT, EWI, and XME.

 

Bruce_L
Posted : Friday, June 14, 2013 6:31:38 PM


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ABS(C / AVGC40 - 1) <= .05 represents price being within 5% of its 40-period simple moving average in either direction. If you want price to be at least 5% below its 40-period simple moving average, you would want:

C <= .95 * AVGC40



-Bruce
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traderlady
Posted : Friday, June 14, 2013 10:39:25 PM
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C <= .95 * AVGC40

1) How can this PCF be converted to C<= .95 * FWAvgC40?

2) How can it be converted, also, to C<= .95 FWAvgC30?

You're appreciated!

If you're a Dad, have a Happy Father's Day on Sunday.

Bruce_L
Posted : Monday, June 17, 2013 8:50:55 AM


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For the 40-Period Front Weighted Moving Average this would be:

C <= .95 * (40 * C + 39 * C1 + 38 * C2 + 37 * C3 + 36 * C4 + 35 * C5 + 34 * C6 + 33 * C7 + 32 * C8 + 31 * C9 + 30 * C10 + 29 * C11 + 28 * C12 + 27 * C13 + 26 * C14 + 25 * C15 + 24 * C16 + 23 * C17 + 22 * C18 + 21 * C19 + 20 * C20 + 19 * C21 + 18 * C22 + 17 * C23 + 16 * C24 + 15 * C25 + 14 * C26 + 13 * C27 + 12 * C28 + 11 * C29 + 10 * C30 + 9 * C31 + 8 * C32 + 7 * C33 + 6 * C34 + 5 * C35 + 4 * C36 + 3 * C37 + 2 * C38 + C39) / 820

For the 30-Period Front Weighted Moving Average this would be:

C <= .95 * (30 * C + 29 * C1 + 28 * C2 + 27 * C3 + 26 * C4 + 25 * C5 + 24 * C6 + 23 * C7 + 22 * C8 + 21 * C9 + 20 * C10 + 19 * C11 + 18 * C12 + 17 * C13 + 16 * C14 + 15 * C15 + 14 * C16 + 13 * C17 + 12 * C18 + 11 * C19 + 10 * C20 + 9 * C21 + 8 * C22 + 7 * C23 + 6 * C24 + 5 * C25 + 4 * C26 + 3 * C27 + 2 * C28 + 1 * C29) / 465



-Bruce
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yiupang91
Posted : Monday, August 5, 2013 7:53:14 AM
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Bruce, can you do the same for a 120-Period Front Weighted Moving Average? 

thanks

Bruce_L
Posted : Monday, August 5, 2013 9:15:46 AM


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Please try the following Condition Formula to identify symbols which are at least 5% below their 120-Period Front Weighted Moving Average:

C <= .95 * (120 * C + 119 * C1 + 118 * C2 + 117 * C3 + 116 * C4 + 115 * C5 + 114 * C6 + 113 * C7 + 112 * C8 + 111 * C9 + 110 * C10 + 109 * C11 + 108 * C12 + 107 * C13 + 106 * C14 + 105 * C15 + 104 * C16 + 103 * C17 + 102 * C18 + 101 * C19 + 100 * C20 + 99 * C21 + 98 * C22 + 97 * C23 + 96 * C24 + 95 * C25 + 94 * C26 + 93 * C27 + 92 * C28 + 91 * C29 + 90 * C30 + 89 * C31 + 88 * C32 + 87 * C33 + 86 * C34 + 85 * C35 + 84 * C36 + 83 * C37 + 82 * C38 + 81 * C39 + 80 * C40 + 79 * C41 + 78 * C42 + 77 * C43 + 76 * C44 + 75 * C45 + 74 * C46 + 73 * C47 + 72 * C48 + 71 * C49 + 70 * C50 + 69 * C51 + 68 * C52 + 67 * C53 + 66 * C54 + 65 * C55 + 64 * C56 + 63 * C57 + 62 * C58 + 61 * C59 + 60 * C60 + 59 * C61 + 58 * C62 + 57 * C63 + 56 * C64 + 55 * C65 + 54 * C66 + 53 * C67 + 52 * C68 + 51 * C69 + 50 * C70 + 49 * C71 + 48 * C72 + 47 * C73 + 46 * C74 + 45 * C75 + 44 * C76 + 43 * C77 + 42 * C78 + 41 * C79 + 40 * C80 + 39 * C81 + 38 * C82 + 37 * C83 + 36 * C84 + 35 * C85 + 34 * C86 + 33 * C87 + 32 * C88 + 31 * C89 + 30 * C90 + 29 * C91 + 28 * C92 + 27 * C93 + 26 * C94 + 25 * C95 + 24 * C96 + 23 * C97 + 22 * C98 + 21 * C99 + 20 * C100 + 19 * C101 + 18 * C102 + 17 * C103 + 16 * C104 + 15 * C105 + 14 * C106 + 13 * C107 + 12 * C108 + 11 * C109 + 10 * C110 + 9 * C111 + 8 * C112 + 7 * C113 + 6 * C114 + 5 * C115 + 4 * C116 + 3 * C117 + 2 * C118 + C119) / 7260



-Bruce
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yiupang91
Posted : Monday, August 5, 2013 10:37:32 AM
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what about 1% above/below the 120-Period Front Weighted Moving average?

 

thanks

Bruce_L
Posted : Monday, August 5, 2013 10:44:23 AM


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

Please try the following Condition Formula to check for price being at least 1% away from the moving average:

ABS(7260 * C / (120 * C + 119 * C1 + 118 * C2 + 117 * C3 + 116 * C4 + 115 * C5 + 114 * C6 + 113 * C7 + 112 * C8 + 111 * C9 + 110 * C10 + 109 * C11 + 108 * C12 + 107 * C13 + 106 * C14 + 105 * C15 + 104 * C16 + 103 * C17 + 102 * C18 + 101 * C19 + 100 * C20 + 99 * C21 + 98 * C22 + 97 * C23 + 96 * C24 + 95 * C25 + 94 * C26 + 93 * C27 + 92 * C28 + 91 * C29 + 90 * C30 + 89 * C31 + 88 * C32 + 87 * C33 + 86 * C34 + 85 * C35 + 84 * C36 + 83 * C37 + 82 * C38 + 81 * C39 + 80 * C40 + 79 * C41 + 78 * C42 + 77 * C43 + 76 * C44 + 75 * C45 + 74 * C46 + 73 * C47 + 72 * C48 + 71 * C49 + 70 * C50 + 69 * C51 + 68 * C52 + 67 * C53 + 66 * C54 + 65 * C55 + 64 * C56 + 63 * C57 + 62 * C58 + 61 * C59 + 60 * C60 + 59 * C61 + 58 * C62 + 57 * C63 + 56 * C64 + 55 * C65 + 54 * C66 + 53 * C67 + 52 * C68 + 51 * C69 + 50 * C70 + 49 * C71 + 48 * C72 + 47 * C73 + 46 * C74 + 45 * C75 + 44 * C76 + 43 * C77 + 42 * C78 + 41 * C79 + 40 * C80 + 39 * C81 + 38 * C82 + 37 * C83 + 36 * C84 + 35 * C85 + 34 * C86 + 33 * C87 + 32 * C88 + 31 * C89 + 30 * C90 + 29 * C91 + 28 * C92 + 27 * C93 + 26 * C94 + 25 * C95 + 24 * C96 + 23 * C97 + 22 * C98 + 21 * C99 + 20 * C100 + 19 * C101 + 18 * C102 + 17 * C103 + 16 * C104 + 15 * C105 + 14 * C106 + 13 * C107 + 12 * C108 + 11 * C109 + 10 * C110 + 9 * C111 + 8 * C112 + 7 * C113 + 6 * C114 + 5 * C115 + 4 * C116 + 3 * C117 + 2 * C118 + C119) - 1) >= .01



-Bruce
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yiupang91
Posted : Monday, August 5, 2013 12:56:36 PM
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Posts: 7

not working here..  i am showing candidates that are over 5% from its 120 weighted average

yiupang91
Posted : Monday, August 5, 2013 12:57:45 PM
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Posts: 7

e.g Scan all stocks showing within 1% above/below the 120 FW  MA

Bruce_L
Posted : Monday, August 5, 2013 1:30:47 PM


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

As stated in the description of the formula as given in my response, the Condition Formula was written for being at least 1% away from the moving average as all of the most recent posts were for being at least 5% below the moving average.

If you want to check for being within 1% of the moving average, you would need to change the >= at the end of the formula to <= instead:

ABS(7260 * C / (120 * C + 119 * C1 + 118 * C2 + 117 * C3 + 116 * C4 + 115 * C5 + 114 * C6 + 113 * C7 + 112 * C8 + 111 * C9 + 110 * C10 + 109 * C11 + 108 * C12 + 107 * C13 + 106 * C14 + 105 * C15 + 104 * C16 + 103 * C17 + 102 * C18 + 101 * C19 + 100 * C20 + 99 * C21 + 98 * C22 + 97 * C23 + 96 * C24 + 95 * C25 + 94 * C26 + 93 * C27 + 92 * C28 + 91 * C29 + 90 * C30 + 89 * C31 + 88 * C32 + 87 * C33 + 86 * C34 + 85 * C35 + 84 * C36 + 83 * C37 + 82 * C38 + 81 * C39 + 80 * C40 + 79 * C41 + 78 * C42 + 77 * C43 + 76 * C44 + 75 * C45 + 74 * C46 + 73 * C47 + 72 * C48 + 71 * C49 + 70 * C50 + 69 * C51 + 68 * C52 + 67 * C53 + 66 * C54 + 65 * C55 + 64 * C56 + 63 * C57 + 62 * C58 + 61 * C59 + 60 * C60 + 59 * C61 + 58 * C62 + 57 * C63 + 56 * C64 + 55 * C65 + 54 * C66 + 53 * C67 + 52 * C68 + 51 * C69 + 50 * C70 + 49 * C71 + 48 * C72 + 47 * C73 + 46 * C74 + 45 * C75 + 44 * C76 + 43 * C77 + 42 * C78 + 41 * C79 + 40 * C80 + 39 * C81 + 38 * C82 + 37 * C83 + 36 * C84 + 35 * C85 + 34 * C86 + 33 * C87 + 32 * C88 + 31 * C89 + 30 * C90 + 29 * C91 + 28 * C92 + 27 * C93 + 26 * C94 + 25 * C95 + 24 * C96 + 23 * C97 + 22 * C98 + 21 * C99 + 20 * C100 + 19 * C101 + 18 * C102 + 17 * C103 + 16 * C104 + 15 * C105 + 14 * C106 + 13 * C107 + 12 * C108 + 11 * C109 + 10 * C110 + 9 * C111 + 8 * C112 + 7 * C113 + 6 * C114 + 5 * C115 + 4 * C116 + 3 * C117 + 2 * C118 + C119) - 1) >= .01



-Bruce
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