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Registered User Joined: 11/17/2010 Posts: 14
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Hello,
I am trying to create a scan on Moving Linear Regression crossing down / up price line. I does not show any results
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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Thank you for reporting the issue. I have submitted your bug report to development.
I can probably create a Condition Formula to get around the issue if you provide the settings of the Moving Linear Regression indicator.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 11/17/2010 Posts: 14
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Thanks Bruce,
Yes, I would like to one created.
Thanks
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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I would need to know the settings of the Moving Linear Regression indicator to help you create the Condition Formula.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 11/17/2010 Posts: 14
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I would like 13 day period.
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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A Condition Formula for price crossing up through its own 13-period moving linear regression can be written as:
C > AVGC13 + 6 * (6 * C + 5 * C1 + 4 * C2 + 3 * C3 + 2 * C4 + C5 - C7 - 2 * C8 - 3 * C9 - 4 * C10 - 5 * C11 - 6 * C12) / 182 AND C1 <= AVGC13.1 + 6 * (6 * C1 + 5 * C2 + 4 * C3 + 3 * C4 + 2 * C5 + C6 - C8 - 2 * C9 - 3 * C10 - 4 * C11 - 5 * C12 - 6 * C13) / 182
A Condition Formula for price crossing down through its own 13-period moving linear regression can be written as:
C < AVGC13 + 6 * (6 * C + 5 * C1 + 4 * C2 + 3 * C3 + 2 * C4 + C5 - C7 - 2 * C8 - 3 * C9 - 4 * C10 - 5 * C11 - 6 * C12) / 182 AND C1 >= AVGC13.1 + 6 * (6 * C1 + 5 * C2 + 4 * C3 + 3 * C4 + 2 * C5 + C6 - C8 - 2 * C9 - 3 * C10 - 4 * C11 - 5 * C12 - 6 * C13) / 182
A Condition Formula for price crossing through its own 13-period moving linear regression in either direction can be written as:
SGN(AVGC13 + 6 * (6 * C + 5 * C1 + 4 * C2 + 3 * C3 + 2 * C4 + C5 - C7 - 2 * C8 - 3 * C9 - 4 * C10 - 5 * C11 - 6 * C12) / 182 - C) <> SGN(AVGC13.1 + 6 * (6 * C1 + 5 * C2 + 4 * C3 + 3 * C4 + 2 * C5 + C6 - C8 - 2 * C9 - 3 * C10 - 4 * C11 - 5 * C12 - 6 * C13) / 182 - C1)
Using Linear Regression vs Classical Peaks/Valleys for Divergence Analysis
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 11/17/2010 Posts: 14
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Thanks a lot Bruce. Your help is very much appreciated.
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Registered User Joined: 11/17/2010 Posts: 14
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Hi Bruce,
It doesn't work consistently. I want the price moving down / up today.
The current behavior is more or less as MLR > price or MLR < price
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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Please provide specific examples as it most definitely does not behave that way in my copy of TC2000.
The first formula only returns true when the close of the previous bar was at or below the moving linear regression and the close of the current bar is above the moving linear regression.
The second formula only returns true when the close of the previous bar was at or above the moving linear regression and the close of the current bar is below the moving linear regression.
The third formula only returns true when the close of the previous bar was on one side of the moving linear regression and the close of the current bar is on the other side of the moving linear regression.
The cross always happens between the previous bar and the current bar. The formulas do not return true unless this is the case.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 11/17/2010 Posts: 14
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Sorry Bruce,
I use only the first two. I now changed the chart to line intead of OLC which gives me better insight on crossing , especially in cases like FLS (for price moving up) and LMT (price moving down)
Thanks
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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A cross is almost always defined as price closing on one side of the line during the previous bar and being on the other side of the line during the current bar.
If you have something else in mind which involves the open, high and low in addition to the close, you would need to provide the specifics on how you wish to define the cross.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 3/3/2013 Posts: 57
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Morning Bruce,
May I have a PCF for 10-period moving linear regression crossing it's own 2 moving avg. (offset +1) in either direction please. I tried the following but I cannot get it to work...
Thanks in advance!
SGN(AVGC10 + 4.5 * (4.5 * C + 3.5 * C1 + 2.5 * C2 + 1.5 * C3 + 0.5 * C4 - 0.5 * C5 - 1.5 * C6 - 2.5 * C7 - 3.5 * C8 - 4.5 * C9) / 82.5 - AVGH2.1 - AVGL2.1 - AVGC2.1) <> SGN(AVGC10.1 + 4.5 * (4.5 * C1 + 3.5 * C2 + 2.5 * C32+ 1.5 * C4 + 0.5 * C5 - 0.5 * C6 - 1.5 * C7 - 2.5 * C8 - 3.5 * C9 - 4.5 * C10) / 82.5 - AVGH2.2 - AVGL2.2 - AVGC2.2)
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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Please try the following Condition Formula.
SGN(38 * C + 13 * (C1 + C10) + 8 * C11 - 72 * AVGC8.2) <> SGN(38 * C1 + 13 * (C2 + C11) + 8 * C12 - 72 * AVGC8.3)
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 3/3/2013 Posts: 57
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TY It performs excellently! I'd like to also add a PCF that shows MLR10 > (its own) AVGC2 (offset +1) please.
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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Please try the following Condition Formula:
38 * C + 13 * (C1 + C10) + 8 * C11 > 72 * AVGC8.2
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 8/10/2014 Posts: 10
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Hello Bruce,
I am having exactly the same issue. I'm trying to scan for a crossing of the moving linear regression 10 and 30. But nothing is found. Visual inspection shows plenty of charts meeting the criteria. I''m using the settings as shown in the attached screenshot. Could you please have a look?
PS: I tried it with verion 16 and 17, both the same issue
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Registered User Joined: 3/17/2016 Posts: 48
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I had the same issue in V16, it appears to be a bug.
Back in 2016, I was using Moving Linear Regression 16 periods crossing up 2 Period Simple Moving Average Linear Regression 16, it didnt work. It looks like its still not fixed.
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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A Condition Formula for the MLR10 of price crossing up through the MLR30 of price within the most recent 12 bars can be written as follows in TC2000 v17.
XUP(3 * FAVGC10 - 2 * AVGC10, 3 * FAVGC30 - 2 * AVGC30, 12)
-Bruce Personal Criteria Formulas TC2000 Support Articles
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