Download software Tutorial videos
Subscription & data-feed pricing Class schedule


New account application Trading resources
Margin rates Stock & option commissions

Attention: Discussion forums are read-only for extended maintenance until further notice.
Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Price Outside Keltner Channel Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
natew
Posted : Saturday, July 11, 2015 12:18:19 AM
Registered User
Joined: 12/1/2014
Posts: 4

Hello Trainers,

New to the PCF writing so I was hoping someone could help me with the following.

- scan to show stocks with low above top Keltner channel line (2.25ATR, 20period Exponential)

- scan for the opposite (high below Keltner bottom channel line)

For now last bar is fine, ideally I would like to have 10 bar look back.

Thank you for your time and assistance.

 

Bruce_L
Posted : Monday, July 13, 2015 12:11:36 PM


Worden Trainer

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

A Condition Formula for the low being above the top Keltner Channel 20, 2.25 can be written as follows.

L > (XAVGH20 + XAVGL20 + XAVGC20) / 3 + 2.25 * (XAVGH20 - XAVGL20 + .095324514 * ((H < C1) * (H - C1) + (C1 < L) * (C1 - L) + 19 / 21 * ((H1 < C2) * (H1 - C2) + (C2 < L1) * (C2 - L1) + 19 / 21 * ((H2 < C3) * (H2 - C3) + (C3 < L2) * (C3 - L2) + 19 / 21 * ((H3 < C4) * (H3 - C4) + (C4 < L3) * (C4 - L3) + 19 / 21 * ((H4 < C5) * (H4 - C5) + (C5 < L4) * (C5 - L4) + 19 / 21 * ((H5 < C6) * (H5 - C6) + (C6 < L5) * (C6 - L5) + 19 / 21 * ((H6 < C7) * (H6 - C7) + (C7 < L6) * (C7 - L6) + 19 / 21 * ((H7 < C8) * (H7 - C8) + (C8 < L7) * (C8 - L7) + 19 / 21 * ((H8 < C9) * (H8 - C9) + (C9 < L8) * (C9 - L8) + 19 / 21 * ((H9 < C10) * (H9 - C10) + (C10 < L9) * (C10 - L9) + 19 / 21 * ((H10 < C11) * (H10 - C11) + (C11 < L10) * (C11 - L10) + 19 / 21 * ((H11 < C12) * (H11 - C12) + (C12 < L11) * (C12 - L11) + 19 / 21 * ((H12 < C13) * (H12 - C13) + (C13 < L12) * (C13 - L12) + 19 / 21 * ((H13 < C14) * (H13 - C14) + (C14 < L13) * (C14 - L13) + 19 / 21 * ((H14 < C15) * (H14 - C15) + (C15 < L14) * (C15 - L14) + 19 / 21 * ((H15 < C16) * (H15 - C16) + (C16 < L15) * (C16 - L15) + 19 / 21 * ((H16 < C17) * (H16 - C17) + (C17 < L16) * (C17 - L16) + 19 / 21 * ((H17 < C18) * (H17 - C18) + (C18 < L17) * (C18 - L17) + 19 / 21 * ((H18 < C19) * (H18 - C19) + (C19 < L18) * (C19 - L18) + 19 / 21 * ((H19 < C20) * (H19 - C20) + (C20 < L19) * (C20 - L19) + 19 / 21 * ((H20 < C21) * (H20 - C21) + (C21 < L20) * (C21 - L20) + 19 / 21 * ((H21 < C22) * (H21 - C22) + (C22 < L21) * (C22 - L21) + 19 / 21 * ((H22 < C23) * (H22 - C23) + (C23 < L22) * (C23 - L22) + 19 / 21 * ((H23 < C24) * (H23 - C24) + (C24 < L23) * (C24 - L23) + 19 / 21 * ((H24 < C25) * (H24 - C25) + (C25 < L24) * (C25 - L24) + 19 / 21 * ((H25 < C26) * (H25 - C26) + (C26 < L25) * (C26 - L25) + 19 / 21 * ((H26 < C27) * (H26 - C27) + (C27 < L26) * (C27 - L26) + 19 / 21 * ((H27 < C28) * (H27 - C28) + (C28 < L27) * (C28 - L27) + 19 / 21 * ((H28 < C29) * (H28 - C29) + (C29 < L28) * (C29 - L28) + 19 / 21 * ((H29 < C30) * (H29 - C30) + (C30 < L29) * (C30 - L29) + 19 / 21 * ((H30 < C31) * (H30 - C31) + (C31 < L30) * (C31 - L30) + 19 / 21 * ((H31 < C32) * (H31 - C32) + (C32 < L31) * (C32 - L31) + 19 / 21 * ((H32 < C33) * (H32 - C33) + (C33 < L32) * (C33 - L32) + 19 / 21 * ((H33 < C34) * (H33 - C34) + (C34 < L33) * (C34 - L33) + 19 / 21 * ((H34 < C35) * (H34 - C35) + (C35 < L34) * (C35 - L34) + 19 / 21 * ((H35 < C36) * (H35 - C36) + (C36 < L35) * (C36 - L35) + 19 / 21 * ((H36 < C37) * (H36 - C37) + (C37 < L36) * (C37 - L36) + 19 / 21 * ((H37 < C38) * (H37 - C38) + (C38 < L37) * (C38 - L37) + 19 / 21 * ((H38 < C39) * (H38 - C39) + (C39 < L38) * (C39 - L38) + 19 / 21 * ((H39 < C40) * (H39 - C40) + (C40 < L39) * (C40 - L39) + 19 / 21 * ((H40 < C41) * (H40 - C41) + (C41 < L40) * (C41 - L40) + 19 / 21 * ((H41 < C42) * (H41 - C42) + (C42 < L41) * (C42 - L41) + 19 / 21 * ((H42 < C43) * (H42 - C43) + (C43 < L42) * (C43 - L42) + 19 / 21 * ((H43 < C44) * (H43 - C44) + (C44 < L43) * (C44 - L43) + 19 / 21 * ((H44 < C45) * (H44 - C45) + (C45 < L44) * (C45 - L44) + 19 / 21 * ((H45 < C46) * (H45 - C46) + (C46 < L45) * (C46 - L45) + 19 / 21 * ((H46 < C47) * (H46 - C47) + (C47 < L46) * (C47 - L46) + 19 / 21 * ((H47 < C48) * (H47 - C48) + (C48 < L47) * (C48 - L47) + 19 / 21 * ((H48 < C49) * (H48 - C49) + (C49 < L48) * (C49 - L48) + 19 / 21 * ((H49 < C50) * (H49 - C50) + (C50 < L49) * (C50 - L49) + 19 / 21 * ((H50 < C51) * (H50 - C51) + (C51 < L50) * (C51 - L50) + 19 / 21 * ((H51 < C52) * (H51 - C52) + (C52 < L51) * (C52 - L51) + 19 / 21 * ((H52 < C53) * (H52 - C53) + (C53 < L52) * (C53 - L52) + 19 / 21 * ((H53 < C54) * (H53 - C54) + (C54 < L53) * (C54 - L53) + 19 / 21 * ((H54 < C55) * (H54 - C55) + (C55 < L54) * (C55 - L54) + 19 / 21 * ((H55 < C56) * (H55 - C56) + (C56 < L55) * (C56 - L55) + 19 / 21 * ((H56 < C57) * (H56 - C57) + (C57 < L56) * (C57 - L56) + 19 / 21 * ((H57 < C58) * (H57 - C58) + (C58 < L57) * (C58 - L57) + 19 / 21 * ((H58 < C59) * (H58 - C59) + (C59 < L58) * (C59 - L58) + 19 / 21 * ((H59 < C60) * (H59 - C60) + (C60 < L59) * (C60 - L59) + 19 / 21 * ((H60 < C61) * (H60 - C61) + (C61 < L60) * (C61 - L60) + 19 / 21 * ((H61 < C62) * (H61 - C62) + (C62 < L61) * (C62 - L61) + 19 / 21 * ((H62 < C63) * (H62 - C63) + (C63 < L62) * (C63 - L62) + 19 / 21 * ((H63 < C64) * (H63 - C64) + (C64 < L63) * (C64 - L63) + 19 / 21 * ((H64 < C65) * (H64 - C65) + (C65 < L64) * (C65 - L64) + 19 / 21 * ((H65 < C66) * (H65 - C66) + (C66 < L65) * (C66 - L65) + 19 / 21 * ((H66 < C67) * (H66 - C67) + (C67 < L66) * (C67 - L66) + 19 / 21 * ((H67 < C68) * (H67 - C68) + (C68 < L67) * (C68 - L67) + 19 / 21 * ((H68 < C69) * (H68 - C69) + (C69 < L68) * (C69 - L68) + 19 / 21 * ((H69 < C70) * (H69 - C70) + (C70 < L69) * (C70 - L69))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))

A Condition Formula for the high being below the bottom Keltner Channel 20, 2.25 can be written as follows.

H < (XAVGH20 + XAVGL20 + XAVGC20) / 3 - 2.25 * (XAVGH20 - XAVGL20 + .095324514 * ((H < C1) * (H - C1) + (C1 < L) * (C1 - L) + 19 / 21 * ((H1 < C2) * (H1 - C2) + (C2 < L1) * (C2 - L1) + 19 / 21 * ((H2 < C3) * (H2 - C3) + (C3 < L2) * (C3 - L2) + 19 / 21 * ((H3 < C4) * (H3 - C4) + (C4 < L3) * (C4 - L3) + 19 / 21 * ((H4 < C5) * (H4 - C5) + (C5 < L4) * (C5 - L4) + 19 / 21 * ((H5 < C6) * (H5 - C6) + (C6 < L5) * (C6 - L5) + 19 / 21 * ((H6 < C7) * (H6 - C7) + (C7 < L6) * (C7 - L6) + 19 / 21 * ((H7 < C8) * (H7 - C8) + (C8 < L7) * (C8 - L7) + 19 / 21 * ((H8 < C9) * (H8 - C9) + (C9 < L8) * (C9 - L8) + 19 / 21 * ((H9 < C10) * (H9 - C10) + (C10 < L9) * (C10 - L9) + 19 / 21 * ((H10 < C11) * (H10 - C11) + (C11 < L10) * (C11 - L10) + 19 / 21 * ((H11 < C12) * (H11 - C12) + (C12 < L11) * (C12 - L11) + 19 / 21 * ((H12 < C13) * (H12 - C13) + (C13 < L12) * (C13 - L12) + 19 / 21 * ((H13 < C14) * (H13 - C14) + (C14 < L13) * (C14 - L13) + 19 / 21 * ((H14 < C15) * (H14 - C15) + (C15 < L14) * (C15 - L14) + 19 / 21 * ((H15 < C16) * (H15 - C16) + (C16 < L15) * (C16 - L15) + 19 / 21 * ((H16 < C17) * (H16 - C17) + (C17 < L16) * (C17 - L16) + 19 / 21 * ((H17 < C18) * (H17 - C18) + (C18 < L17) * (C18 - L17) + 19 / 21 * ((H18 < C19) * (H18 - C19) + (C19 < L18) * (C19 - L18) + 19 / 21 * ((H19 < C20) * (H19 - C20) + (C20 < L19) * (C20 - L19) + 19 / 21 * ((H20 < C21) * (H20 - C21) + (C21 < L20) * (C21 - L20) + 19 / 21 * ((H21 < C22) * (H21 - C22) + (C22 < L21) * (C22 - L21) + 19 / 21 * ((H22 < C23) * (H22 - C23) + (C23 < L22) * (C23 - L22) + 19 / 21 * ((H23 < C24) * (H23 - C24) + (C24 < L23) * (C24 - L23) + 19 / 21 * ((H24 < C25) * (H24 - C25) + (C25 < L24) * (C25 - L24) + 19 / 21 * ((H25 < C26) * (H25 - C26) + (C26 < L25) * (C26 - L25) + 19 / 21 * ((H26 < C27) * (H26 - C27) + (C27 < L26) * (C27 - L26) + 19 / 21 * ((H27 < C28) * (H27 - C28) + (C28 < L27) * (C28 - L27) + 19 / 21 * ((H28 < C29) * (H28 - C29) + (C29 < L28) * (C29 - L28) + 19 / 21 * ((H29 < C30) * (H29 - C30) + (C30 < L29) * (C30 - L29) + 19 / 21 * ((H30 < C31) * (H30 - C31) + (C31 < L30) * (C31 - L30) + 19 / 21 * ((H31 < C32) * (H31 - C32) + (C32 < L31) * (C32 - L31) + 19 / 21 * ((H32 < C33) * (H32 - C33) + (C33 < L32) * (C33 - L32) + 19 / 21 * ((H33 < C34) * (H33 - C34) + (C34 < L33) * (C34 - L33) + 19 / 21 * ((H34 < C35) * (H34 - C35) + (C35 < L34) * (C35 - L34) + 19 / 21 * ((H35 < C36) * (H35 - C36) + (C36 < L35) * (C36 - L35) + 19 / 21 * ((H36 < C37) * (H36 - C37) + (C37 < L36) * (C37 - L36) + 19 / 21 * ((H37 < C38) * (H37 - C38) + (C38 < L37) * (C38 - L37) + 19 / 21 * ((H38 < C39) * (H38 - C39) + (C39 < L38) * (C39 - L38) + 19 / 21 * ((H39 < C40) * (H39 - C40) + (C40 < L39) * (C40 - L39) + 19 / 21 * ((H40 < C41) * (H40 - C41) + (C41 < L40) * (C41 - L40) + 19 / 21 * ((H41 < C42) * (H41 - C42) + (C42 < L41) * (C42 - L41) + 19 / 21 * ((H42 < C43) * (H42 - C43) + (C43 < L42) * (C43 - L42) + 19 / 21 * ((H43 < C44) * (H43 - C44) + (C44 < L43) * (C44 - L43) + 19 / 21 * ((H44 < C45) * (H44 - C45) + (C45 < L44) * (C45 - L44) + 19 / 21 * ((H45 < C46) * (H45 - C46) + (C46 < L45) * (C46 - L45) + 19 / 21 * ((H46 < C47) * (H46 - C47) + (C47 < L46) * (C47 - L46) + 19 / 21 * ((H47 < C48) * (H47 - C48) + (C48 < L47) * (C48 - L47) + 19 / 21 * ((H48 < C49) * (H48 - C49) + (C49 < L48) * (C49 - L48) + 19 / 21 * ((H49 < C50) * (H49 - C50) + (C50 < L49) * (C50 - L49) + 19 / 21 * ((H50 < C51) * (H50 - C51) + (C51 < L50) * (C51 - L50) + 19 / 21 * ((H51 < C52) * (H51 - C52) + (C52 < L51) * (C52 - L51) + 19 / 21 * ((H52 < C53) * (H52 - C53) + (C53 < L52) * (C53 - L52) + 19 / 21 * ((H53 < C54) * (H53 - C54) + (C54 < L53) * (C54 - L53) + 19 / 21 * ((H54 < C55) * (H54 - C55) + (C55 < L54) * (C55 - L54) + 19 / 21 * ((H55 < C56) * (H55 - C56) + (C56 < L55) * (C56 - L55) + 19 / 21 * ((H56 < C57) * (H56 - C57) + (C57 < L56) * (C57 - L56) + 19 / 21 * ((H57 < C58) * (H57 - C58) + (C58 < L57) * (C58 - L57) + 19 / 21 * ((H58 < C59) * (H58 - C59) + (C59 < L58) * (C59 - L58) + 19 / 21 * ((H59 < C60) * (H59 - C60) + (C60 < L59) * (C60 - L59) + 19 / 21 * ((H60 < C61) * (H60 - C61) + (C61 < L60) * (C61 - L60) + 19 / 21 * ((H61 < C62) * (H61 - C62) + (C62 < L61) * (C62 - L61) + 19 / 21 * ((H62 < C63) * (H62 - C63) + (C63 < L62) * (C63 - L62) + 19 / 21 * ((H63 < C64) * (H63 - C64) + (C64 < L63) * (C64 - L63) + 19 / 21 * ((H64 < C65) * (H64 - C65) + (C65 < L64) * (C65 - L64) + 19 / 21 * ((H65 < C66) * (H65 - C66) + (C66 < L65) * (C66 - L65) + 19 / 21 * ((H66 < C67) * (H66 - C67) + (C67 < L66) * (C67 - L66) + 19 / 21 * ((H67 < C68) * (H67 - C68) + (C68 < L67) * (C68 - L67) + 19 / 21 * ((H68 < C69) * (H68 - C69) + (C69 < L68) * (C69 - L68) + 19 / 21 * ((H69 < C70) * (H69 - C70) + (C70 < L69) * (C70 - L69))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))

You can use a Condition Formula as the Boolean Formula in in a Custom PCF % True Indicator with its Average Type set to Simple to determine the percentage of the time the Boolean Formula was true over the Period of the Custom PCF % True Indicator.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
natew
Posted : Tuesday, July 14, 2015 6:01:15 PM
Registered User
Joined: 12/1/2014
Posts: 4

Thank you Bruce.

Bruce_L
Posted : Wednesday, July 15, 2015 9:53:20 AM


Worden Trainer

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

You're welcome.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Users browsing this topic
Guest-1

Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.