Registered User Joined: 6/25/2005 Posts: 441
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hi
there is way to create PCF that combine intrady data and daily data?
i want somthing like that
vol of 5 min chart of today >than daily avgv20
THX
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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No, there is not a way to mix daily and intraday time frames in the same Personal Criteria Formula.
There wouldn't be enough 5 minute bars to write your formula in a 5-minute time frame. You would need 1560+ five minute bars for the calculations, but there are only going to be between 500 and 578 five minute bars available.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 6/25/2005 Posts: 441
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ok and what is the formula for 500 five minute bars ?
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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So you want the most recent 5 minutes to have more volume than the entire full average trading day? All of the following formulas use a 5-minute time frame.
If we end the average 5 minutes ago.
V > AVG(SUM(V1, 78), 420)
If we end the average 24 hours ago.
V > AVG(SUM(V78, 78), 340)
Note the above checks a bunch of 24 hour spans only 5 minutes apart. If you want them a full trading day apart, then the version ending 5 minutes ago would be:
V > (SUMV1, 78) + SUM(V79, 78) + SUM(V157, 78) + SUM(V235, 78) + SUM(V313, 78) + SUM(V391, 78)) / 6
And the version ending 24 hours ago would be:
V > (SUM(V78, 78) + SUM(V156, 78) + SUM(V234, 78) + SUM(V312, 78) + SUM(V390, 78)) / 5
If you mean something else, we would need further clarification as to the actual intent of the request.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 6/25/2005 Posts: 441
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i m not sure that i uderstand
why ii cant check this a s precent true indicator?
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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I don't understand the question. All of these formulas could be used as Custom PCF % True Indicators.
Keep in mind that the time frame would be the time frame of the chart. Only in a 5 minute time frame would the instances of 78 actually be a trading day. Other time frames would have a different number of bars in each full trading day.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 6/25/2005 Posts: 441
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hi bruce
i think that one is ok
V > AVG(SUM(V1, 78), 420)
thx for now
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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You're welcome.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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