stochastics |
Gold User, Member, TeleChart
|
Registered User |
|
|
|
|
Gender: |
|
Sunday, March 3, 2013 |
Saturday, January 11, 2020 1:15:55 PM |
57 [0.02% of all post / 0.01 posts per day] |
|
What is the difference betw/ Standard Deviation & Average True Range?
Is one more reliable than the other? Is the correlation strong (very strong)?
|
Morning Bruce,
I'm trying to view historical Monthly or Seasonal changes w/in ETF sectors using the following PCF:
100 * ((AVGC5 / AVGC21) / 1 - 1)
1yr ago approx = 100 * ((AVGC5.252 / AVGC21.252) / 1 - 1)
But > 1 yr data isn't available.
In order to view > 1yr of data, could I just as easity view the PCF.252 on a weekly chart to get an average of how that ETF performed over the past 5 years?
Or is there a better way to get at least 5 years of historical data of how an ETF performed 1 yr ago for the past 5 years?
Thank you in advance!
|
Question 1: how far to anticipate a stock moving
Question 2: and by what timeframe to get there.
Does the above % True PCF answer both Questions (historically)? And if so, instead of using MAXC30 - C30 > 5, is it possible to figure 5% (not $5)?
What would be the % True PCF for the opposite: check for the symbol just going down?
Thanks in advance!
PS: Is there another way of considering (historically), how far a move & in what timeframe?
e.g, 100 * (c / XAVGC30 - 1) >5
|
Hi Bruce,
May I get ATR 14 as a percent of its stock price?
I'm looking for hedged trading stocks that have a decent – but not extreme — amount of daily movement.
|
Bruce,
Please help w/ 2 Formulas:
XAVGC3 crossing its own 2-period exponential moving average in either direction
and
DeMA 2 crossing its own 2-period exponential moving average in either direction
2 * XAVGC2 - XAVG(XAVGC2,2) ?
|
Morning Bruce,
Subject: A watchlist column - Numeric value when boolean condition is met:
I want to add to my watchlist a price column based on when this boolean condition is met:
XAVGC5 > XAVG(XAVGC5,2)
Is there a PCF that will identify price - only when it first becomes true (& another column when it first becomes false)?
And that will update as a watchlist column when the condition becomes true (or false) again?
|
Bruce,
I like it & thank you for the PCF!
For a period < 50 bars, I would just take off both sides of the formula? For example, if I wanted a 49 day period I would eliminate the following:
+V49 * (C49 < C50)
+ V49 * (C49 > C50)
Thank you again!
|
Please help w/ a Up/Down Volume Ratio PCF.
Thesis: Up/Down Volume Ratio = ratio of toatal volume on up-closing days, divided by the total volume on down-closing days, over 50 trading sessions.
A value of >1 usually indicates more buying than selling interest, & a value <1 indicates greater selling. Accumulation/Distribution
|
Bruce,
It doesn't seem to plot for any stock. The calculation always returns a value of zero.
|
Morning Bruce,
Please help w/ a PCF for the 5 DEMA crossing the 13 DEMA in either direction.
2 * XAVGC5 - XAVG(XAVGC5,5)
2 * XAVGC13 - XAVG(XAVGC13,13)
|
|