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3 MA X 18 MA PCF for a weekly chart Rate this Topic:
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hkuhn
Posted : Thursday, March 9, 2006 2:37:40 PM
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Joined: 10/7/2004
Posts: 7
Hi,
I'm generally pretty good at writing PCFs, but this one has me stumped.

I want to create a PCF for the 3 SMA crossing the 18 SMA to be used on a weekly chart.

I know that PCFs run on a daily charts w/ daily data, but what numbers do I use for that PCF to run on a weekly chart.

I would put this PCF in the Sort and play it against a large list of stocks or include it in a EasyScan w/ other criteria.

Thanks,

Harold Kuhn
Bruce_L
Posted : Thursday, March 9, 2006 3:24:45 PM


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Joined: 10/7/2004
Posts: 65,138
The following should find crossovers in either direction:

SGN(5 * (C + C5 + C10) - C15 - C20 - C25 - C30 - C35 - C40 - C45 - C50 - C55 - C60 - C65 - C70 - C75 - C80 - C85) - SGN(5 * (C5 + C10 + C15) - C20 - C25 - C30 - C35 - C40 - C45 - C50 - C55 - C60 - C65 - C70 - C75 - C80 - C85 - C90) <> 0

You could change the <> to a > to find the Weekly SMA3 crossing up through the Weekly SMA18 or to a < to find the Weekly SMA3 crossing down through the Weekly SMA18.

-Bruce
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hkuhn
Posted : Thursday, March 9, 2006 5:43:39 PM
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Joined: 10/7/2004
Posts: 7
Thanks a lot!

Now can you tell me what "SGN" stands for and basically what the formula says and how it applies? I think I said that right.

Harold Kuhn
Bruce_L
Posted : Thursday, March 9, 2006 6:27:50 PM


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Joined: 10/7/2004
Posts: 65,138
SGN() is the sign function and returns 1 if its argument is positive, 0 if its argument is zero and -1 if its argument is negative.

The formula in my Thursday, March 09, 2006 3:24:45 PM post is based on the following daily formula:

SGN(AVGC3 - AVGC18) - SGN(AVGC3.1 - AVGC18.1)

Where:

AVGC3 = Today's 3-Period Simple Moving Average of Price
AVGC18 = Today's 18-Period Simple Moving Average of Price
AVGC3.1 = Yesterday's 3-Period Simple Moving Average of Price
AVGC18.1 = Yesterday's 18-Period Simple Moving Average of Price

The idea is that if AVGC3 - AVGC18 and AVGC3.1 - AVGC18.1 both have the same sign, the moving averages have not crossed. If they do not, it is possible to determine the directions based on the result:

+2: AVGC3 crossed up through AVGC18
+1: AVGC3 crossed up through AVGC18 (but AVGC3 was, or is, = to AVGC18)
0: AVGC3 and AVGC18 did not cross
-1: AVGC3 crossed down through AVGC18 (but AVGC3 was, or is, = to AVGC18)
-2: AVGC3 crossed down through AVGC18

These daily components need to be converted into weekly formulas. For example:

AVGC3 becomes (C + C5 + C10) / 3

Where:

C = Today's Price
C5 = Close 5-Periods Ago
C10 = Close 10-Periods Ago

Substituting the weekly versions and combining terms creates the formula except that everything has a bunch of "/18"s all over the place which can all be removed since the magnitude of the results do not matter, just their sign.

-Bruce
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drsong
Posted : Monday, March 27, 2006 6:39:59 PM
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Joined: 7/23/2005
Posts: 39
Hi, Bruce
Could please help me with AVGC3 cross over AVGC16 for 3 days chart. Thanks
Bruce_L
Posted : Monday, March 27, 2006 6:55:37 PM


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Joined: 10/7/2004
Posts: 65,138
Please try the following:

SGN(13 * (C + C3 + C6) - 3 * (C9 + C12 + C15 + C18 + C21 + C24 + C27 + C30 + C33 + C36 + C39 + C42 + C45)) - SGN(13 * (C3 + C6 + C9) - 3 * (C12 + C15 + C18 + C21 + C24 + C27 + C30 + C33 + C36 + C39 + C42 + C45 + C48)) <> 0

-Bruce
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drsong
Posted : Monday, March 27, 2006 8:28:17 PM
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Joined: 7/23/2005
Posts: 39
thanks lot.
Song
Bruce_L
Posted : Monday, March 27, 2006 8:30:56 PM


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Joined: 10/7/2004
Posts: 65,138
You're welcome.

-Bruce
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