| Welcome Guest, please sign in to participate in a discussion. | Search | Active Topics | |
Registered User
Joined: 2/7/2005
Posts: 19
|
I like to look at stocks using a 75 Period Regression Channel with an
upper and lower limit of twice the result of the channel width
calculation, Width of 20.
I want to do an easy scan to find stock prices that are below the lower
band of an upward sloping Regression Channel.
Also, an easy scan to find stock prices that are above the upper band
of an downward sloping Regression Channel.
I don't see any easy scan criteria that uses Regression Channel. All I
see is the ability to sort a list based on the Linear Regression.
Thanks
|
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
QUOTE (1lipper1) I want to do an easy scan to find stock prices that are below the lower band of an upward sloping Regression Channel.
Please try the following Personal Criteria Formula:
C < AVGC75 + 37 * (37 * C + 36 * C1 + 35 * C2 + 34 * C3 + 33 * C4 + 32 * C5 + 31 * C6 + 30 * C7 + 29 * C8 + 28 * C9 + 27 * C10 + 26 * C11 + 25 * C12 + 24 * C13 + 23 * C14 + 22 * C15 + 21 * C16 + 20 * C17 + 19 * C18 + 18 * C19 + 17 * C20 + 16 * C21 + 15 * C22 + 14 * C23 + 13 * C24 + 12 * C25 + 11 * C26 + 10 * C27 + 9 * C28 + 8 * C29 + 7 * C30 + 6 * C31 + 5 * C32 + 4 * C33 + 3 * C34 + 2 * C35 + C36 - C38 - 2 * C39 - 3 * C40 - 4 * C41 - 5 * C42 - 6 * C43 - 7 * C44 - 8 * C45 - 9 * C46 - 10 * C47 - 11 * C48 - 12 * C49 - 13 * C50 - 14 * C51 - 15 * C52 - 16 * C53 - 17 * C54 - 18 * C55 - 19 * C56 - 20 * C57 - 21 * C58 - 22 * C59 - 23 * C60 - 24 * C61 - 25 * C62 - 26 * C63 - 27 * C64 - 28 * C65 - 29 * C66 - 30 * C67 - 31 * C68 - 32 * C69 - 33 * C70 - 34 * C71 - 35 * C72 - 36 * C73 - 37 * C74) / 35150 - 20 * (ABS(C73 - AVGC2.73) + ABS(C72 - AVGC3.72) + ABS(C71 - AVGC4.71) + ABS(C70 - AVGC5.70) + ABS(C69 - AVGC6.69) + ABS(C68 - AVGC7.68) + ABS(C67 - AVGC8.67) + ABS(C66 - AVGC9.66) + ABS(C65 - AVGC10.65) + ABS(C64 - AVGC11.64) + ABS(C63 - AVGC12.63) + ABS(C62 - AVGC13.62) + ABS(C61 - AVGC14.61) + ABS(C60 - AVGC15.60) + ABS(C59 - AVGC16.59) + ABS(C58 - AVGC17.58) + ABS(C57 - AVGC18.57) + ABS(C56 - AVGC19.56) + ABS(C55 - AVGC20.55) + ABS(C54 - AVGC21.54) + ABS(C53 - AVGC22.53) + ABS(C52 - AVGC23.52) + ABS(C51 - AVGC24.51) + ABS(C50 - AVGC25.50) + ABS(C49 - AVGC26.49) + ABS(C48 - AVGC27.48) + ABS(C47 - AVGC28.47) + ABS(C46 - AVGC29.46) + ABS(C45 - AVGC30.45) + ABS(C44 - AVGC31.44) + ABS(C43 - AVGC32.43) + ABS(C42 - AVGC33.42) + ABS(C41 - AVGC34.41) + ABS(C40 - AVGC35.40) + ABS(C39 - AVGC36.39) + ABS(C38 - AVGC37.38) + ABS(C37 - AVGC38.37) + ABS(C36 - AVGC39.36) + ABS(C35 - AVGC40.35) + ABS(C34 - AVGC41.34) + ABS(C33 - AVGC42.33) + ABS(C32 - AVGC43.32) + ABS(C31 - AVGC44.31) + ABS(C30 - AVGC45.30) + ABS(C29 - AVGC46.29) + ABS(C28 - AVGC47.28) + ABS(C27 - AVGC48.27) + ABS(C26 - AVGC49.26) + ABS(C25 - AVGC50.25) + ABS(C24 - AVGC51.24) + ABS(C23 - AVGC52.23) + ABS(C22 - AVGC53.22) + ABS(C21 - AVGC54.21) + ABS(C20 - AVGC55.20) + ABS(C19 - AVGC56.19) + ABS(C18 - AVGC57.18) + ABS(C17 - AVGC58.17) + ABS(C16 - AVGC59.16) + ABS(C15 - AVGC60.15) + ABS(C14 - AVGC61.14) + ABS(C13 - AVGC62.13) + ABS(C12 - AVGC63.12) + ABS(C11 - AVGC64.11) + ABS(C10 - AVGC65.10) + ABS(C9 - AVGC66.9) + ABS(C8 - AVGC67.8) + ABS(C7 - AVGC68.7) + ABS(C6 - AVGC69.6) + ABS(C5 - AVGC70.5) + ABS(C4 - AVGC71.4) + ABS(C3 - AVGC72.3) + ABS(C2 - AVGC73.2) + ABS(C1 - AVGC74.1) + ABS(C - AVGC75)) / 1500 AND (37 * C + 36 * C1 + 35 * C2 + 34 * C3 + 33 * C4 + 32 * C5 + 31 * C6 + 30 * C7 + 29 * C8 + 28 * C9 + 27 * C10 + 26 * C11 + 25 * C12 + 24 * C13 + 23 * C14 + 22 * C15 + 21 * C16 + 20 * C17 + 19 * C18 + 18 * C19 + 17 * C20 + 16 * C21 + 15 * C22 + 14 * C23 + 13 * C24 + 12 * C25 + 11 * C26 + 10 * C27 + 9 * C28 + 8 * C29 + 7 * C30 + 6 * C31 + 5 * C32 + 4 * C33 + 3 * C34 + 2 * C35 + C36 - C38 - 2 * C39 - 3 * C40 - 4 * C41 - 5 * C42 - 6 * C43 - 7 * C44 - 8 * C45 - 9 * C46 - 10 * C47 - 11 * C48 - 12 * C49 - 13 * C50 - 14 * C51 - 15 * C52 - 16 * C53 - 17 * C54 - 18 * C55 - 19 * C56 - 20 * C57 - 21 * C58 - 22 * C59 - 23 * C60 - 24 * C61 - 25 * C62 - 26 * C63 - 27 * C64 - 28 * C65 - 29 * C66 - 30 * C67 - 31 * C68 - 32 * C69 - 33 * C70 - 34 * C71 - 35 * C72 - 36 * C73 - 37 * C74) > 0
QUOTE (1lipper1) Also, an easy scan to find stock prices that are above the upper band of an downward sloping Regression Channel.
Please try the following PCF:
C > AVGC75 + 37 * (37 * C + 36 * C1 + 35 * C2 + 34 * C3 + 33 * C4 + 32 * C5 + 31 * C6 + 30 * C7 + 29 * C8 + 28 * C9 + 27 * C10 + 26 * C11 + 25 * C12 + 24 * C13 + 23 * C14 + 22 * C15 + 21 * C16 + 20 * C17 + 19 * C18 + 18 * C19 + 17 * C20 + 16 * C21 + 15 * C22 + 14 * C23 + 13 * C24 + 12 * C25 + 11 * C26 + 10 * C27 + 9 * C28 + 8 * C29 + 7 * C30 + 6 * C31 + 5 * C32 + 4 * C33 + 3 * C34 + 2 * C35 + C36 - C38 - 2 * C39 - 3 * C40 - 4 * C41 - 5 * C42 - 6 * C43 - 7 * C44 - 8 * C45 - 9 * C46 - 10 * C47 - 11 * C48 - 12 * C49 - 13 * C50 - 14 * C51 - 15 * C52 - 16 * C53 - 17 * C54 - 18 * C55 - 19 * C56 - 20 * C57 - 21 * C58 - 22 * C59 - 23 * C60 - 24 * C61 - 25 * C62 - 26 * C63 - 27 * C64 - 28 * C65 - 29 * C66 - 30 * C67 - 31 * C68 - 32 * C69 - 33 * C70 - 34 * C71 - 35 * C72 - 36 * C73 - 37 * C74) / 35150 + 20 * (ABS(C73 - AVGC2.73) + ABS(C72 - AVGC3.72) + ABS(C71 - AVGC4.71) + ABS(C70 - AVGC5.70) + ABS(C69 - AVGC6.69) + ABS(C68 - AVGC7.68) + ABS(C67 - AVGC8.67) + ABS(C66 - AVGC9.66) + ABS(C65 - AVGC10.65) + ABS(C64 - AVGC11.64) + ABS(C63 - AVGC12.63) + ABS(C62 - AVGC13.62) + ABS(C61 - AVGC14.61) + ABS(C60 - AVGC15.60) + ABS(C59 - AVGC16.59) + ABS(C58 - AVGC17.58) + ABS(C57 - AVGC18.57) + ABS(C56 - AVGC19.56) + ABS(C55 - AVGC20.55) + ABS(C54 - AVGC21.54) + ABS(C53 - AVGC22.53) + ABS(C52 - AVGC23.52) + ABS(C51 - AVGC24.51) + ABS(C50 - AVGC25.50) + ABS(C49 - AVGC26.49) + ABS(C48 - AVGC27.48) + ABS(C47 - AVGC28.47) + ABS(C46 - AVGC29.46) + ABS(C45 - AVGC30.45) + ABS(C44 - AVGC31.44) + ABS(C43 - AVGC32.43) + ABS(C42 - AVGC33.42) + ABS(C41 - AVGC34.41) + ABS(C40 - AVGC35.40) + ABS(C39 - AVGC36.39) + ABS(C38 - AVGC37.38) + ABS(C37 - AVGC38.37) + ABS(C36 - AVGC39.36) + ABS(C35 - AVGC40.35) + ABS(C34 - AVGC41.34) + ABS(C33 - AVGC42.33) + ABS(C32 - AVGC43.32) + ABS(C31 - AVGC44.31) + ABS(C30 - AVGC45.30) + ABS(C29 - AVGC46.29) + ABS(C28 - AVGC47.28) + ABS(C27 - AVGC48.27) + ABS(C26 - AVGC49.26) + ABS(C25 - AVGC50.25) + ABS(C24 - AVGC51.24) + ABS(C23 - AVGC52.23) + ABS(C22 - AVGC53.22) + ABS(C21 - AVGC54.21) + ABS(C20 - AVGC55.20) + ABS(C19 - AVGC56.19) + ABS(C18 - AVGC57.18) + ABS(C17 - AVGC58.17) + ABS(C16 - AVGC59.16) + ABS(C15 - AVGC60.15) + ABS(C14 - AVGC61.14) + ABS(C13 - AVGC62.13) + ABS(C12 - AVGC63.12) + ABS(C11 - AVGC64.11) + ABS(C10 - AVGC65.10) + ABS(C9 - AVGC66.9) + ABS(C8 - AVGC67.8) + ABS(C7 - AVGC68.7) + ABS(C6 - AVGC69.6) + ABS(C5 - AVGC70.5) + ABS(C4 - AVGC71.4) + ABS(C3 - AVGC72.3) + ABS(C2 - AVGC73.2) + ABS(C1 - AVGC74.1) + ABS(C - AVGC75)) / 1500 AND (37 * C + 36 * C1 + 35 * C2 + 34 * C3 + 33 * C4 + 32 * C5 + 31 * C6 + 30 * C7 + 29 * C8 + 28 * C9 + 27 * C10 + 26 * C11 + 25 * C12 + 24 * C13 + 23 * C14 + 22 * C15 + 21 * C16 + 20 * C17 + 19 * C18 + 18 * C19 + 17 * C20 + 16 * C21 + 15 * C22 + 14 * C23 + 13 * C24 + 12 * C25 + 11 * C26 + 10 * C27 + 9 * C28 + 8 * C29 + 7 * C30 + 6 * C31 + 5 * C32 + 4 * C33 + 3 * C34 + 2 * C35 + C36 - C38 - 2 * C39 - 3 * C40 - 4 * C41 - 5 * C42 - 6 * C43 - 7 * C44 - 8 * C45 - 9 * C46 - 10 * C47 - 11 * C48 - 12 * C49 - 13 * C50 - 14 * C51 - 15 * C52 - 16 * C53 - 17 * C54 - 18 * C55 - 19 * C56 - 20 * C57 - 21 * C58 - 22 * C59 - 23 * C60 - 24 * C61 - 25 * C62 - 26 * C63 - 27 * C64 - 28 * C65 - 29 * C66 - 30 * C67 - 31 * C68 - 32 * C69 - 33 * C70 - 34 * C71 - 35 * C72 - 36 * C73 - 37 * C74) < 0
QUOTE (1lipper1) I don't see any easy scan criteria that uses Regression Channel. All I see is the ability to sort a list based on the Linear Regression.
Please try using the above as EasyScan Conditions. You may wish to review the following:
How to create a Personal Criteria Forumula (PCF)
Using EasyScan to find stocks that meet your own criteria
Using Linear Regression vs Classical Peaks/Valleys for Divergence Analysis
Linear regression channel calculations
Handy PCF example formulas to help you learn the syntax of PCFs!
Personal Criteria Language Function List
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|
|
Registered User
Joined: 2/7/2005
Posts: 19
|
Thanks, I would never come up with that on my own.
|
|
Registered User
Joined: 2/7/2005
Posts: 19
|
Bruce,
The PCFs don't work. For the stocks selected that have a sort value of TRUE, there is no consistency as to the slope of the channel, some slope up, and others slope down. Also the price is all over the channels and not strictly above or below the 20 width band.
Thanks.
|
|
Registered User
Joined: 2/7/2005
Posts: 19
|
Bruce,
I was too quick on my previous comment. As I take a better look at the PCFs, they ARE giving me the information I want.
Please ignore my previous comment and thank you for your help.
|
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
You're welcome. I'm happy to read it worked correctly.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|
|
|
Guest-1 |