Registered User Joined: 1/21/2006 Posts: 18
|
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
Please try one of the following:
Simple:
V > AVGV5
Exponential:
V > XAVGV5
You may wish to review the following:
How to create a Personal Criteria Forumula (PCF) Handy PCF example formulas to help you learn the syntax of PCFs! Learn how to use the forums: post a new topic, reply, Search existing topics
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 1/21/2006 Posts: 18
|
Hi Bruce..thanks for the quick response, transferrring from another program so gotta load up on the PCFs here... I run intraday scans, using 5 minute charts.. Can you help with the following PCF?
1) Volume greater than 180% of yesterday's volume, current ask price is greater than yesterday's high.
2) The other scan is current volume greater than yesterdays volume, and ask price is below yesterdays price.
3) In my watchlist columen, how do I add the following % change 1 week, % change 2 weeks, % change 1 month, % change YTD?
Thanks again..hope to ocntribute once I havce some PCF examples to work with.
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
QUOTE (multiaire) I run intraday scans, using 5 minute charts.. Just a note that Personal Criteria Formulas always use twenty minute delayed data. You can use Custom Indicator Sorts with Real Time Indicator Sorting to get intra-day results however. You may wish to review the following:
Visually Backtesting Specific Symbols Plotting Custom Indicators with Examples Real time indicator sorting (available at the Platinum level)
QUOTE (multiaire) Volume greater than 180% of yesterday's volume, current ask price is greater than yesterday's high. There is no way to reference the Ask Price using TeleChart's Personal Criteria Formula Language. The following formula using the current Price instead:
V > V1 * 1.8 AND C > H1
QUOTE (multiaire) The other scan is current volume greater than yesterdays volume, and ask price is below yesterdays price. The same is true in the following formula:
V > V1 AND C < C1
QUOTE (multiaire) In my watchlist columen, how do I add the following % change 1 week, % change 2 weeks, % change 1 month, % change YTD? % change 1 week:
100 * C / C5 - 100
% change 2 weeks:
100 * C / C10 - 100
% change 1 month:
100 * C / C21 - 100
% change YTD (this formula will change each year):
100 * C / C'12/29/06' - 100
You may wish to review the following:
Customize the Information Displayed in the WatchList
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 1/21/2006 Posts: 18
|
Bruce..much thanks..care to write an EOD PCF for Demark Sequential Setups?
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
I don't think it is practical to write a Personal Criteria Formula, but visual indicators using Custom Indicators are possible. You may wish to review the following:
De Mark Sequential indicator Sequential Buy Signal Learn how to use the forums: post a new topic, reply, Search existing topics
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 1/21/2006 Posts: 18
|
p/s I forgot ..Question...How do I add a custom formula to a column on the intraday watchlist? Ithanks btw for the custom indicator link..now if I can add a custom formula to the column......If you can send a tutorial link, I would appreciate it...love the software and love the tech support... Much thanks in advance
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
Real Time Indicator Sorts only appear as the Active Sort (what's selected under Sort By) and will be displayed in the Sort Rank or Sort Value Column (which can be added the same way as any other Watchlist Column). You may wish to review the following:
Customize the Information Displayed in the WatchList Create your own stock rankings using WatchLists and Sort conditions
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 1/21/2006 Posts: 18
|
ok reviewed the video..however how do I add yesterdays high or pivot points to the columns on my watch list?...did not see a place when I could add a custom column with a formula ..? Ps..I am sure there is a daily and weekly pivot formula somwhere already written up..can you send link?
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
Once a Personal Criteria Formula is created and updated, it will be available when editing or adding a Watchlist Column (the list is in alphabetical order).
Here are some Daily Pivot Point formulas:
PP: (H + L + C) / 3
R1: 2 * (H + L + C) / 3 - L
S1: 2 * (H + L + C) / 3 - H
R2: 2 * (H + L + C) / 3 + H - L
S2: 2 * (H + L + C) / 3 + L - H
R3: 2 * ((H + L + C) / 3 - L) + H
S3: 2 * ((H + L + C) / 3 - H) + L
Here are some Weekly Pivot Point formulas:
PP: (MAXH5 + MINL5 + C) / 3
R1: 2 * (MAXH5 + MINL5 + C) / 3 - MINL5
S1: 2 * (MAXH5 + MINL5 + C) / 3 - MAXH5
R2: 2 * (MAXH5 + MINL5 + C) / 3 + MAXH5 - MINL5
S2: 2 * (MAXH5 + MINL5 + C) / 3 + MINL5 - MAXH5
R3: 2 * ((MAXH5 + MINL5 + C) / 3 - MINL5) + MAXH5
S3: 2 * ((MAXH5 + MINL5 + C) / 3 - MAXH5) + MINL5
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 1/21/2006 Posts: 18
|
Thanks Bruce...you and Brad are fast and responsive, much thanks.
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
You're welcome. Our pleasure.
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 1/21/2006 Posts: 18
|
hello..how do I write a PCF for current price as % of yesterdays High, and a second PCF for price as % of lastweek's high? Just need to get the date count correct..thanks
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
QUOTE (multiaire) how do I write a PCF for current price as % of yesterdays High 100 * C / H1
QUOTE (multiaire) and a second PCF for price as % of lastweek's high? 100 * C / MAXH5.5
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 1/21/2006 Posts: 18
|
hi Bruce can you explan last week's high formula or MAXH5.5...why the 5.5? thanks ...so the low will be L1 for yesterdays low, and last week's maxL5.5?
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
The current week's High would be:
MAXH5
The previous week's High is the same thing 5-Periods ago:
MAXH5.5
Yesterday's Low would be:
L1
The current week's Low would be:
MINL5
The previous week''s Low is the same thing 5-Periods ago:
MINL5.5
More details are available here (as referenced previously):
Handy PCF example formulas to help you learn the syntax of PCFs!
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 1/21/2006 Posts: 18
|
hello..silly question..how do I delte a pcf?
|
|
Registered User Joined: 1/21/2006 Posts: 18
|
hi..wrote a pcf to create an easy can of todays close crossing a moving average..here is the formula I used, yesterdays closs less than 10mov ave and today c greater than avgc10...not working..not returning any results...?? What am I not including or should be excluding ?
(C.1 < AVGC10.1 AND C > AVGC10)
|
|
Registered User Joined: 1/21/2006 Posts: 18
|
Hi Bruce disregard delete PCF and price Xover Movavg..got it figured out...HOWEVER.......could you help Bruce with close above Lower bollinberg Band today when it was below BB yesterday, and the Price cross down Upper BB today when it was above BB yesterday?
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
The specific formula would depend on your specific Bollinger Band settings. You may wish to review the following:
Modelling Bollinger Bands (& Standard Deviation) in a TC PCF Sort using envelopes, regression channels and Bollinger bands
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 1/21/2006 Posts: 18
|
Hi Bruce, wrote hte LBB Xup based on your link, much thanks....2 more questions...if you can send link that will be great ...Bollinger Band tightening or squeeze...AND..looking for a RSI below 30 in the last 30 trading days...looking to write a PCF for RSI Double bottom...
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
QUOTE (multiaire) Bollinger Band tightening or squeeze You may wish to review the following:
Finding Expanding or Contracting Bollinger Bands
QUOTE (multiaire) RSI below 30 in the last 30 trading days The specific formula will depend on the specific RSI Settings:
RSI Period: ? Use Wilders Smoothing: Checked or Unchecked? Avg Period: ? Average Type: Simple or Exponential?
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 1/21/2006 Posts: 18
|
Hi Bruce..what is the formula for money stream today and yesterday > the 15 day xmoving average of the money stream? Also same for TSV? I couldnt find it in the append formula section...thanks a bunch... btw I figured out the RSI formula...
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
QUOTE (multiaire) what is the formula for money stream today and yesterday > the 15 day xmoving average of the money stream? MS > XAVG(MS,15) AND MS1.1 > XAVG(MS1.1,15
QUOTE (multiaire) Also same for TSV? That would depend on your TSV settings (TSV applies a Simple or Exponential Average to the raw TSV depending on the Period and Average Type settings). If you just want to do this for the raw TSV (a TSV with a Period of 1), you could use the following:
TSV > XAVG(TSV,15) AND TSV1.1 > XAVG(TSV1.1,15)
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 1/21/2006 Posts: 18
|
Hi Bruce..thanks...wondering how to get xponentil averge...made a stab earlier before I read your post using the built in functions of a MS crossing over the simple avg of MS today....
MS1.1 <MS15.1 and MS1>MS15...take it the way to read XAVG(MS1.1,15) is the one period, 15 day exponential average of yesterday ?
|
|
Registered User Joined: 1/21/2006 Posts: 18
|
ooops one omore question...so todays 15 period Xavg TSV reading is written as XAVG(TSV1,15)?
|
|
Registered User Joined: 1/21/2006 Posts: 18
|
so MS today can be written as MS or MS1?
Money Stream yesterday is MS1.1
and todays value of 15period xavg value of MS is Xavg(MS15) or is it Xavg(MS1.1,15)???? GEtting confused now...
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
QUOTE (multiaire) so MS today can be written as MS or MS1? Yes, because the 1-Period Simple Moving Average of anything is itself (see below).
QUOTE (multiaire) Money Stream yesterday is MS1.1 Yes.
QUOTE (multiaire) and todays value of 15period xavg value of MS is Xavg(MS15) or is it Xavg(MS1.1,15)???? It's XAVG(MS,15) or XAVG(MS1,15). XAVG(MS1.1,15) is yesterday's value. XAVG(MS15) is not valid syntax (because it does not include an average period for the XAVG() function).
The syntax of MS is:
MSx.y
Where x is the period of a Simple Moving Average applied to the raw MS and y is the periods ago parameter. So:
MS15.7 is the value of the 15-Period Simple Moving Average of MoneyStream 7-Periods Ago.
If you wish to apply an Exponential Moving Average instead, you would need to use XAVG() function instead. The format of the XAVG() function is:
XAVG(x,y)
Where x is the indicator being averaged and y is the Exponential Moving Average period. The indicator being averaged must be built into the Personal Criteria Formula Language because the XAVG() function cannot be applied to formulas or other functions.
If we are looking at the current value, an Exponential Moving Average of MS doesn't need any parameters on the MS at all since everything will be handled by the XAVG() function.
XAVG(MS,15) is the the value of the 15-Period Exponential Moving Average of MoneyStream.
If we are looking at a previous value, the MS needs both the Simple Moving Average parameter and the periods ago parameter (because the periods ago parameter comes second):
XAVG(MS1.7,15) is the value of the 15-Period Exponential Moving Average of MoneyStream 7-Periods Ago.
The syntax for TSV is exactly the same:
TSVx.y
Where x is the period of a Simple Moving Average applied to the raw MS and y is the periods ago parameter.
The wrinkle for TSV is that while MS does not include a Moving Average as part of the charted indicator, TSV does. This means if you want a Moving Average of TSV, you normally want a Moving Average of a Moving Average of the raw TSV.
This is not difficult for a Simple TSV. If we started with a Simple TSV18:
AVG(TSV18,15) would be the 15-Period Simple Moving Average of Simple TSV18 AVG(TSV18.7,15) would be the 15-Period Simple Moving Average of Simple TSV18 7-Periods Ago. XAVG(TSV18,15) would be the 15-Period Exponential Moving Average of Simple TSV18 XAVG(TSV18.7,15) would be the 15-Period Exponential Moving Average of Simple TSV18 7-Periods Ago.
The Moving Averages need to be un-Cascaded or expanded manually if you start with an Exponential TSV however. You may wish to review the following:
Personal Criteria Language Function List Cascades of Moving Averages
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Registered User Joined: 1/21/2006 Posts: 18
|
ok thanks ...learning a lot..and Worden TC2007 is much easier to use than some other programs...now question regarding VWaP ...volume weighted average price...which from my serarch on this site is... (C * V + C1 * V1 + C2 * V2 + C3 * V3 + C4 * V4 + C5 * V5 + C6 * V6 + C7 * V7 + C8 * V8 + C9 * V9 + C10 * V10 + C11 * V11 + C12 * V12 + C13 * V13 + C14 * V14 + C15 * V15 + C16 * V16 + C17 * V17 + C18 * V18 + C19 * V19 + C20 * V20 + C21 * V21 + C22 * V22 + C23 * V23 + C24 * V24 + C25 * V25 + C26 * V26 + C27 * V27 + C28 * V28 + C29 * V29) / AVGV30 / 30
How do I write the VWAP 15 day Exponential average for today and 3 dys ago?
Also how would I write just the Vwap of 3 days ago?
Thanks and ready to start trading now...getting the hang of this. Also are the data on the watchlists real time or 20 minute delayed? I see that the data on the charts are real time.
|
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
QUOTE (multiaire) How do I write the VWAP 15 day Exponential average for today
.125120711309662 * (C * V + 7 / 8 * (C1 * V1 + 7 / 8 * (C2 * V2 + 7 / 8 * (C3 * V3 + 7 / 8 * (C4 * V4 + 7 / 8 * (C5 * V5 + 7 / 8 * (C6 * V6 + 7 / 8 * (C7 * V7 + 7 / 8 * (C8 * V8 + 7 / 8 * (C9 * V9 + 7 / 8 * (C10 * V10 + 7 / 8 * (C11 * V11 + 7 / 8 * (C12 * V12 + 7 / 8 * (C13 * V13 + 7 / 8 * (C14 * V14 + 7 / 8 * (C15 * V15 + 7 / 8 * (C16 * V16 + 7 / 8 * (C17 * V17 + 7 / 8 * (C18 * V18 + 7 / 8 * (C19 * V19 + 7 / 8 * (C20 * V20 + 7 / 8 * (C21 * V21 + 7 / 8 * (C22 * V22 + 7 / 8 * (C23 * V23 + 7 / 8 * (C24 * V24 + 7 / 8 * (C25 * V25 + 7 / 8 * (C26 * V26 + 7 / 8 * (C27 * V27 + 7 / 8 * (C28 * V28 + 7 / 8 * (C29 * V29 + 7 / 8 * (C30 * V30 + 7 / 8 * (C31 * V31 + 7 / 8 * (C32 * V32 + 7 / 8 * (C33 * V33 + 7 / 8 * (C34 * V34 + 7 / 8 * (C35 * V35 + 7 / 8 * (C36 * V36 + 7 / 8 * (C37 * V37 + 7 / 8 * (C38 * V38 + 7 / 8 * (C39 * V39 + 7 / 8 * (C40 * V40 + 7 / 8 * (C41 * V41 + 7 / 8 * (C42 * V42 + 7 / 8 * (C43 * V43 + 7 / 8 * (C44 * V44 + 7 / 8 * (C45 * V45 + 7 / 8 * (C46 * V46 + 7 / 8 * (C47 * V47 + 7 / 8 * (C48 * V48 + 7 / 8 * (C49 * V49 + 7 / 8 * (C50 * V50 + 7 / 8 * (C51 * V51)))))))))))))))))))))))))))))))))))))))))))))))))))) / XAVGV15
QUOTE (multiaire) and 3 dys ago?
.125120711309662 * (C3 * V3 + 7 / 8 * (C4 * V4 + 7 / 8 * (C5 * V5 + 7 / 8 * (C6 * V6 + 7 / 8 * (C7 * V7 + 7 / 8 * (C8 * V8 + 7 / 8 * (C9 * V9 + 7 / 8 * (C10 * V10 + 7 / 8 * (C11 * V11 + 7 / 8 * (C12 * V12 + 7 / 8 * (C13 * V13 + 7 / 8 * (C14 * V14 + 7 / 8 * (C15 * V15 + 7 / 8 * (C16 * V16 + 7 / 8 * (C17 * V17 + 7 / 8 * (C18 * V18 + 7 / 8 * (C19 * V19 + 7 / 8 * (C20 * V20 + 7 / 8 * (C21 * V21 + 7 / 8 * (C22 * V22 + 7 / 8 * (C23 * V23 + 7 / 8 * (C24 * V24 + 7 / 8 * (C25 * V25 + 7 / 8 * (C26 * V26 + 7 / 8 * (C27 * V27 + 7 / 8 * (C28 * V28 + 7 / 8 * (C29 * V29 + 7 / 8 * (C30 * V30 + 7 / 8 * (C31 * V31 + 7 / 8 * (C32 * V32 + 7 / 8 * (C33 * V33 + 7 / 8 * (C34 * V34 + 7 / 8 * (C35 * V35 + 7 / 8 * (C36 * V36 + 7 / 8 * (C37 * V37 + 7 / 8 * (C38 * V38 + 7 / 8 * (C39 * V39 + 7 / 8 * (C40 * V40 + 7 / 8 * (C41 * V41 + 7 / 8 * (C42 * V42 + 7 / 8 * (C43 * V43 + 7 / 8 * (C44 * V44 + 7 / 8 * (C45 * V45 + 7 / 8 * (C46 * V46 + 7 / 8 * (C47 * V47 + 7 / 8 * (C48 * V48 + 7 / 8 * (C49 * V49 + 7 / 8 * (C50 * V50 + 7 / 8 * (C51 * V51 + 7 / 8 * (C52 * V53 + 7 / 8 * (C53 * V53 + 7 / 8 * (C54 * V54)))))))))))))))))))))))))))))))))))))))))))))))))))) / XAVGV15.3
QUOTE (multiaire) Also how would I write just the Vwap of 3 days ago? How would this be different?
You may wish to review the following:
Cascades of Moving Averages
-Bruce Personal Criteria Formulas TC2000 Support Articles
|
|
Guest-1 |