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PCF for volume 150% greater than 5 day moving average of volume Rate this Topic:
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multiaire
Posted : Monday, January 15, 2007 2:30:21 PM
Registered User
Joined: 1/21/2006
Posts: 18
Bruce_L
Posted : Monday, January 15, 2007 2:38:58 PM


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
multiaire
Posted : Monday, January 15, 2007 3:52:58 PM
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.
Bruce_L
Posted : Monday, January 15, 2007 4:41:14 PM


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
multiaire
Posted : Monday, January 15, 2007 6:39:36 PM
Registered User
Joined: 1/21/2006
Posts: 18
Bruce..much thanks..care to write an EOD PCF for Demark Sequential Setups?
Bruce_L
Posted : Monday, January 15, 2007 6:49:24 PM


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
multiaire
Posted : Monday, January 15, 2007 6:52:49 PM
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
Bruce_L
Posted : Monday, January 15, 2007 7:02:40 PM


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
multiaire
Posted : Monday, January 15, 2007 7:18:51 PM
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?
Bruce_L
Posted : Tuesday, January 16, 2007 9:59:11 AM


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
multiaire
Posted : Tuesday, January 16, 2007 1:38:07 PM
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Joined: 1/21/2006
Posts: 18
Thanks Bruce...you and Brad are fast and responsive, much thanks.
Bruce_L
Posted : Tuesday, January 16, 2007 1:52:08 PM


Worden Trainer

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

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
multiaire
Posted : Friday, January 19, 2007 2:08:23 PM
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
Bruce_L
Posted : Friday, January 19, 2007 2:18:07 PM


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
multiaire
Posted : Friday, January 19, 2007 4:16:16 PM
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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?
Bruce_L
Posted : Friday, January 19, 2007 4:23:32 PM


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
multiaire
Posted : Friday, January 19, 2007 6:16:49 PM
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Joined: 1/21/2006
Posts: 18
hello..silly question..how do I delte a pcf?
multiaire
Posted : Friday, January 19, 2007 6:43:23 PM
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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)
multiaire
Posted : Friday, January 19, 2007 7:48:36 PM
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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?
Bruce_L
Posted : Saturday, January 20, 2007 8:49:50 AM


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
multiaire
Posted : Saturday, January 20, 2007 3:20:08 PM
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...
Bruce_L
Posted : Sunday, January 21, 2007 4:29:30 PM


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
multiaire
Posted : Wednesday, January 24, 2007 3:27:18 PM
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...
Bruce_L
Posted : Wednesday, January 24, 2007 3:45:17 PM


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
multiaire
Posted : Wednesday, January 24, 2007 4:04:05 PM
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 ?
multiaire
Posted : Wednesday, January 24, 2007 4:06:32 PM
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Joined: 1/21/2006
Posts: 18
ooops one omore question...so todays 15 period Xavg TSV reading is written as XAVG(TSV1,15)?
multiaire
Posted : Wednesday, January 24, 2007 4:24:04 PM
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...
Bruce_L
Posted : Wednesday, January 24, 2007 4:25:21 PM


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
multiaire
Posted : Wednesday, January 24, 2007 5:58:56 PM
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.
Bruce_L
Posted : Wednesday, January 24, 2007 6:12:12 PM


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
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