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Worden Discussion Forum » Customer Training & Support » Ask a Trainer - TC2000 version 7 » ADX Crossover PCF

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jrfitz
Posted : Friday, June 22, 2007 11:36:16 PM
Registered User
Joined: 5/12/2005
Posts: 19
 Is it possible to write a pcf for capturing crossovers of the +DI and the -DI? If so I'd like pcf's to capture two conditions for an ADX setting of DX Period 8 and Avg Period 20. Condition #1: +DI crossed up through -DI 5 days prior to today. Condition #2: +DI crossed down through -DI 5 days prior to today.

Thanks in advance for you assistance.

Jim
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Bruce_L
Posted : Monday, June 25, 2007 9:19:20 AM


Worden Trainer

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

SGN(.125120711309662 * ((H5 - H6) * (H5 - H6 > L6 - L5) * (H5 > H6) - (L6 - L5) * (H5 - H6 < L6 - L5) * (L5 < L6) + .875 * ((H6 - H7) * (H6 - H7 > L7 - L6) * (H6 > H7) - (L7 - L6) * (H6 - H7 < L7 - L6) * (L6 < L7) + .875 * ((H7 - H8) * (H7 - H8 > L8 - L7) * (H7 > H8) - (L8 - L7) * (H7 - H8 < L8 - L7) * (L7 < L8) + .875 * ((H8 - H9) * (H8 - H9 > L9 - L8) * (H8 > H9) - (L9 - L8) * (H8 - H9 < L9 - L8) * (L8 < L9) + .875 * ((H9 - H10) * (H9 - H10 > L10 - L9) * (H9 > H10) - (L10 - L9) * (H9 - H10 < L10 - L9) * (L9 < L10) + .875 * ((H10 - H11) * (H10 - H11 > L11 - L10) * (H10 > H11) - (L11 - L10) * (H10 - H11 < L11 - L10) * (L10 < L11) + .875 * ((H11 - H12) * (H11 - H12 > L12 - L11) * (H11 > H12) - (L12 - L11) * (H11 - H12 < L12 - L11) * (L11 < L12) + .875 * ((H12 - H13) * (H12 - H13 > L13 - L12) * (H12 > H13) - (L13 - L12) * (H12 - H13 < L13 - L12) * (L12 < L13) + .875 * ((H13 - H14) * (H13 - H14 > L14 - L13) * (H13 > H14) - (L14 - L13) * (H13 - H14 < L14 - L13) * (L13 < L14) + .875 * ((H14 - H15) * (H14 - H15 > L15 - L14) * (H14 > H15) - (L15 - L14) * (H14 - H15 < L15 - L14) * (L14 < L15) + .875 * ((H15 - H16) * (H15 - H16 > L16 - L15) * (H15 > H16) - (L16 - L15) * (H15 - H16 < L16 - L15) * (L15 < L16) + .875 * ((H16 - H17) * (H16 - H17 > L17 - L16) * (H16 > H17) - (L17 - L16) * (H16 - H17 < L17 - L16) * (L16 < L17) + .875 * ((H17 - H18) * (H17 - H18 > L18 - L17) * (H17 > H18) - (L18 - L17) * (H17 - H18 < L18 - L17) * (L17 < L18) + .875 * ((H18 - H19) * (H18 - H19 > L19 - L18) * (H18 > H19) - (L19 - L18) * (H18 - H19 < L19 - L18) * (L18 < L19) + .875 * ((H19 - H20) * (H19 - H20 > L20 - L19) * (H19 > H20) - (L20 - L19) * (H19 - H20 < L20 - L19) * (L19 < L20) + .875 * ((H20 - H21) * (H20 - H21 > L21 - L20) * (H20 > H21) - (L21 - L20) * (H20 - H21 < L21 - L20) * (L20 < L21) + .875 * ((H21 - H22) * (H21 - H22 > L22 - L21) * (H21 > H22) - (L22 - L21) * (H21 - H22 < L22 - L21) * (L21 < L22) + .875 * ((H22 - H23) * (H22 - H23 > L23 - L22) * (H22 > H23) - (L23 - L22) * (H22 - H23 < L23 - L22) * (L22 < L23) + .875 * ((H23 - H24) * (H23 - H24 > L24 - L23) * (H23 > H24) - (L24 - L23) * (H23 - H24 < L24 - L23) * (L23 < L24) + .875 * ((H24 - H25) * (H24 - H25 > L25 - L24) * (H24 > H25) - (L25 - L24) * (H24 - H25 < L25 - L24) * (L24 < L25) + .875 * ((H25 - H26) * (H25 - H26 > L26 - L25) * (H25 > H26) - (L26 - L25) * (H25 - H26 < L26 - L25) * (L25 < L26) + .875 * ((H26 - H27) * (H26 - H27 > L27 - L26) * (H26 > H27) - (L27 - L26) * (H26 - H27 < L27 - L26) * (L26 < L27) + .875 * ((H27 - H28) * (H27 - H28 > L28 - L27) * (H27 > H28) - (L28 - L27) * (H27 - H28 < L28 - L27) * (L27 < L28) + .875 * ((H28 - H29) * (H28 - H29 > L29 - L28) * (H28 > H29) - (L29 - L28) * (H28 - H29 < L29 - L28) * (L28 < L29) + .875 * ((H29 - H30) * (H29 - H30 > L30 - L29) * (H29 > H30) - (L30 - L29) * (H29 - H30 < L30 - L29) * (L29 < L30) + .875 * ((H30 - H31) * (H30 - H31 > L31 - L30) * (H30 > H31) - (L31 - L30) * (H30 - H31 < L31 - L30) * (L30 < L31) + .875 * ((H31 - H32) * (H31 - H32 > L32 - L31) * (H31 > H32) - (L32 - L31) * (H31 - H32 < L32 - L31) * (L31 < L32) + .875 * ((H32 - H33) * (H32 - H33 > L33 - L32) * (H32 > H33) - (L33 - L32) * (H32 - H33 < L33 - L32) * (L32 < L33) + .875 * ((H33 - H34) * (H33 - H34 > L34 - L33) * (H33 > H34) - (L34 - L33) * (H33 - H34 < L34 - L33) * (L33 < L34) + .875 * ((H34 - H35) * (H34 - H35 > L35 - L34) * (H34 > H35) - (L35 - L34) * (H34 - H35 < L35 - L34) * (L34 < L35) + .875 * ((H35 - H36) * (H35 - H36 > L36 - L35) * (H35 > H36) - (L36 - L35) * (H35 - H36 < L36 - L35) * (L35 < L36) + .875 * ((H36 - H37) * (H36 - H37 > L37 - L36) * (H36 > H37) - (L37 - L36) * (H36 - H37 < L37 - L36) * (L36 < L37) + .875 * ((H37 - H38) * (H37 - H38 > L38 - L37) * (H37 > H38) - (L38 - L37) * (H37 - H38 < L38 - L37) * (L37 < L38) + .875 * ((H38 - H39) * (H38 - H39 > L39 - L38) * (H38 > H39) - (L39 - L38) * (H38 - H39 < L39 - L38) * (L38 < L39) + .875 * ((H39 - H40) * (H39 - H40 > L40 - L39) * (H39 > H40) - (L40 - L39) * (H39 - H40 < L40 - L39) * (L39 < L40) + .875 * ((H40 - H41) * (H40 - H41 > L41 - L40) * (H40 > H41) - (L41 - L40) * (H40 - H41 < L41 - L40) * (L40 < L41) + .875 * ((H41 - H42) * (H41 - H42 > L42 - L41) * (H41 > H42) - (L42 - L41) * (H41 - H42 < L42 - L41) * (L41 < L42) + .875 * ((H42 - H43) * (H42 - H43 > L43 - L42) * (H42 > H43) - (L43 - L42) * (H42 - H43 < L43 - L42) * (L42 < L43) + .875 * ((H43 - H44) * (H43 - H44 > L44 - L43) * (H43 > H44) - (L44 - L43) * (H43 - H44 < L44 - L43) * (L43 < L44) + .875 * ((H44 - H45) * (H44 - H45 > L45 - L44) * (H44 > H45) - (L45 - L44) * (H44 - H45 < L45 - L44) * (L44 < L45) + .875 * ((H45 - H46) * (H45 - H46 > L46 - L45) * (H45 > H46) - (L46 - L45) * (H45 - H46 < L46 - L45) * (L45 < L46) + .875 * ((H46 - H47) * (H46 - H47 > L47 - L46) * (H46 > H47) - (L47 - L46) * (H46 - H47 < L47 - L46) * (L46 < L47) + .875 * ((H47 - H48) * (H47 - H48 > L48 - L47) * (H47 > H48) - (L48 - L47) * (H47 - H48 < L48 - L47) * (L47 < L48) + .875 * ((H48 - H49) * (H48 - H49 > L49 - L48) * (H48 > H49) - (L49 - L48) * (H48 - H49 < L49 - L48) * (L48 < L49) + .875 * ((H49 - H50) * (H49 - H50 > L50 - L49) * (H49 > H50) - (L50 - L49) * (H49 - H50 < L50 - L49) * (L49 < L50) + .875 * ((H50 - H51) * (H50 - H51 > L51 - L50) * (H50 > H51) - (L51 - L50) * (H50 - H51 < L51 - L50) * (L50 < L51) + .875 * ((H51 - H52) * (H51 - H52 > L52 - L51) * (H51 > H52) - (L52 - L51) * (H51 - H52 < L52 - L51) * (L51 < L52) + .875 * ((H52 - H53) * (H52 - H53 > L53 - L52) * (H52 > H53) - (L53 - L52) * (H52 - H53 < L53 - L52) * (L52 < L53) + .875 * ((H53 - H54) * (H53 - H54 > L54 - L53) * (H53 > H54) - (L54 - L53) * (H53 - H54 < L54 - L53) * (L53 < L54) + .875 * ((H54 - H55) * (H54 - H55 > L55 - L54) * (H54 > H55) - (L55 - L54) * (H54 - H55 < L55 - L54) * (L54 < L55) + .875 * ((H55 - H56) * (H55 - H56 > L56 - L55) * (H55 > H56) - (L56 - L55) * (H55 - H56 < L56 - L55) * (L55 < L56) + .875 * ((H56 - H57) * (H56 - H57 > L57 - L56) * (H56 > H57) - (L57 - L56) * (H56 - H57 < L57 - L56) * (L56 < L57)))))))))))))))))))))))))))))))))))))))))))))))))))))) - SGN(.125120711309662 * ((H6 - H7) * (H6 - H7 > L7 - L6) * (H6 > H7) - (L7 - L6) * (H6 - H7 < L7 - L6) * (L6 < L7) + .875 * ((H7 - H8) * (H7 - H8 > L8 - L7) * (H7 > H8) - (L8 - L7) * (H7 - H8 < L8 - L7) * (L7 < L8) + .875 * ((H8 - H9) * (H8 - H9 > L9 - L8) * (H8 > H9) - (L9 - L8) * (H8 - H9 < L9 - L8) * (L8 < L9) + .875 * ((H9 - H10) * (H9 - H10 > L10 - L9) * (H9 > H10) - (L10 - L9) * (H9 - H10 < L10 - L9) * (L9 < L10) + .875 * ((H10 - H11) * (H10 - H11 > L11 - L10) * (H10 > H11) - (L11 - L10) * (H10 - H11 < L11 - L10) * (L10 < L11) + .875 * ((H11 - H12) * (H11 - H12 > L12 - L11) * (H11 > H12) - (L12 - L11) * (H11 - H12 < L12 - L11) * (L11 < L12) + .875 * ((H12 - H13) * (H12 - H13 > L13 - L12) * (H12 > H13) - (L13 - L12) * (H12 - H13 < L13 - L12) * (L12 < L13) + .875 * ((H13 - H14) * (H13 - H14 > L14 - L13) * (H13 > H14) - (L14 - L13) * (H13 - H14 < L14 - L13) * (L13 < L14) + .875 * ((H14 - H15) * (H14 - H15 > L15 - L14) * (H14 > H15) - (L15 - L14) * (H14 - H15 < L15 - L14) * (L14 < L15) + .875 * ((H15 - H16) * (H15 - H16 > L16 - L15) * (H15 > H16) - (L16 - L15) * (H15 - H16 < L16 - L15) * (L15 < L16) + .875 * ((H16 - H17) * (H16 - H17 > L17 - L16) * (H16 > H17) - (L17 - L16) * (H16 - H17 < L17 - L16) * (L16 < L17) + .875 * ((H17 - H18) * (H17 - H18 > L18 - L17) * (H17 > H18) - (L18 - L17) * (H17 - H18 < L18 - L17) * (L17 < L18) + .875 * ((H18 - H19) * (H18 - H19 > L19 - L18) * (H18 > H19) - (L19 - L18) * (H18 - H19 < L19 - L18) * (L18 < L19) + .875 * ((H19 - H20) * (H19 - H20 > L20 - L19) * (H19 > H20) - (L20 - L19) * (H19 - H20 < L20 - L19) * (L19 < L20) + .875 * ((H20 - H21) * (H20 - H21 > L21 - L20) * (H20 > H21) - (L21 - L20) * (H20 - H21 < L21 - L20) * (L20 < L21) + .875 * ((H21 - H22) * (H21 - H22 > L22 - L21) * (H21 > H22) - (L22 - L21) * (H21 - H22 < L22 - L21) * (L21 < L22) + .875 * ((H22 - H23) * (H22 - H23 > L23 - L22) * (H22 > H23) - (L23 - L22) * (H22 - H23 < L23 - L22) * (L22 < L23) + .875 * ((H23 - H24) * (H23 - H24 > L24 - L23) * (H23 > H24) - (L24 - L23) * (H23 - H24 < L24 - L23) * (L23 < L24) + .875 * ((H24 - H25) * (H24 - H25 > L25 - L24) * (H24 > H25) - (L25 - L24) * (H24 - H25 < L25 - L24) * (L24 < L25) + .875 * ((H25 - H26) * (H25 - H26 > L26 - L25) * (H25 > H26) - (L26 - L25) * (H25 - H26 < L26 - L25) * (L25 < L26) + .875 * ((H26 - H27) * (H26 - H27 > L27 - L26) * (H26 > H27) - (L27 - L26) * (H26 - H27 < L27 - L26) * (L26 < L27) + .875 * ((H27 - H28) * (H27 - H28 > L28 - L27) * (H27 > H28) - (L28 - L27) * (H27 - H28 < L28 - L27) * (L27 < L28) + .875 * ((H28 - H29) * (H28 - H29 > L29 - L28) * (H28 > H29) - (L29 - L28) * (H28 - H29 < L29 - L28) * (L28 < L29) + .875 * ((H29 - H30) * (H29 - H30 > L30 - L29) * (H29 > H30) - (L30 - L29) * (H29 - H30 < L30 - L29) * (L29 < L30) + .875 * ((H30 - H31) * (H30 - H31 > L31 - L30) * (H30 > H31) - (L31 - L30) * (H30 - H31 < L31 - L30) * (L30 < L31) + .875 * ((H31 - H32) * (H31 - H32 > L32 - L31) * (H31 > H32) - (L32 - L31) * (H31 - H32 < L32 - L31) * (L31 < L32) + .875 * ((H32 - H33) * (H32 - H33 > L33 - L32) * (H32 > H33) - (L33 - L32) * (H32 - H33 < L33 - L32) * (L32 < L33) + .875 * ((H33 - H34) * (H33 - H34 > L34 - L33) * (H33 > H34) - (L34 - L33) * (H33 - H34 < L34 - L33) * (L33 < L34) + .875 * ((H34 - H35) * (H34 - H35 > L35 - L34) * (H34 > H35) - (L35 - L34) * (H34 - H35 < L35 - L34) * (L34 < L35) + .875 * ((H35 - H36) * (H35 - H36 > L36 - L35) * (H35 > H36) - (L36 - L35) * (H35 - H36 < L36 - L35) * (L35 < L36) + .875 * ((H36 - H37) * (H36 - H37 > L37 - L36) * (H36 > H37) - (L37 - L36) * (H36 - H37 < L37 - L36) * (L36 < L37) + .875 * ((H37 - H38) * (H37 - H38 > L38 - L37) * (H37 > H38) - (L38 - L37) * (H37 - H38 < L38 - L37) * (L37 < L38) + .875 * ((H38 - H39) * (H38 - H39 > L39 - L38) * (H38 > H39) - (L39 - L38) * (H38 - H39 < L39 - L38) * (L38 < L39) + .875 * ((H39 - H40) * (H39 - H40 > L40 - L39) * (H39 > H40) - (L40 - L39) * (H39 - H40 < L40 - L39) * (L39 < L40) + .875 * ((H40 - H41) * (H40 - H41 > L41 - L40) * (H40 > H41) - (L41 - L40) * (H40 - H41 < L41 - L40) * (L40 < L41) + .875 * ((H41 - H42) * (H41 - H42 > L42 - L41) * (H41 > H42) - (L42 - L41) * (H41 - H42 < L42 - L41) * (L41 < L42) + .875 * ((H42 - H43) * (H42 - H43 > L43 - L42) * (H42 > H43) - (L43 - L42) * (H42 - H43 < L43 - L42) * (L42 < L43) + .875 * ((H43 - H44) * (H43 - H44 > L44 - L43) * (H43 > H44) - (L44 - L43) * (H43 - H44 < L44 - L43) * (L43 < L44) + .875 * ((H44 - H45) * (H44 - H45 > L45 - L44) * (H44 > H45) - (L45 - L44) * (H44 - H45 < L45 - L44) * (L44 < L45) + .875 * ((H45 - H46) * (H45 - H46 > L46 - L45) * (H45 > H46) - (L46 - L45) * (H45 - H46 < L46 - L45) * (L45 < L46) + .875 * ((H46 - H47) * (H46 - H47 > L47 - L46) * (H46 > H47) - (L47 - L46) * (H46 - H47 < L47 - L46) * (L46 < L47) + .875 * ((H47 - H48) * (H47 - H48 > L48 - L47) * (H47 > H48) - (L48 - L47) * (H47 - H48 < L48 - L47) * (L47 < L48) + .875 * ((H48 - H49) * (H48 - H49 > L49 - L48) * (H48 > H49) - (L49 - L48) * (H48 - H49 < L49 - L48) * (L48 < L49) + .875 * ((H49 - H50) * (H49 - H50 > L50 - L49) * (H49 > H50) - (L50 - L49) * (H49 - H50 < L50 - L49) * (L49 < L50) + .875 * ((H50 - H51) * (H50 - H51 > L51 - L50) * (H50 > H51) - (L51 - L50) * (H50 - H51 < L51 - L50) * (L50 < L51) + .875 * ((H51 - H52) * (H51 - H52 > L52 - L51) * (H51 > H52) - (L52 - L51) * (H51 - H52 < L52 - L51) * (L51 < L52) + .875 * ((H52 - H53) * (H52 - H53 > L53 - L52) * (H52 > H53) - (L53 - L52) * (H52 - H53 < L53 - L52) * (L52 < L53) + .875 * ((H53 - H54) * (H53 - H54 > L54 - L53) * (H53 > H54) - (L54 - L53) * (H53 - H54 < L54 - L53) * (L53 < L54) + .875 * ((H54 - H55) * (H54 - H55 > L55 - L54) * (H54 > H55) - (L55 - L54) * (H54 - H55 < L55 - L54) * (L54 < L55) + .875 * ((H55 - H56) * (H55 - H56 > L56 - L55) * (H55 > H56) - (L56 - L55) * (H55 - H56 < L56 - L55) * (L55 < L56) + .875 * ((H56 - H57) * (H56 - H57 > L57 - L56) * (H56 > H57) - (L57 - L56) * (H56 - H57 < L57 - L56) * (L56 < L57) + .875 * ((H57 - H58) * (H57 - H58 > L58 - L57) * (H57 > H58) - (L58 - L57) * (H57 - H58 < L58 - L57) * (L57 < L58))))))))))))))))))))))))))))))))))))))))))))))))))))))

The above should return:

+1 or +2 +DI xUp -DI
0 +DI not crossing -DI
-1 or -2 +DI xDown -DI

You can convert this to a Boolean (True or False) formula by adding a > 0 at the end for xUp, < 0 at the end for xDown or <> 0 at the end for crossing (either direction).

You may wish to review the following:

How to create a Personal Criteria Forumula (PCF)
PCF for Wilder's Directional Movement DMI-crossovers
PCF for Wilder's DX, and/or a CI for Wilder's ADX
Cascades of Moving Averages
Handy PCF example formulas to help you learn the syntax of PCFs!
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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