Download software Tutorial videos
Subscription & data-feed pricing Class schedule


New account application Trading resources
Margin rates Stock & option commissions

Attention: Discussion forums are read-only for extended maintenance until further notice.
Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Stochastic & MACD Scan Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
JCPINVESTxxxxxxxxxxxxxxxxxxxxxxxx
Posted : Saturday, September 15, 2007 7:29:08 AM
Registered User
Joined: 8/6/2005
Posts: 37
Hi ... I welcome your help in writing a PCF formula that will search for stocks that have BOTH a Stochastic crossover AND a MACD crossover occurring within a two bar interval. I would like the scan to work on all time intervals such as Daily, Weekly, One Minute, etc. I use Stochastic (5, 5, 5) and MACD (12, 26, 9, C). I appreciate and thank you very much for your help!
Craig_S
Posted : Saturday, September 15, 2007 9:28:53 AM


Worden Trainer

Joined: 10/1/2004
Posts: 18,819
Is your stochastics and MACD simple or exponential?

Do you want separate PCFs for each time frame?

We cannot write PCFs for intraday time frames in TeleChart. There is no intraday scanning in TeleChart (you can only do this in Blocks).

- Craig
Here to Help!
billmckirdy
Posted : Saturday, September 15, 2007 4:03:27 PM
Registered User
Joined: 12/8/2004
Posts: 2
Graig:
I'm trying to view stocks whose stochastic has just crossed up thru the 20 level. I have set up a pcf, but it shows up stocks with the sort value "true" and the crossover happening as long as a month ago. I want the crossover either yesterday or at least the past week. What am i doing wrong?
Thanks
Craig_S
Posted : Saturday, September 15, 2007 4:44:51 PM


Worden Trainer

Joined: 10/1/2004
Posts: 18,819
We need your PCF and your Stoch Settings to find out. Can you post them for us?

- Craig
Here to Help!
JCPINVESTxxxxxxxxxxxxxxxxxxxxxxxx
Posted : Sunday, September 23, 2007 11:46:27 AM
Registered User
Joined: 8/6/2005
Posts: 37
Hi Craig - I'm using Simple for both. The timeframe I'm most interested in is intraday. How do I find out more about scanning intraday charts using Blocks? Are there Training Videos online that I can watch? Thanks, Jay
Bruce_L
Posted : Monday, September 24, 2007 11:14:23 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
JCPINVEST,
Please download the attached .scond file to:

\My Documents\Blocks Files\Tool Parts\Strategy Conditions

Once downloaded, you should be able to select Add Condition | My Computer when adding a Strategy Condition to access it.

You can use QuickEdit to adjust the settings or view the Block Diagram.

You can adjust the type of Bars used by adjusting the Strategy TimeFrame. You may wish to review the following:

Build your first moving average strategy
Extreme stochastics for 10 Days in a Row
The most undervalued stocks in each industry
BackScanner Intro Demo
BackScanner Quick Overview

Attachments:
JCPINVEST25604.scond - 24 KB, downloaded 717 time(s).



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
recordz
Posted : Friday, September 28, 2007 11:23:02 AM
Platinum Customer Platinum Customer

Joined: 11/17/2005
Posts: 36
How do I right a scan for the MACD lines and the histogram crossing the zero line at approximately the same time?
Bruce_L
Posted : Friday, September 28, 2007 12:06:19 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
recordz,
I'm going to assume this question is about TeleChart since you are a Gold Customer but do not seem to have any Blocks Data Packages and Services on your account. You didn't specify either your MACD settings, the direction of the cross or the longest number of bars over which these crossovers can occur. I've provided three examples below (using slightly different techniques, settings and even interpretations):

Exponential MACD 12,26,9 Slow, Fast and Histogram xUp Zero (Over 1-Bar):

XAVGC12 - XAVGC26 > 0 AND XAVGC12.1 - XAVGC26.1 <= 0 AND XAVG(XAVGC12,9) - XAVG(XAVGC26,9) > 0 AND XAVG(XAVGC12.1,9) - XAVG(XAVGC26.1,9) <= 0 AND XAVGC12 - XAVGC26 - XAVG(XAVGC12,9) + XAVG(XAVGC26,9) > 0 AND XAVGC12.1 - XAVGC26.1 - XAVG(XAVGC12.1,9) + XAVG(XAVGC26.1,9) <= 0

Simple MACD 10,30,20 Slow, Fast and Histogram xDown Zero (Over 2-Bars or less):

AVGC10 - AVGC30 < 0 AND AVG(AVGC10,20) - AVG(AVGC30,20) < 0 AVGC10 - AVGC30 - AVG(AVGC10,20) + AVG(AVGC30,20) < 0 AND NOT(AVGC10.1 - AVGC30.1 < 0 AND AVG(AVGC10.1,20) - AVG(AVGC30.1,20) < 0 AND AVGC10.1 - AVGC30.1 - AVG(AVGC10.1,20) + AVG(AVGC30.1,20) <= 0) AND AVGC10.2 - AVGC30.2 > 0 AND AVG(AVGC10.2,20) - AVG(AVGC30.2,20) > 0 AND AVGC10.2 - AVGC30.2 - AVG(AVGC10.2,20) + AVG(AVGC30.2,20) > 0

Exponential MACD 8,13,7 Slow Fast and Histogram all cross Zero (either direction over 3-Bars):

SGN(XAVGC8 - XAVGC13) <> SGN(XAVGC8.3 - XAVGC13.3) AND SGN(XAVG(XAVGC8,7) - XAVG(XAVGC13,7)) <> SGN(XAVG(XAVGC8.3,7) - XAVG(XAVGC13.3,7)) AND SGN(XAVGC8 - XAVGC13 - XAVG(XAVGC8,7) + XAVG(XAVGC13,7)) <> SGN(XAVGC8.3 - XAVGC13.3 - XAVG(XAVGC8.3,7) + XAVG(XAVGC13.3,7))

You may wish to review the following:

How to create a Personal Criteria Forumula (PCF)
Understanding MACD
Handy PCF example formulas to help you learn the syntax of PCFs!
PCF Formula Descriptions

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Users browsing this topic
Guest-1

Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.