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Registered User
Joined: 10/7/2004
Posts: 69
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Bruce,
You wrote this fx last time for a generic OBV xUP it's 10sma:
9 * SGN(C - C1) * V + 8 * SGN(C1 - C2) * V1 + 7 * SGN(C2 - C3) * V2 + 6 * SGN(C3 - C4) * V3 + 5 * SGN(C4 - C5) * V4 + 4 * SGN(C5 - C6) * V5 + 3 * SGN(C6 - C7) * V6 + 2 * SGN(C7 - C8) * V7 + SGN(C8 - C9) * V8 > 0 AND 9 * SGN(C1 - C2) * V1 + 8 * SGN(C2 - C3) * V2 + 7 * SGN(C3 - C4) * V3 + 6 * SGN(C4 - C5) * V4 + 5 * SGN(C5 - C6) * V5 + 4 * SGN(C6 - C7) * V6 + 3 * SGN(C7 - C8) * V7 + 2 * SGN(C8 - C9) * V8 + SGN(C9 - C10) * V9 <= 0
Is this the correct way to translate the SGN function:
SGN(C-C1) = (((C-C1)/(C-C1)2).05) i.e., (X / absX) ? If not are you able to write a simplified fx re. SGN?
Thanks
SC
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Your method will produce a division by zero error if C = C1, but that's the general idea - although I would probably adjust the parentheses somewhat:
(C-C1)/(((C-C1)2).5)
Without knowing the specific restrictions and having a complete list of the syntax of the program where you are using this, I cannot suggest what might be the best method (I'm assuming from the fact that you are squaring and then taking the square root that you don't have an ABS() function either).
-Bruce
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Registered User
Joined: 10/7/2004
Posts: 69
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Hi Bruce,
You're right the trading platform I use does not have an ABS fn. I would be using the above syntax for the c/o of OBV (?- does the fx you wrote give the 10sma or 0 c/o?).
Thanks
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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It is a cross of OBV up through its own Moving Average. OBV is a Cumulative Indicator and a crossup of zero would be meaningless.
Dealing with OBV & MS in PCF's - how to interp their "values"
-Bruce
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