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Registered User
Joined: 3/29/2005
Posts: 9
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i hope there are some existing formulas that sort a watch list to show which stocks have moved above or below the 0 line on the macd , also a formula that shows a change in direction of the tsv indicator ,,maybe there are discussions on this subject
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Any formulas would depend on your specific settings.
Understanding MACD
MACD Settings
- Short: ?
- Long: ?
- Period: ?
- Average Type: Simple or Exponential?
- Plot MACD as Histogram: Checked or Unchecked?
If Plot MACD as Histogram is Unchecked, are you interested in the raw MACD or its Moving Average Signal Line?
For example, if we have a Exponential MACD 12,26,9, we might have the following formulas:
Exponential raw MACD xUp Zero:
XAVGC12 - XAVGC26 > 0 AND XAVGC12.1 - XAVGC26.1 <= 0
Exponential raw MACD xDn Zero:
XAVGC12 - XAVGC26 < 0 AND XAVGC12.1 - XAVGC26.1 >= 0
Exponential raw MACD crossing Zero (either direction):
SGN(XAVGC12 - XAVGC26) <> SGN(XAVGC12.1 - XAVGC26.1)
Exponential MACD Signal xUp Zero:
XAVG(XAVGC12,9) - XAVG(XAVGC26,9) > 0 AND XAVG(XAVGC12.1,9) - XAVG(XAVGC26.1,9) <= 0
Exponential MACD Signal xDn Zero:
XAVG(XAVGC12,9) - XAVG(XAVGC26,9) < 0 AND XAVG(XAVGC12.1,9) - XAVG(XAVGC26.1,9) >= 0
Exponential MACD Signal crossing Zero (either direction):
SGN(XAVG(XAVGC12,9) - XAVG(XAVGC26,9)) <> SGN(XAVG(XAVGC12.1,9) - XAVG(XAVGC26.1,9))
Exponential MACD Histogram xUp Zero:
XAVGC12 - XAVGC26 - XAVG(XAVGC12,9) + XAVG(XAVGC26,9) > 0 AND XAVGC12.1 - XAVGC26.1 - XAVG(XAVGC12.1,9) + XAVG(XAVGC26.1,9) <= 0
Exponential MACD Histogram xDn Zero:
XAVGC12 - XAVGC26 - XAVG(XAVGC12,9) + XAVG(XAVGC26,9) < 0 AND XAVGC12.1 - XAVGC26.1 - XAVG(XAVGC12.1,9) + XAVG(XAVGC26.1,9) >= 0
Exponential MACD Histogram crossing Zero (either direction):
SGN(XAVGC12 - XAVGC26 - XAVG(XAVGC12,9) + XAVG(XAVGC26,9)) <> SGN(XAVGC12.1 - XAVGC26.1 - XAVG(XAVGC12.1,9) + XAVG(XAVGC26.1,9))
Converting the above formula to a Simple MACD is just a matter of removing all of the Xs from the formulas.
Time Segmented Volume Settings
- Period: ?
- Average Type: Simple or Exponential?
For example, if we have an Exponential TSV19, we might have the following formulas:
Local Maxima (1-Bar Ago):
XAVG(TSV,19) < XAVG(TSV1.1,19) AND XAVG(TSV1.1,19) > XAVG(TSV1.2,19)
Local Minima (1-Bar Ago):
XAVG(TSV,19) > XAVG(TSV1.1,19) AND XAVG(TSV1.1,19) < XAVG(TSV1.2,19)
Local Extrema (1-Bar Ago):
SGN(XAVG(TSV,19) - XAVG(TSV1.1,19)) <> SGN(XAVG(TSV1.1,19) < XAVG(TSV1.2,19))
Converting the above formulas to a Simple TSV is more complicated than the MACD case:
Local Maxima (1-Bar Ago):
TSV19 < TSV19.1 AND TSV19.1 > TSV19.2
Local Minima (1-Bar Ago):
TSV19 > TSV19.1 AND TSV19.1 < TSV19.2
Local Extrema (1-Bar Ago):
SGN(TSV19 - TSV19.1) <> SGN(TSV19.1 - TSV19.2)
You may wish to review the following:
How to create a Personal Criteria Forumula (PCF)
PCF Formula Descriptions
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
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Registered User
Joined: 3/29/2005
Posts: 9
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i have a watch list using a one year screen on 100 stocks i just wish to see which macd indicator moves above or below the 0 line.....second request is to find or sort which stocks on list have changed direction or movedabove or below the tsv moving average line
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Administration
Joined: 9/30/2004
Posts: 9,187
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To help you out we need to know your MACD and TSV settings that Bruce asked for above.
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Registered User
Joined: 3/29/2005
Posts: 9
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macd short 6 long 28 period 11 expodential tsv 15 bars simple
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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julian98,
For an Exponential MACD 6,28,11, we would have the following possible formulas for MACD crossing through zero:
Exponential raw MACD xUp Zero:
XAVGC6 - XAVGC28 > 0 AND XAVGC6.1 - XAVGC28.1 <= 0
Exponential raw MACD xDn Zero:
XAVGC6 - XAVGC28 < 0 AND XAVGC6.1 - XAVGC28.1 >= 0
Exponential raw MACD crossing Zero (either direction):
SGN(XAVGC6 - XAVGC28) <> SGN(XAVGC6.1 - XAVGC28.1)
Exponential MACD Signal xUp Zero:
XAVG(XAVGC6,11) - XAVG(XAVGC28,11) > 0 AND XAVG(XAVGC6.1,11) - XAVG(XAVGC28.1,11) <= 0
Exponential MACD Signal xDn Zero:
XAVG(XAVGC6,11) - XAVG(XAVGC28,11) < 0 AND XAVG(XAVGC6.1,11) - XAVG(XAVGC28.1,11) >= 0
Exponential MACD Signal crossing Zero (either direction):
SGN(XAVG(XAVGC6,11) - XAVG(XAVGC28,11)) <> SGN(XAVG(XAVGC6.1,11) - XAVG(XAVGC28.1,11))
Exponential MACD Histogram xUp Zero:
XAVGC6 - XAVGC28 - XAVG(XAVGC6,11) + XAVG(XAVGC28,11) > 0 AND XAVGC6.1 - XAVGC28.1 - XAVG(XAVGC6.1,11) + XAVG(XAVGC28.1,11) <= 0
Exponential MACD Histogram xDn Zero:
XAVGC6 - XAVGC28 - XAVG(XAVGC6,11) + XAVG(XAVGC28,11) < 0 AND XAVGC6.1 - XAVGC28.1 - XAVG(XAVGC6.1,11) + XAVG(XAVGC28.1,11) >= 0
Exponential MACD Histogram crossing Zero (either direction):
SGN(XAVGC6 - XAVGC28 - XAVG(XAVGC6,11) + XAVG(XAVGC28,11)) <> SGN(XAVGC6.1 - XAVGC28.1 - XAVG(XAVGC6.1,11) + XAVG(XAVGC28.1,11))
For a Simple TSV15 we would have the following possible formulas for the TSV changing direction:
Local Maxima (1-Bar Ago) - a change from up to down:
TSV15 < TSV15.1 AND TSV15.1 > TSV15.2
Local Minima (1-Bar Ago) - a change from down to up:
TSV15 > TSV15.1 AND TSV15.1 < TSV15.2
Local Extrema (1-Bar Ago) - a change in either direction:
SGN(TSV15 - TSV15.1) <> SGN(TSV15.1 - TSV15.2)
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 3/29/2005
Posts: 9
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macd short 6 long 28 period 11 expodential tsv 15 bars simple
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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julian98,
Possible formulas for this were already provided in my Wednesday, June 17, 2009 4:49:45 PM ET post. If the formulas do not meet your needs, if you have additional questions or if you need additional clarification on the answer provided, we will need more information from you.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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