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Ichimuko test in progress Topic Rating:
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wwrightjuly4
Posted : Saturday, December 4, 2010 7:12:54 PM
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Joined: 4/10/2006
Posts: 954
Watched a few freestockchart videos yesterday, one being the ichimuko cloud
Decided to try a ichimuko back test. (Cant find my blog page blocks.com, so posting it here) ypb get my brain dump.
Ive decided to start a page to watch result i.e. first iteration... So, the thought here was to
          Find Sector break out Trend on Sub group
          Find a Stock in the top 5-10 sectors.

Using SF5, shared layout   which has a lot of PTG's Demark as that is something I have been playing with.
Probably should clean up and share only the Ichi
I was comparing on the Demark - Debug chart. the entries based on
   demark-dpo breaking TDST resist
   with the Ichi cloud starting a trend.

Some of the signals overlap pretty close, but the backtest seems to produce better signals on the ICHI



My ichi-buy is based on a SF "sequence" w/ 12 days.
a)Tenkan Sen crossing up kijun sen
b) Senkou A above Senkou B
c) Chiku Span above Price
d) Tenkan Sen above Senkou A.



1) All US sub industries. Find out what is going up by using
Buy ichi condition Then looking at the OPEN trades from the Backtester.

2) backtester  "buy" ichi cond
                          sell  12 days later.

Results.

  Winners Losers Total    
# Trades 2632 814 3446    
Avg Return/Trade 4.308682 -2.4103 2.721554    
Avg Bars Trade 14.16185 14.04545 14.13436    
Winning %     76    
Avg Gain/Loss Ratio   1.8    
Ann Return/Trade   180    
           
           
           
Open Trades          
mg625 2bars Mach tools acces flow hdng kdn swk
mg114 2bars spec chemic neu foe gfre kro
mg844 2bars long distance tmx      
mg832 2bars semi mem mips rmbs sndk netl
mg811 2bars diversified comp sys igt tdc sgi  
mg716 3bars Sporting activites isca      
mg736 4bars home improv ll hd low  
mg416 4bars reg sw bank cfr iboc    

3) Open the Sub groups thumb through find candidate.
For open trades where Open < 5bars

One concern about the entry Risks  SPY challenging Previous HIGH,  a very sharp rise in the market for the past week may not be the best entry.

So here is my chart watch.
Updated daily from today 12/5, where if you bought at the open Monday.

Just going to show the First column,  flow,neu,tmx,mips,igt, isca,ll,cfr
12 Days

Few of these have really bad resistence coming up, bad entries.
















BADDD - likely a really bad entry.


HD, LOW made big breakouts....might watch them for a entry...HD=32.50, Low=23.70


jsatt11
Posted : Wednesday, December 8, 2010 11:40:10 PM
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Posts: 116
Bob,I have recently been trying to get up to speed on Ichimuko. So when I saw your post I was interested. I downloaded your shared Ichimuko and have run backtesting against a basket of ten stocks called the Livermore Index.The results for 12 mos using your signals and backscanner produced dynamite profits but the drawdowns were big, many over 2n% and something I could not live with. So I used a stop for price below Kijun Sen as a second sell below yours. The profits still very good, but drawdowns more palatable?? Jim Satt
wwrightjuly4
Posted : Thursday, December 9, 2010 2:18:01 AM
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Joined: 4/10/2006
Posts: 954

My test was loosely based on the following. 
www.worden.com/Webinars/10_05_2010

Interesting. Thanks for your input.   The backtester is very crude, and the buy sell  trades do not match the signals defined on the chart many times.  So I am suspicious of many of the numbers it spits out.  I am hopeful when the back tests display an optimistic output, but usually you can find many questionable aspects of the output buy/sells.   I find this ichimoku slightly similar to the bill williams jaw, teeth, lips which is also a trend following chart.
wwrightjuly4
Posted : Thursday, December 9, 2010 2:19:06 AM
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Joined: 4/10/2006
Posts: 954

Whoops...that's weird.  any who. night all.
Chris55
Posted : Friday, April 13, 2018 6:37:36 PM
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Posts: 285

Hi Bruce,

I don't know whether this is realistic and could be done with an AND function of sorts;

I have one Easyscan and would like to incude three Ichimoku based fileters which include:

1) Kijun is above Tenken
(MAXH26 + MINL26) / 2 > (MAXH9 + MINL9) / 2
 
2) Ichi Ten below Kinjun T-1
(MAXH9.1 + MINL9.1) / 2 < (MAXH26.1 + MINL26.1) / 2
 
3) Ichi C above Kijun T-1
C > (MAXH26.1 + MINL26.1) / 2.
 
HOWEVER, I don't want the three filter results to be the common denominator of all three combined, rather I would like to have the entire results per filter appear as if they were one filter, and hence as part of the Easyscan.
 
Do you think this would work?
 
Kind regards, Chris 
Chris55
Posted : Friday, April 13, 2018 7:31:28 PM
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Posts: 285

Hi Bruce,

Just forgot one thing:

How would you code the following:

The Tenkan crosses the Kijun up above the Kumo cloud?

Thnaks much,

Chris 

Bruce_L
Posted : Monday, April 16, 2018 12:15:11 PM


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Posts: 65,138

If you want to require all three to be true, then you can just add each formula individually to the EasyScan (or combine the formulas into a single EasyScan using AND between each formula).

If you only want to require at least one of the formulas to be true, then you can combine the formulas into a single formula by putting OR between each formula.

Tenkan crossing up through Kijun above the Kumo cloud can be written as follows.

XUP(MAXH9 + MINL9, MAXH26 + MINL26) AND MAXH26 + MINL26 > GREATEST((MAXH9.26 + MINL9.26 + MAXH26.26 + MINL26.26) / 2, MAXH52.26 + MINL52.26)



-Bruce
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Chris55
Posted : Monday, April 16, 2018 1:59:11 PM
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Posts: 285

Thanks very much, Bruce. That was very helpful. Didn't know that the filters could be tied together with AND that easily.

Are you sure that the entire results for each formula which I cmbined into one Scan PCF are being shown as results, no common denominators, right?

Have one more Ichimkou filter I am haing tgrouble programming:

-   Chiku (Lagging) Span above Price
 
Thanks and kind regards,
Chris 
Bruce_L
Posted : Monday, April 16, 2018 2:08:16 PM


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I am sure as long as you are doing it the right way.

If all of the conditions need to be true, use AND, or just add all of the conditions to the EasyScan on their own.

If only one of the conditions needs to be true, use OR instead.

Note that OR happens before AND in the order of operations, so if you want the AND to happen first, you would need to use parentheses to force the order of operations (what is inside the parantheses is calculated before what is outside parentheses).

Chiku (Lagging) Span above Price is the following.

C > C26



-Bruce
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Chris55
Posted : Monday, April 16, 2018 2:24:45 PM
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Posts: 285

Thanks a lot, Bruce. Good new insight. Chris

Chris55
Posted : Tuesday, April 17, 2018 7:51:02 AM
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Good Morning Bruce,

1) How would you write this for a Condition PCF:

- Price crosses up through the Tenkan OR the Kijun?

2) Is this correct for the Price being underneath the cloud and then breaking up through the cloud (Senkou Span A):

C > (MAXH9.26 + MINL9.26 + MAXH26.26 + MINL26.26) / 4 AND C > (MAXH52.26 + MINL52.26) / 2 AND (C1 <= (MAXH9.27 + MINL9.27 + MAXH26.27 + MINL26.27) / 4 OR C1 <= (MAXH52.27 + MINL52.27) / 2)

3) Is this one correct as well: Senkou Span A is greater than Senkou Span B:?

(MAXH9.26 + MINL9.26 + MAXH26.26 + MINL26.26) / 4 > (MAXH52.26 + MINL52.26) / 2

4) If I were to use: "Price close is above the cloud"

C > (MAXH9.26 + MINL9.26 + MAXH26.26 + MINL26.26) / 4 AND C > (MAXH52.26 + MINL52.26) / 2

Could I alter this by using the condition "Within the last 3 bars", or would that have to be coded into the formula?

Many thanks for your info.

Chris 

 

 

 

Bruce_L
Posted : Tuesday, April 17, 2018 11:27:48 AM


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Posts: 65,138

I am pretty sure what you have works just fine.

Price crosses up through Tenkan or Kijun.

XUP(C, (MAXH9 + MINL9) / 2) OR XUP(C, (MAXH26 + MINL26) / 2)

Price crossing up through bottom of cloud.

XUP(C, LEAST((MAXH9.26 + MINL9.26 + MAXH26.26 + MINL26.26) / 4, (MAXH52.26 + MINL52.26) / 2))

Price crossing up through Senkou Span A.

XUP(C, (MAXH9.26 + MINL9.26 + MAXH26.26 + MINL26.26) / 4)

Senkou Span A greater than Sekou Span B.

(MAXH9.26 + MINL9.26 + MAXH26.26 + MINL26.26) / 4 > (MAXH52.26 + MINL52.26) / 2

Price above the cloud.

C > GREATEST((MAXH9.26 + MINL9.26 + MAXH26.26 + MINL26.26) / 4, (MAXH52.26 + MINL52.26) / 2)

You should be able to use within the last 3 bars. You could also put whatever you want inside the following construct.

CountTrue(your condition formula here, 3) > 0



-Bruce
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Chris55
Posted : Tuesday, April 17, 2018 12:14:24 PM
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Posts: 285

Thanks so much, Bruce, works really well. Chris

Chris55
Posted : Tuesday, April 17, 2018 4:18:47 PM
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Posts: 285

Hi Brice,

Am triying to create a 7 period HMA and a 3-bar slope. Would like to write a PCF for a the positive slope showing on the top half of a histrogram, and the negarive slopes on the botton.

What Indicator PCFs would you use here? Possible to change the HMA7 into a HMA5 after the fact?

Thanks much.

Chris 

Bruce_L
Posted : Tuesday, April 17, 2018 4:35:35 PM


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Posts: 65,138

By slope do you just mean the period net change?

HAVGC7 - HAVGC7.3

Or maybe the 3 period linear regression slope?

6 * (FAVG(HAVGC7, 3) - AVG(HAVGC7, 3)) / (3 - 1)

Or even the 4 period linear regerssion slope (as it covers the same span as the 3 period net change)?

6 * (FAVG(HAVGC7, 4) - AVG(HAVGC7, 4)) / (4 - 1)



-Bruce
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Chris55
Posted : Tuesday, April 17, 2018 4:45:00 PM
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Posts: 285

Sorry Bruce,

I meant the 3-period LinReg slope...

Chris55
Posted : Tuesday, April 17, 2018 4:55:08 PM
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Posts: 285

I plugged the 3period LinReg formula into an Indicator PCF and get a parenthesis error "(" at position 14.

Chris55
Posted : Tuesday, April 17, 2018 5:23:51 PM
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Posts: 285

Thanks Bruce for all three formulas. That makes it easy to adapt later. Currently, I'm using this one:

6 * (FAVG(HAVG7, 3) - AVG(HAVG7, 3)) / 2

The resulting histogram doesn-t show +-1, but rather rises and falls around the 0 line, which is also quite usage.

Thanks again. KInd regards,

Chris 

Bruce_L
Posted : Wednesday, April 18, 2018 9:19:33 AM


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Posts: 65,138

The formula is missing the C term in the hull moving averages.

6 * (FAVG(HAVGC7, 3) - AVG(HAVGC7, 3)) / (3 - 1)

If you want it to show 1 or -1 instead, put the entire thing in a SGN() function.

SGN(6 * (FAVG(HAVGC7, 3) - AVG(HAVGC7, 3)) / (3 - 1))



-Bruce
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Chris55
Posted : Wednesday, April 18, 2018 9:39:25 AM
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Thanks very much Bruce.

Chris55
Posted : Thursday, April 19, 2018 8:12:25 AM
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Hi Bruce,

Recently you gave me some PCF code for solving the following condition:

The T3-4-1.618 is crossing up through EITHER the T3-8-1.618 OR crossing up through the T3-6-1.272 within the last 2 bars. Here is the code:

CountTrue(XUP(-4.235801 * XAVG(XAVG(XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4), 4), 4) + 20.561175096* XAVG(XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4), 4) - 33.268947 * XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4) + 17.943573032* XAVG(XAVG(XAVGC4, 4), 4), -4.235801 * XAVG(XAVG(XAVG(XAVG(XAVG(XAVGC8, 8), 8), 8), 8), 8) + 20.561175096* XAVG(XAVG(XAVG(XAVG(XAVGC8, 8), 8), 8), 8) - 33.268947 * XAVG(XAVG(XAVG(XAVGC8, 8), 8), 8) + 17.943573032* XAVG(XAVG(XAVGC8, 8), 8)), 2) > 0 OR CountTrue(XUP(-4.235801 * XAVG(XAVG(XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4), 4), 4) + 20.561175096* XAVG(XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4), 4) - 33.268947 * XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4) + 17.943573032* XAVG(XAVG(XAVGC4, 4), 4), -(1.272 ^ 3) * XAVG(XAVG(XAVG(XAVG(XAVG(XAVGC6, 6), 6), 6), 6), 6) + 3 * ((1.272 ^ 2) + (1.272 ^ 3)) * XAVG(XAVG(XAVG(XAVG(XAVGC6, 6), 6), 6), 6) - (6 * (1.272 ^ 2) + 3 * (1.272 + (1.272 ^ 3))) * XAVG(XAVG(XAVG(XAVGC6, 6), 6), 6) + (1 + 3 * 1.272 + (1.272 ^ 3) + 3 * (1.272 ^ 2)) * XAVG(XAVG(XAVGC6, 6), 6)), 2) > 0

I wonder if you could help me with the following two issues:

1) I need to change the above formula to "crossing within the last 1 bar" (versus 2 bars).

2) I need the same (crossing within the last 1 bar) code, but rather than crossing up, it should show when the T3-4-1.618 is crossing DOWN on either the T3-8-1.618 ot the T3-6-1.272. (I am presuming that the formula above "crossing within the last 2 bars" defines crossing "up". When I plot it, it only shows the upside crosses, not the downside crosses.

Many thanks, Bruce.

Chris 

 

 

Chris55
Posted : Thursday, April 19, 2018 8:49:07 AM
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Hi Bruce,

By the way: you gave me a generic master formula as follows:

CountTrue(XUP(T3-4-1.618, T3-8-1.618), 3) > 0 OR CountTrue(XUP(T3-4-1.618, T3-6-1.272), 3) > 0

1) Would I replace the two "3's" with "0" if I wanted to see the cross NOW? (Instaed od 1 bar ago);

2) Would I change the two "XUP" to "XDOWN" to get the T3-4-1.618 crossing down through either the T3-8-1.618 or the T3-6-1.272?

If so then I could fill it in myself. Thanks.

Chris 

 

Bruce_L
Posted : Thursday, April 19, 2018 9:38:19 AM


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Posts: 65,138

If you want it for the current bar, you could just not use the CountTrue at all (if you do use CountTrue(), then change the 3 to 1 instead for it to be the current bar).

XUP(T3-4-1.618, T3-8-1.618) OR XUP(T3-4-1.618, T3-6-1.272)

Yes, you can just change the XUP() function to a XDOWN() function to check for crosses in the other direction.



-Bruce
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Chris55
Posted : Thursday, April 19, 2018 10:05:38 AM
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Many thanks Bruce - that helps alot. Chris 

Chris55
Posted : Thursday, April 19, 2018 10:11:48 AM
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Just to be sure. Is this the PCF for the current bar only:

WAS:

CountTrue(XUP(T3-4-1.618, T3-8-1.618), 3) > 0 OR CountTrue(XUP(T3-4-1.618, T3-6-1.272), 3) > 0

 

IS (for current bar):

(XUP(T3-4-1.618, T3-8-1.618), 1) > 0 OR CountTrue(XUP(T3-4-1.618, T3-6-1.272), 1) > 0

 

Thanks.

 

Bruce_L
Posted : Thursday, April 19, 2018 10:20:12 AM


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Yes, that would work, but I would just use the shorter version from my Thursday, April 19, 2018 9:38:19 AM ET post if you are interested in just the current bar.



-Bruce
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Chris55
Posted : Thursday, April 19, 2018 10:23:30 AM
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Sorry to be a bother, when I use this folumula for Crossing UP now:

(XUP(-4.235801 * XAVG(XAVG(XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4), 4), 4) + 20.561175096* XAVG(XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4), 4) - 33.268947 * XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4) + 17.943573032* XAVG(XAVG(XAVGC4, 4), 4), -4.235801 * XAVG(XAVG(XAVG(XAVG(XAVG(XAVGC8, 8), 8), 8), 8), 8) + 20.561175096* XAVG(XAVG(XAVG(XAVG(XAVGC8, 8), 8), 8), 8) - 33.268947 * XAVG(XAVG(XAVG(XAVGC8, 8), 8), 8) + 17.943573032* XAVG(XAVG(XAVGC8, 8), 8)) OR (XUP(-4.235801 * XAVG(XAVG(XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4), 4), 4) + 20.561175096* XAVG(XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4), 4) - 33.268947 * XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4) + 17.943573032* XAVG(XAVG(XAVGC4, 4), 4), -(1.272 ^ 3) * XAVG(XAVG(XAVG(XAVG(XAVG(XAVGC6, 6), 6), 6), 6), 6) + 3 * ((1.272 ^ 2) + (1.272 ^ 3)) * XAVG(XAVG(XAVG(XAVG(XAVGC6, 6), 6), 6), 6) - (6 * (1.272 ^ 2) + 3 * (1.272 + (1.272 ^ 3))) * XAVG(XAVG(XAVG(XAVGC6, 6), 6), 6) + (1 + 3 * 1.272 + (1.272 ^ 3) + 3 * (1.272 ^ 2)) * XAVG(XAVG(XAVGC6, 6), 6))

 

I get a formula error, unmatched parenthesis at 949 or similar??

Bruce_L
Posted : Thursday, April 19, 2018 11:30:47 AM


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Each section should start with XUP( versus having each section start with (XUP( (note that this parenthesis is not in the template given above). I guess you could also put another ) at the end of each section, but those parenthese would not be necessary.

XUP(-4.235801 * XAVG(XAVG(XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4), 4), 4) + 20.561175096* XAVG(XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4), 4) - 33.268947 * XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4) + 17.943573032* XAVG(XAVG(XAVGC4, 4), 4), -4.235801 * XAVG(XAVG(XAVG(XAVG(XAVG(XAVGC8, 8), 8), 8), 8), 8) + 20.561175096* XAVG(XAVG(XAVG(XAVG(XAVGC8, 8), 8), 8), 8) - 33.268947 * XAVG(XAVG(XAVG(XAVGC8, 8), 8), 8) + 17.943573032* XAVG(XAVG(XAVGC8, 8), 8)) OR XUP(-4.235801 * XAVG(XAVG(XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4), 4), 4) + 20.561175096* XAVG(XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4), 4) - 33.268947 * XAVG(XAVG(XAVG(XAVGC4, 4), 4), 4) + 17.943573032* XAVG(XAVG(XAVGC4, 4), 4), -(1.272 ^ 3) * XAVG(XAVG(XAVG(XAVG(XAVG(XAVGC6, 6), 6), 6), 6), 6) + 3 * ((1.272 ^ 2) + (1.272 ^ 3)) * XAVG(XAVG(XAVG(XAVG(XAVGC6, 6), 6), 6), 6) - (6 * (1.272 ^ 2) + 3 * (1.272 + (1.272 ^ 3))) * XAVG(XAVG(XAVG(XAVGC6, 6), 6), 6) + (1 + 3 * 1.272 + (1.272 ^ 3) + 3 * (1.272 ^ 2)) * XAVG(XAVG(XAVGC6, 6), 6))



-Bruce
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Chris55
Posted : Thursday, April 19, 2018 12:21:11 PM
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Thanks, I couldn't fiure that one out.

Chris55
Posted : Monday, April 23, 2018 11:13:27 AM
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Good Monring Bruce,

I wonder if you could help me with a PCF for the following to be true (or to show as +1 in a histogram):

- There should be more than one narrow range bar within the last 10 bars;

- A narrow bar would be considered from NR4 to NR7 or narrower.

I would like to use this condition for scans, but also to show when it is true on a histogram.

Many thanks.

Chris 

 

Chris55
Posted : Monday, April 23, 2018 4:35:14 PM
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Hi Bruce,

I found this Volume Flow Indicator formula (Scan PCF) in the forum and wondered whether there is any way ti make it more sensitive, i.e. faster:

XAVG(IIF(AVGV130.1 > 0, SUM(IIF(ABS(H + L + C - H1 - L1 - C1) / 3 > .2 * SQR(ABS((SUM((LOG((H + L + C) / 3) - LOG((H1 + L1 + C1) / 3)) ^ 2, 30) - SUM(LOG((H + L + C) / 3) - LOG((H1 + L1 + C1) / 3), 30) ^ 2 / 30) / 30)) * C, SGN(H + L + C - H1 - L1 - C1) * LEAST(V, AVGV130.1 * 2.5), 0) , 130) / AVGV130.1, 0), 3)

It seems to be using 3 bars? If so, can you expand it to the last 10 bars?

Thanks,

Chris 

 

Chris55
Posted : Wednesday, April 25, 2018 9:56:06 AM
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Hi Bruce,

You're probably away from the office this week. I wanted to comment on the followng:

- If it is cumbersome or not possible to make the "Volume Flow Indicator", above, more sensitive and faster, then I have a good alternative for it (or in addition to it):

- The condition is:  "Volume exceeds 1.618 times the average volume of the last 6 volume bars".

- Do you think it can be coded in such a way as to place a dot about the respective volume bar for which the condition is true? Or in a separate pane?

Thank you much. Kind regards,

Chris 

Bruce_L
Posted : Wednesday, April 25, 2018 3:25:24 PM


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So narrower than the previous 4 or more days?

H - L < MIN(H1 - L1, 4)

But this can be true just once in the last 10 bars?

CountTrue(H - L < MIN(H1 - L1, 4), 10) > 0

You can just use it in a Custom PCF % True Indicator set to the Histogram Plot Style.

The Volume Flow Indicator formula seems to use periods of 30 and 130. Use something smaller would make it more sensitive.

You can change the 3 at the end to a 10 if you want, but that will make it less sensitive, not more sensitive.

V > 1.618 * AVGV6.1

If you want it as a dot, you do something like the following.

IIF(V > 1.618 * AVGV6.1, V, 1 / 0)



-Bruce
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Chris55
Posted : Wednesday, April 25, 2018 3:44:02 PM
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Thanks very much Bruce,

Pertaining to the Narrow Range bars:

I would like to see more than one NR4  or narrower bar (Narrowest Range in the last 4 bars...) within the last 10 bars. So 2 of them would be the minimum. There are be any number of 2 or more of these narrow bars within the last 10 bars.

Any way to code this condition to see if it occurs more than once within the last 10 bars?

Thanks, Chris 

Chris55
Posted : Wednesday, April 25, 2018 4:10:48 PM
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Posts: 285

Hi Bruce,

Re the dot on the:

 IIF(V > 1.618 * AVGV6.1, V, 1 / 0)

 
If I ented this into an indicator formula, it gives me an error message: "Dividng by Zero".. ?
 
Thanks, Chris 
Bruce_L
Posted : Wednesday, April 25, 2018 4:13:17 PM


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Posts: 65,138

The division by zero error is intentional. It is what makes it so the dot doesn't plot when the requirements are not met.

All you need to do to make sure it is true at least twice is set CountTrue to >= 2 instead of > 0.

CountTrue(H - L < MIN(H1 - L1, 4), 10) >= 2



-Bruce
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Chris55
Posted : Wednesday, April 25, 2018 4:24:37 PM
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Joined: 6/14/2016
Posts: 285

Many thanks, have a good week. Chris 

Chris55
Posted : Thursday, May 17, 2018 4:21:06 PM
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Joined: 6/14/2016
Posts: 285

Hello Bruce,

How would you code a condition PCF to show the SPREAD Between the EMA13 and the BB%B (0.20, 20) is decreasing?

BB%B should have a SD of 0.2 and an exponential period of 20.

 

Thanks,

Chris 

Bruce_L
Posted : Thursday, May 17, 2018 4:32:47 PM


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Joined: 10/7/2004
Posts: 65,138

I am going to assume the EMA13 is of the BB%B as it would be the only way the question would seem to make sense.

ABS((C - AVGC20) / 2 / .2 / STDDEV20 + .5 - XAVG((C - AVGC20) / 2 / .2 / STDDEV20 + .5, 13)) < ABS((C1 - AVGC20.1) / 2 / .2 / STDDEV20.1 + .5 - XAVG((C1 - AVGC20.1) / 2 / .2 / STDDEV20.1 + .5, 13))



-Bruce
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Chris55
Posted : Thursday, May 17, 2018 4:35:04 PM
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Joined: 6/14/2016
Posts: 285

No the EMA13 has a source in Price History, and the BB%B also is sourced by price history.

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