Registered User
Joined: 2/15/2010
Posts: 6
|
I am trying to write the PCF below. Can you advise on where to start.
PCF Design Basis
Objective is to find stocks that have just started to have increasing BOP Accumulation and Money flowing into the stock for watch list candidates.
a) Price is between 2 to 10 dollars per share
b) Daily Volume is greater than 250,000 shares
c) 4 period EMA is 3% to 5% above 9 period EMA
d) Volume over the last two days is higher between 10% to 30%
e) BOP over previous day is between 10 to 20
f) BOP two days back is between 5 to 8
g) BOP is less than 30
h) TSV Avg. over last two days is between 10 to 20
i) TSV Avg. over day 3 is between 21 to 70
j) TSV value is less than 100
k) Money Stream over last two days has increased
l) Money Stream avg. over last two days is between 10 to 30
m) Money Stream Avg. over day 3 is between 21 to 70
n) Money Stream value is less than 100
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
QUOTE (llf0652) a) Price is between 2 to 10 dollars per share
b) Daily Volume is greater than 250,000 shares
c) 4 period EMA is 3% to 5% above 9 period EMA
d) Volume over the last two days is higher between 10% to 30%
e) BOP over previous day is between 10 to 20
f) BOP two days back is between 5 to 8
g) BOP is less than 30
...
k) Money Stream over last two days has increased
2 <= C AND C <= 10 AND V > 2500 AND 1.03 * XAVGC9 <= XAVGC4 AND XAVGC4 <= 1.05 * XAVGC9 AND 1.1 * V1 <= V AND V <= 1.3 * V1 AND 1.1 * V2 <= V1 AND V1 <= 1.3 * V2 AND 10 <= BOP1.1 AND BOP1.1 <= 20 AND 5 <= BOP1.2 AND BOP1.2 <= 8 AND BOP < 30 AND MS > MS1.1 AND MS1.1 > MS1.2
QUOTE (llf0652) h) TSV Avg. over last two days is between 10 to 20
i) TSV Avg. over day 3 is between 21 to 70
j) TSV value is less than 100
It should be noted that while this is possible to check if the TSV settings are known, TSV values between symbols are generally not comparable as they vary significantly based on the Volume of the symbol. If you understand this and provide the TSV settings (including the Moving Average settings if I'm understanding the question correctly), we can add this to the formula.
Time Segmented Volume Settings
- Period: ?
- Average Type: Simple or Exponential?
Moving Average Settings
- Period: ?
- Average Type: Simple or Exponential?
QUOTE (llf0652) l) Money Stream avg. over last two days is between 10 to 30
m) Money Stream Avg. over day 3 is between 21 to 70
n) Money Stream value is less than 100
MoneyStream is a cumulative Indicator and the actual Value of MoneyStream is meaningless as a result. The Dealing with OBV & MS in PCF's - how to interp their "values" topic explores this in some detail.
How to create a Personal Criteria Forumula (PCF)
PCF Formula Descriptions
Basic Info on BOP, TSV and MoneyStream
Handy PCF example formulas to help you learn the syntax of PCFs!
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|