Registered User
Joined: 10/7/2004
Posts: 7
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Hi Bruce,
can you think of a formula that would show me stocks with rising vwap over 5 days in multiple time frames, or is daily only option ?
Thanks,
Al PS. did I give you enough info/critera ? let me know
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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In the current production release of TeleChart, Personal Criteria Formulas are always based on the twenty-minute delayed Daily data. I am going to assume the request is for the TC2000.com version 11 beta as a result.
There is no way to reset an intraday PCF at the beginning of a Market Day. As a result, any formula will be based on a rolling number of Bars depending on the Time Frame and number of Bars in a Trading Day for that particular Time Frame. Each Time Frame would require its own formula.
As the TC2000.com version 11 beta is currently limited to 500-Bars of data, you are limited to Time Frames where there are 100-Bars of data or fewer per Trading Day. Since there are 390 1-Minute Bars in a Trading Day, this means formulas are only possible for 5-Minute or longer Time Frames.
On a Daily Time Frame, a formula could be written as (5-Bars):
(V * C + V1 * C1 + V2 * C2 + V3 * C3 + V4 * C4) / (5 * AVGV5)
On a 4-Hour Time Frame, a formula could be written as (10-Bars):
(V * C + V1 * C1 + V2 * C2 + V3 * C3 + V4 * C4 + V5 * C5 + V6 * C6 + V7 * C7 + V8 * C8 + V9 * C9) / (10 * AVGV10)
On a 2-Hour Time Frame, a formula could be written as (20-Bars):
(V * C + V1 * C1 + V2 * C2 + V3 * C3 + V4 * C4 + V5 * C5 + V6 * C6 + V7 * C7 + V8 * C8 + V9 * C9 + V10 * C10 + V11 * C11 + V12 * C12 + V13 * C13 + V14 * C14 + V15 * C15 + V16 * C16 + V17 * C17 + V18 * C18 + V19 * C19) / (20 * AVGV20)
On an Hourly Time Frame, a formula could be written as (35-Bars):
(V * C + V1 * C1 + V2 * C2 + V3 * C3 + V4 * C4 + V5 * C5 + V6 * C6 + V7 * C7 + V8 * C8 + V9 * C9 + V10 * C10 + V11 * C11 + V12 * C12 + V13 * C13 + V14 * C14 + V15 * C15 + V16 * C16 + V17 * C17 + V18 * C18 + V19 * C19 + V20 * C20 + V21 * C21 + V22 * C22 + V23 * C23 + V24 * C24 + V25 * C25 + V26 * C26 + V27 * C27 + V28 * C28 + V29 * C29 + V30 * C30 + V31 * C31 + V32 * C32 + V33 * C33 + V34 * C34) / (35 * AVGV35)
On a 30-Minute Time Frame, a formula could be written as (65-Bars):
(V * C + V1 * C1 + V2 * C2 + V3 * C3 + V4 * C4 + V5 * C5 + V6 * C6 + V7 * C7 + V8 * C8 + V9 * C9 + V10 * C10 + V11 * C11 + V12 * C12 + V13 * C13 + V14 * C14 + V15 * C15 + V16 * C16 + V17 * C17 + V18 * C18 + V19 * C19 + V20 * C20 + V21 * C21 + V22 * C22 + V23 * C23 + V24 * C24 + V25 * C25 + V26 * C26 + V27 * C27 + V28 * C28 + V29 * C29 + V30 * C30 + V31 * C31 + V32 * C32 + V33 * C33 + V34 * C34 + V35 * C35 + V36 * C36 + V37 * C37 + V38 * C38 + V39 * C39 + V40 * C40 + V41 * C41 + V42 * C42 + V43 * C43 + V44 * C44 + V45 * C45 + V46 * C46 + V47 * C47 + V48 * C48 + V49 * C49 + V50 * C50 + V51 * C51 + V52 * C52 + V53 * C53 + V54 * C54 + V55 * C55 + V56 * C56 + V57 * C57 + V58 * C58 + V59 * C59 + V60 * C60 + V61 * C61 + V62 * C62 + V63 * C63 + V64 * C64) / (65 * AVGV65)
On a 15-Minute Time Frame, a formula could be written as (130-Bars):
(V * C + V1 * C1 + V2 * C2 + V3 * C3 + V4 * C4 + V5 * C5 + V6 * C6 + V7 * C7 + V8 * C8 + V9 * C9 + V10 * C10 + V11 * C11 + V12 * C12 + V13 * C13 + V14 * C14 + V15 * C15 + V16 * C16 + V17 * C17 + V18 * C18 + V19 * C19 + V20 * C20 + V21 * C21 + V22 * C22 + V23 * C23 + V24 * C24 + V25 * C25 + V26 * C26 + V27 * C27 + V28 * C28 + V29 * C29 + V30 * C30 + V31 * C31 + V32 * C32 + V33 * C33 + V34 * C34 + V35 * C35 + V36 * C36 + V37 * C37 + V38 * C38 + V39 * C39 + V40 * C40 + V41 * C41 + V42 * C42 + V43 * C43 + V44 * C44 + V45 * C45 + V46 * C46 + V47 * C47 + V48 * C48 + V49 * C49 + V50 * C50 + V51 * C51 + V52 * C52 + V53 * C53 + V54 * C54 + V55 * C55 + V56 * C56 + V57 * C57 + V58 * C58 + V59 * C59 + V60 * C60 + V61 * C61 + V62 * C62 + V63 * C63 + V64 * C64 + V65 * C65 + V66 * C66 + V67 * C67 + V68 * C68 + V69 * C69 + V70 * C70 + V71 * C71 + V72 * C72 + V73 * C73 + V74 * C74 + V75 * C75 + V76 * C76 + V77 * C77 + V78 * C78 + V79 * C79 + V80 * C80 + V81 * C81 + V82 * C82 + V83 * C83 + V84 * C84 + V85 * C85 + V86 * C86 + V87 * C87 + V88 * C88 + V89 * C89 + V90 * C90 + V91 * C91 + V92 * C92 + V93 * C93 + V94 * C94 + V95 * C95 + V96 * C96 + V97 * C97 + V98 * C98 + V99 * C99 + V100 * C100 + V101 * C101 + V102 * C102 + V103 * C103 + V104 * C104 + V105 * C105 + V106 * C106 + V107 * C107 + V108 * C108 + V109 * C109 + V110 * C110 + V111 * C111 + V112 * C112 + V113 * C113 + V114 * C114 + V115 * C115 + V116 * C116 + V117 * C117 + V118 * C118 + V119 * C119 + V120 * C120 + V121 * C121 + V122 * C122 + V123 * C123 + V124 * C124 + V125 * C125 + V126 * C126 + V127 * C127 + V128 * C128 + V129 * C129) / (130 * AVGV130)
On a 10-Minute Time Frame, a formula could be written as (195-Bars):
(V * C + V1 * C1 + V2 * C2 + V3 * C3 + V4 * C4 + V5 * C5 + V6 * C6 + V7 * C7 + V8 * C8 + V9 * C9 + V10 * C10 + V11 * C11 + V12 * C12 + V13 * C13 + V14 * C14 + V15 * C15 + V16 * C16 + V17 * C17 + V18 * C18 + V19 * C19 + V20 * C20 + V21 * C21 + V22 * C22 + V23 * C23 + V24 * C24 + V25 * C25 + V26 * C26 + V27 * C27 + V28 * C28 + V29 * C29 + V30 * C30 + V31 * C31 + V32 * C32 + V33 * C33 + V34 * C34 + V35 * C35 + V36 * C36 + V37 * C37 + V38 * C38 + V39 * C39 + V40 * C40 + V41 * C41 + V42 * C42 + V43 * C43 + V44 * C44 + V45 * C45 + V46 * C46 + V47 * C47 + V48 * C48 + V49 * C49 + V50 * C50 + V51 * C51 + V52 * C52 + V53 * C53 + V54 * C54 + V55 * C55 + V56 * C56 + V57 * C57 + V58 * C58 + V59 * C59 + V60 * C60 + V61 * C61 + V62 * C62 + V63 * C63 + V64 * C64 + V65 * C65 + V66 * C66 + V67 * C67 + V68 * C68 + V69 * C69 + V70 * C70 + V71 * C71 + V72 * C72 + V73 * C73 + V74 * C74 + V75 * C75 + V76 * C76 + V77 * C77 + V78 * C78 + V79 * C79 + V80 * C80 + V81 * C81 + V82 * C82 + V83 * C83 + V84 * C84 + V85 * C85 + V86 * C86 + V87 * C87 + V88 * C88 + V89 * C89 + V90 * C90 + V91 * C91 + V92 * C92 + V93 * C93 + V94 * C94 + V95 * C95 + V96 * C96 + V97 * C97 + V98 * C98 + V99 * C99 + V100 * C100 + V101 * C101 + V102 * C102 + V103 * C103 + V104 * C104 + V105 * C105 + V106 * C106 + V107 * C107 + V108 * C108 + V109 * C109 + V110 * C110 + V111 * C111 + V112 * C112 + V113 * C113 + V114 * C114 + V115 * C115 + V116 * C116 + V117 * C117 + V118 * C118 + V119 * C119 + V120 * C120 + V121 * C121 + V122 * C122 + V123 * C123 + V124 * C124 + V125 * C125 + V126 * C126 + V127 * C127 + V128 * C128 + V129 * C129 + V130 * C130 + V131 * C131 + V132 * C132 + V133 * C133 + V134 * C134 + V135 * C135 + V136 * C136 + V137 * C137 + V138 * C138 + V139 * C139 + V140 * C140 + V141 * C141 + V142 * C142 + V143 * C143 + V144 * C144 + V145 * C145 + V146 * C146 + V147 * C147 + V148 * C148 + V149 * C149 + V150 * C150 + V151 * C151 + V152 * C152 + V153 * C153 + V154 * C154 + V155 * C155 + V156 * C156 + V157 * C157 + V158 * C158 + V159 * C159 + V160 * C160 + V161 * C161 + V162 * C162 + V163 * C163 + V164 * C164 + V165 * C165 + V166 * C166 + V167 * C167 + V168 * C168 + V169 * C169 + V170 * C170 + V171 * C171 + V172 * C172 + V173 * C173 + V174 * C174 + V175 * C175 + V176 * C176 + V177 * C177 + V178 * C178 + V179 * C179 + V180 * C180 + V181 * C181 + V182 * C182 + V183 * C183 + V184 * C184 + V185 * C185 + V186 * C186 + V187 * C187 + V188 * C188 + V189 * C189 + V190 * C190 + V191 * C191 + V192 * C192 + V193 * C193 + V194 * C194) / (195 * AVGV195)
On a 5-Minute Time Frame, a formula could be written as (390-Bars):
(V * C + V1 * C1 + V2 * C2 + V3 * C3 + V4 * C4 + V5 * C5 + V6 * C6 + V7 * C7 + V8 * C8 + V9 * C9 + V10 * C10 + V11 * C11 + V12 * C12 + V13 * C13 + V14 * C14 + V15 * C15 + V16 * C16 + V17 * C17 + V18 * C18 + V19 * C19 + V20 * C20 + V21 * C21 + V22 * C22 + V23 * C23 + V24 * C24 + V25 * C25 + V26 * C26 + V27 * C27 + V28 * C28 + V29 * C29 + V30 * C30 + V31 * C31 + V32 * C32 + V33 * C33 + V34 * C34 + V35 * C35 + V36 * C36 + V37 * C37 + V38 * C38 + V39 * C39 + V40 * C40 + V41 * C41 + V42 * C42 + V43 * C43 + V44 * C44 + V45 * C45 + V46 * C46 + V47 * C47 + V48 * C48 + V49 * C49 + V50 * C50 + V51 * C51 + V52 * C52 + V53 * C53 + V54 * C54 + V55 * C55 + V56 * C56 + V57 * C57 + V58 * C58 + V59 * C59 + V60 * C60 + V61 * C61 + V62 * C62 + V63 * C63 + V64 * C64 + V65 * C65 + V66 * C66 + V67 * C67 + V68 * C68 + V69 * C69 + V70 * C70 + V71 * C71 + V72 * C72 + V73 * C73 + V74 * C74 + V75 * C75 + V76 * C76 + V77 * C77 + V78 * C78 + V79 * C79 + V80 * C80 + V81 * C81 + V82 * C82 + V83 * C83 + V84 * C84 + V85 * C85 + V86 * C86 + V87 * C87 + V88 * C88 + V89 * C89 + V90 * C90 + V91 * C91 + V92 * C92 + V93 * C93 + V94 * C94 + V95 * C95 + V96 * C96 + V97 * C97 + V98 * C98 + V99 * C99 + V100 * C100 + V101 * C101 + V102 * C102 + V103 * C103 + V104 * C104 + V105 * C105 + V106 * C106 + V107 * C107 + V108 * C108 + V109 * C109 + V110 * C110 + V111 * C111 + V112 * C112 + V113 * C113 + V114 * C114 + V115 * C115 + V116 * C116 + V117 * C117 + V118 * C118 + V119 * C119 + V120 * C120 + V121 * C121 + V122 * C122 + V123 * C123 + V124 * C124 + V125 * C125 + V126 * C126 + V127 * C127 + V128 * C128 + V129 * C129 + V130 * C130 + V131 * C131 + V132 * C132 + V133 * C133 + V134 * C134 + V135 * C135 + V136 * C136 + V137 * C137 + V138 * C138 + V139 * C139 + V140 * C140 + V141 * C141 + V142 * C142 + V143 * C143 + V144 * C144 + V145 * C145 + V146 * C146 + V147 * C147 + V148 * C148 + V149 * C149 + V150 * C150 + V151 * C151 + V152 * C152 + V153 * C153 + V154 * C154 + V155 * C155 + V156 * C156 + V157 * C157 + V158 * C158 + V159 * C159 + V160 * C160 + V161 * C161 + V162 * C162 + V163 * C163 + V164 * C164 + V165 * C165 + V166 * C166 + V167 * C167 + V168 * C168 + V169 * C169 + V170 * C170 + V171 * C171 + V172 * C172 + V173 * C173 + V174 * C174 + V175 * C175 + V176 * C176 + V177 * C177 + V178 * C178 + V179 * C179 + V180 * C180 + V181 * C181 + V182 * C182 + V183 * C183 + V184 * C184 + V185 * C185 + V186 * C186 + V187 * C187 + V188 * C188 + V189 * C189 + V190 * C190 + V191 * C191 + V192 * C192 + V193 * C193 + V194 * C194 + V195 * C195 + V196 * C196 + V197 * C197 + V198 * C198 + V199 * C199 + V200 * C200 + V201 * C201 + V202 * C202 + V203 * C203 + V204 * C204 + V205 * C205 + V206 * C206 + V207 * C207 + V208 * C208 + V209 * C209 + V210 * C210 + V211 * C211 + V212 * C212 + V213 * C213 + V214 * C214 + V215 * C215 + V216 * C216 + V217 * C217 + V218 * C218 + V219 * C219 + V220 * C220 + V221 * C221 + V222 * C222 + V223 * C223 + V224 * C224 + V225 * C225 + V226 * C226 + V227 * C227 + V228 * C228 + V229 * C229 + V230 * C230 + V231 * C231 + V232 * C232 + V233 * C233 + V234 * C234 + V235 * C235 + V236 * C236 + V237 * C237 + V238 * C238 + V239 * C239 + V240 * C240 + V241 * C241 + V242 * C242 + V243 * C243 + V244 * C244 + V245 * C245 + V246 * C246 + V247 * C247 + V248 * C248 + V249 * C249 + V250 * C250 + V251 * C251 + V252 * C252 + V253 * C253 + V254 * C254 + V255 * C255 + V256 * C256 + V257 * C257 + V258 * C258 + V259 * C259 + V260 * C260 + V261 * C261 + V262 * C262 + V263 * C263 + V264 * C264 + V265 * C265 + V266 * C266 + V267 * C267 + V268 * C268 + V269 * C269 + V270 * C270 + V271 * C271 + V272 * C272 + V273 * C273 + V274 * C274 + V275 * C275 + V276 * C276 + V277 * C277 + V278 * C278 + V279 * C279 + V280 * C280 + V281 * C281 + V282 * C282 + V283 * C283 + V284 * C284 + V285 * C285 + V286 * C286 + V287 * C287 + V288 * C288 + V289 * C289 + V290 * C290 + V291 * C291 + V292 * C292 + V293 * C293 + V294 * C294 + V295 * C295 + V296 * C296 + V297 * C297 + V298 * C298 + V299 * C299 + V300 * C300 + V301 * C301 + V302 * C302 + V303 * C303 + V304 * C304 + V305 * C305 + V306 * C306 + V307 * C307 + V308 * C308 + V309 * C309 + V310 * C310 + V311 * C311 + V312 * C312 + V313 * C313 + V314 * C314 + V315 * C315 + V316 * C316 + V317 * C317 + V318 * C318 + V319 * C319 + V320 * C320 + V321 * C321 + V322 * C322 + V323 * C323 + V324 * C324 + V325 * C325 + V326 * C326 + V327 * C327 + V328 * C328 + V329 * C329 + V330 * C330 + V331 * C331 + V332 * C332 + V333 * C333 + V334 * C334 + V335 * C335 + V336 * C336 + V337 * C337 + V338 * C338 + V339 * C339 + V340 * C340 + V341 * C341 + V342 * C342 + V343 * C343 + V344 * C344 + V345 * C345 + V346 * C346 + V347 * C347 + V348 * C348 + V349 * C349 + V350 * C350 + V351 * C351 + V352 * C352 + V353 * C353 + V354 * C354 + V355 * C355 + V356 * C356 + V357 * C357 + V358 * C358 + V359 * C359 + V360 * C360 + V361 * C361 + V362 * C362 + V363 * C363 + V364 * C364 + V365 * C365 + V366 * C366 + V367 * C367 + V368 * C368 + V369 * C369 + V370 * C370 + V371 * C371 + V372 * C372 + V373 * C373 + V374 * C374 + V375 * C375 + V376 * C376 + V377 * C377 + V378 * C378 + V379 * C379 + V380 * C380 + V381 * C381 + V382 * C382 + V383 * C383 + V384 * C384 + V385 * C385 + V386 * C386 + V387 * C387 + V388 * C388 + V389 * C389) / (390 * AVGV390)
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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