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Worden Discussion Forum » Customer Training & Support » Ask a Trainer - TC2000 version 7 » Stochastics Crossing signal line

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vworden
Posted : Thursday, May 19, 2005 3:04:50 PM
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Joined: 5/8/2005
Posts: 36
 What is the PCF to find the stocks whose Stochastics line crossed above the signal line today after being below the signal line for the previous three days.

I watched the Stochastics video but there is no PCF mentioned.

Thank You.
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dhoward
Posted : Thursday, May 19, 2005 3:16:19 PM
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Joined: 1/2/2005
Posts: 132
 Assuming your are using a Stochastics(12,4) and the "signal line" you are refeencing is 20, then this should work for you. Good luck...

STOC12.4 < 20 and STOC12.4.1 < 20 and STOC12.4.2 < 20 and STOC12.4.2 < 20

This finds all stoks that are under the below 20 using the Stochastics(12.4) today, and every day for the previous three days. Change the 12 and 4 settings here to whatever Stochastics settings you like and/or use.

dhoward
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Craig_S
Posted : Thursday, May 19, 2005 3:23:20 PM


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 If you look under the video you should see a few PCF templates to work from.

What signal line do you mean? 80, 20 or the SD?
- Craig
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vworden
Posted : Thursday, May 19, 2005 4:08:40 PM
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Posts: 36
 I mean SD(3).
Stochastics for 14,3,3.
I looked at the stochastics and MACD for couple of stocks and in all of them Stochastics signalled before MACD does. Is it good idea to buy stocks just based on the Stochastics(when its crossing its own average).

Any help appreciated.
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Doug_H
Posted : Thursday, May 19, 2005 4:33:41 PM


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 Check out the video on Stochastics, I think that will help.

Sorting with Stochastics

We trainers can't really comment on how to respond to certain signals. THat's an excellent question to post in the Stocks and Market Talk forum.
- Doug
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Tanstaafl
Posted : Saturday, May 28, 2005 1:28:03 PM
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Posts: 799
Location: Duluth, GA
 The original question seems to have been confused by misunderstanding of the term "Signal" line. The signal line of an indicator is typically a moving average of that indicator. Vkolanu was simply asking for the crossover of the %K and %D lines of the Stoc14,3,3. A bullish cross of that type is shown by:
Stoc14.3 > Avg(Stoc14.3,3)
and
Stoc14.3.1 < Avg(Stoc14.3.1,3)

If you add the condition that it must have been under its Signal line for the prior three days, the formula expands to:
Stoc14.3 > Avg(Stoc14.3,3)
and
Stoc14.3.1 < Avg(Stoc14.3.1,3)
and
Stoc14.3.2 < Avg(Stoc14.3.2,3)
and
Stoc14.3.3 < Avg(Stoc14.3.3,3)

Note that the final ".N" term when used in a PCF is NOT the %D periods, but rather the daysago parameter.

Jim Dean
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Stmjd74
Posted : Sunday, May 29, 2005 4:36:06 PM
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Joined: 12/18/2004
Posts: 180
 In Doug's video, I noticed he used a longer period SD than he did his SK period. Although this was just an example, I also do this. For some reason, it seems that everyone always thinks that the SD period must be less than or equal to the SK period. I tried this with the STOC14.3 vs. Avg(STOC14.3,3) and found this to generate way to many whipsaw signals. I'm of the opinion that, the shorter the SK, if plotting the SD line for signal purposes, you should probably increase the period length of the SD line to around 9 or 10 periods. Any thoughts on this?
-John
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Craig_S
Posted : Monday, May 30, 2005 8:32:34 AM


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 Stmjd74,

I would consider posting your question as a new post in the STOCK AND MARKET TALK FORUM. You will likely get more responses there for what is a great question.
- Craig
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ejr39
Posted : Monday, May 30, 2005 1:58:23 PM
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Joined: 1/28/2005
Posts: 125
 vkolanu;

> I looked at the stochastics and MACD for couple of
> stocks and in all of them Stochastics signaled
> before MACD does.

There are several Stochastic / MACD relationships that
are synergistic.

In a synergistic relationship, one item is a redundancy
i.e. one item mirrors the other and provides no useful
information. A redundancy is NOT confirmation.

ejr
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Tanstaafl
Posted : Monday, May 30, 2005 2:39:36 PM
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Posts: 799
Location: Duluth, GA
 Stoc vs MACD signal relative "Reactiveness":

In this and other such questions, I *strongly* recommend that you examine the FORMULA behind the indicator before resorting to experimentation and guesswork. Quite often the answer will jump out at you.

The formula for a Stoc14,1 is:
(C-Min14)/(Max14-Min14)

A "slowed" Stoc14,3 is the Simple MA of the fast Stoc:
Avg( (C-Min14)/(Max14-Min14), 3)
= ( (C-Min14)/(Max14-Min14) + (C1-Min14.1)/(Max14.1-Min14.1) + (C2-Min14.2)/(Max14.2-Min14.2) )/3

The formula for a MACD12,26 is:
XAvgC12 - XAvgC26

Now, just think about it a minute ... what kind of conditions does it take to make the Stoc to change direction, compared to the MACD changing direction?

The fast Stoc14,1 can change direction quickly and easily, with just a minor downday in an uptrend, for example ... all it takes is one down-Close ... not even a big one. This presumes that the Max and Min baselines remain the same ... a safe generalization for our purposes.

Almost the same is true for the slow Stoc14,3 ... a downturn requires that the 3-day simple average of C is less than the prior 3-day average.

HOWEVER - the "typical" MACD that I showed above requires that a 12-day Exponential MA turns down - this reacts much more slowly than the Close by itself or than a 3-day Simple MA, as you can see easily by looking at a plot of the Close vs 3SMA of the Close vs 12EMA of the Close.

Of course, this discussion is a broad simplification of the issue ... I arbitrarily chose to compare the "standard" values for the Stoc and the MACD ... but many other combinations are of course possible.

However, as a crude rule of thumb, when comparing the reactiveness of a Stoc(X,Y) to a MACD(F,S), then you can simply PLOT the Y-day Simple MA of Close and PLOT the F-day Exponential MA of Close on the chart, and decide visually which reacts "faster" ... the indicator based on the faster of the two lines will USUALLY be the faster to react.

I (sometimes) have a different viewpoint than other folks do, on whether one indicator can provide confirmation of the other. I consider the Stoc indicator as a measure of how close the price is to prior Support and Resistance levels (which is a useful datum that the MACD does not convey). I think of the MACD as the "velocity" of the price change relative to recent history ... and that information is not provided by the Stoc's results. So, I think that it is useful to consider the results of both of these indicators, since they are offering different viewpoints on the price action.

There are a lot of different opinions out there on subjects like this ... regardless of where you gravitate to, I hope you will always start by considering the SOURCE FORMULAE behind the indicators, rather than pure experimentation.

Platinum customers who consider this kind of evaluation process beneficial are invited to join the !Tanstaafl-Techniks! club online for further indepth discussions.

Copyright 2005 by James D. Dean, All Rights Reserved
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ejr39
Posted : Monday, May 30, 2005 2:47:59 PM
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Posts: 125
 Jim D;

> (C-Min14)/(Max14-Min14)

Did you mean: (C-MinL14)/(MaxH14-MinL14)

ejr
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Tanstaafl
Posted : Monday, May 30, 2005 2:49:47 PM
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Location: Duluth, GA
 Yes I did ... thanks, EJR ...
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Stmjd74
Posted : Monday, May 30, 2005 4:39:41 PM
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Posts: 180
 >Now, just think about it a minute ... what kind of conditions does it take to make the Stoc to change direction, compared to the MACD changing direction?<

I agree totally. I see nothing redundant about comparing where price is relative to its high/low over a period and also comparing two EMAs of the closing price.
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Tanstaafl
Posted : Monday, May 30, 2005 8:59:45 PM
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Location: Duluth, GA
 Another interesting thing to note about how they respond differently ... the Stoc value can change relatively suddenly and significantly, EVEN IF the Close has not changed much, if a new extreme High &/or new extreme Low appears ... OR if a prior extreme Hi or Lo "rolls out" of the back end of the MaxH-MinL window.

In contrast, EMA's (and the MACD) are totally oblivious to any changes in the High's and Low's.

Jim Dean
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garp
Posted : Tuesday, May 31, 2005 12:08:46 PM
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Joined: 3/4/2005
Posts: 40
 Just checking stochastic calculations. I have the computed stochastic value displayed in my upper panel. Is this value K, SK, or SD?

Garp
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Doug_H
Posted : Tuesday, May 31, 2005 12:20:05 PM


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 It's the SD.

(Corrected from my original response. See post below from 5:31PM)
- Doug
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ejr39
Posted : Tuesday, May 31, 2005 1:36:32 PM
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Posts: 125
 Stmjd74; Jim D;

> Now, just think about it a minute ... what kind of conditions does it take to make the Stoc to change direction, compared to the MACD changing direction? <

This is NOT about the dynamics of an indicator's action!

" A cardinal rule for the successful use of technical analysis requires avoiding multicolinearity amid indicators. Multicolinearity is simply the multiple counting of the same information. The use of four different indicators all derived from the same series of closing prices to confirm each other is a perfect example.

So one indicator derived from closing prices, another from volume and the last from price range would provide a useful group of indicators. But combining RSI, moving average convergence/divergence (MACD) and rate of change (assuming all were derived from closing prices and used similar time spans) would not...
Amid indicators derived from price alone, RSI is a good choice. Closing prices and volume combine to produce on-balance volume, another good choice. Finally, price range and volume combine to produce money flow, again a good choice. None is too highly colinear and thus together combine for a good grouping of technical tools. Many others could have been chosen as well: MACD could be substituted for RSI, for example...

For confirmation of signals, you can then compare the action of another indicator, as long as it is not colinear with the first."
From the BollingerBands tutorial (on the web)

ejr
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Tanstaafl
Posted : Tuesday, May 31, 2005 5:04:30 PM
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Location: Duluth, GA
 Hi, EJR:

Well, for me, "it" *is* about the dynamics of an indicator's action. (I suppose.) I'm not sure what "it" is ... but I'm sure "they" know ;~)

Seriously, I *do* understand the concepts of multicolinearity - which applies in worlds far removed from trading. A perfect example of colinearity in trading (in my opinion) is Stochastics vs Williams %R, or (almost as good) OBV vs MS, and so on.

However I disagree with the idea that simply because two indicators are based on the same collection of data, the second one does not add value to the first. And I certainly think that if one of those indicators uses three points ... X, Y, Z ... and the other one uses 130 points ... Z, Z1, Z2 ... Z129 - well, in that event the two indicators are NOT colinear, as long as all the points are independent variables.

This is MY opinion ... I do not propose it as a hard and fast rule ... but it makes sense to me ...

Stochastics (the XYZ case) is based on Close, High and Low ... just three points out of the entire lookback period ... in fact the MaxH &/or MinL are in some circumstances results of *single trades*. The close used by the Stoc is a point in time value representing a lot of trades, but only at that time ... it has no "inertia" bolstering its value. I view Stochastics as a measure against recent pseudo-support and resistance ... and, oddly enough, as a good tool for managing trend trade exits (with BB's around it), and for managing reentry of trends after a pullback.

MACD (the Z...Z129 case) is an ENTIRELY different animal. First, it is based ONLY on closes ... and a WHOLE LOT of closes are included, as a byproduct of the long exponential series it uses. So, MACD carries a lot of "historical inertia" with it. Furthermore, since it is a difference of two dynamic EMA's (as opposed to Stoc's difference versus a single static point), the MACD tells me what the "velocity" of price momentum is, currently. Similarly, I think of the MACDH as the "acceleration" of momentum.

So, from MY point of view, the two indicators are not at all colinear, and in fact can be used effectively in combination with one another in a lot of ways.

You are obviously of a different opinion ... more power to you!

Please be careful of making "sweeping pronouncements" about things like multicolinearity and synergistic behavior. Newbies may be impressed by the seeiming black and white nature of those pronouncements, but there are a goodly number of folks out there who ARE familiar with those terms ... and I assure you that there are plenty of people who are well educated, "in-the-know" sorts, who would not agree with your broad brush conclusions in this area at all.

But hey ... that's why the market works - we all have different viewpoints, approaches, opinions and techniques. Who's to say what is "right" and "wrong". The real question is ... does it WORK, and why?

Here's an example to illustrate how seemingly indicators based on the "same kind of data can bolster rather than just echo one another:

Consider the flight of a thrown baseball. We can describe a huge amount about that process using just two core measures - distance and time. However, at any point in time, we need to know MORE about it than just where it is at that time ... we need to know its current acceleration, velocity, pitch, angle, rotation, surface friction coefficient, etc to accurately predict where it is going. As an observer, we need to know our location in space relative to the ball's current location and its velocity vector, in order to predict where it will be relative to us at some point in time in the future. Of course we also need to know about the gravity coefficient, wind speed, relative humidity and the ball's mass and size to flesh out the picture thoroughly. And it gets even more complicated if we consider the Earth's rotation, revolution, and the Sun's motion, the galaxy's path, and for that matter the state of entropy of the universe. WHEW!

But most of those things are expressed as derivatives of time and distance. There are many, many physical and psychrometric equations involved in the accurate solution of the problem. And quite a few of them deal with just distance and time.

So, what's my point? Well, it has to do with PERSPECTIVE. If we are satisfied ONLY knowing WHERE the ball is now, relative to its origin and our location ... that's sort of like what the Stochastic value tells us. If however we also want a sense of where it might be later, we need to know its velocity and acceleration ... sort of like the MACD and MACDH. Both have value ... neither is sufficient in an of itself to describe the other.

Thus I would propose that Stoc and MACD are in NO practical sense collinear - and if they are, by someone elses definition, then my comment would be that THAT definition was not a useful one, to me, for trading.

Again, all of this is my opinion ... it definitely works for me. I hope some of these thots might spur others to chew over the issues themselves a bit, before deciding which rules to make their decisions on.

Jim Dean

Copyright 2005, James D. Dean, All Rights Reserved
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Tanstaafl
Posted : Tuesday, May 31, 2005 5:24:11 PM
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Location: Duluth, GA
 Garp & Doug:

I believe that you will find that the value displayed in the databox for a Stoc14,3,1 is different than the value displayed for a Stoc14,3,3. I think that the databox displays the %D signal line value (ie the 3-day SMA of the Stoc14,3) in the latter case, but displays the value of the Indicator (%K) line in the former case.

This also is true of the MACD 12,26,9 as a pair of lines, versus the MACD 12,26,1 that shows just the indicator. Furthermore, if you check the Histo box for the 12,26,9 case, you get a third value showing up that differs from the signal line.

Jim Dean
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Doug_H
Posted : Tuesday, May 31, 2005 5:31:29 PM


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 Jim:

You are correct...my error stating it was the SK. It indeed does appear to be the SD....and with an SD period of one, the SD essentially mimics the SK (ie. the SD is there, but is superimposed by the SK, so it can't be seen). Safe to say, then that the databox value for Stochastics is displaying the SD value in every case. When the SD period is 1, the values of SD and SK are identical.
- Doug
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Tanstaafl
Posted : Tuesday, May 31, 2005 7:34:43 PM
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Location: Duluth, GA
 Yep. If you need to see BOTH the SK and the SD, then plot the Stoc14,3 and hang a 3SMA child on it. In the top pane. Both values will show.

Jim Dean
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doc355
Posted : Monday, June 6, 2005 10:52:40 AM
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Joined: 12/3/2004
Posts: 92
 A previous trainer previously stated that an informative video for stochastics (as was done for macd) would soon be available. If that has been done, please advise where I maybe able to find it.
Thank you, Doc355
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Craig_S
Posted : Monday, June 6, 2005 2:18:18 PM


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 I did it awhile back:

Understanding Stochastics
- Craig
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Winnie
Posted : Tuesday, February 28, 2006 10:36:54 PM
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Joined: 10/7/2004
Posts: 1,006
 Hi,

Got a quick question.

PCF #1 and #2 are Boolean formulas for Stochastics 14.3 Crossing Up Signal Line.

Stochastics 14.3 SK crossing UP through the SD 3(Signal Line)
# 1. ((STOC14.3>XAVG(STOC14.3,3)) AND (STOC14.3.1<XAVG(STOC14.3.1,3))) Today
# 2. ((STOC14.3>XAVG(STOC14.3,3)) AND (STOC14.3.5<XAVG(STOC14.3.5,3))) In last 5 Days

Question: Can a similar PCF (# 3) be use as in the Linear Regression or RSI formulas, with the SGN function. I’m getting mixed results, with the range selector at +2, not all STOC are crossing UP.

The range selector values from –2 to +2.

-2: Crossing down Signal Line
-1: Crossing down, but hitting the Signal Line exactly
0: Not crossing (or at zero and staying there)
+1: Crossing up, but hitting the Signal Line exactly
+2: Crossing up Signal Line

STOC14.3 SK Crossover SD 3 (Signal Line)
# 3. SGN(STOC14.3-XAVG(STOC14.3,3))-SGN(STOC14.3.1-XAVG(STOC14.3.1,3))

Thanks
Winnie
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Craig_S
Posted : Wednesday, March 1, 2006 6:14:49 AM


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 Seems to work for me, Winnie.

Be sure you are using an exponential Stochastics with settings: 14 3 3
- Craig
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odejonge
Posted : Thursday, April 10, 2008 1:51:39 PM
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Joined: 12/9/2004
Posts: 48
 Specifically, I would like to have pcf formulas for whenever exp Stoc SK is more than SD, and for when SK is less than SD for Stoc 30.1,5 and for Stoc 10.10,10. I think those would be useful to me to help determine when a price pattern enters (or remains) in a short or longer term up- or downtrend.

I'd appreciate any help you can give me on this one.
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Bruce_L
Posted : Thursday, April 10, 2008 2:04:52 PM


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Posts: 65,138
 odejonge,
Please try one or more of the following:

Exponential Stochastic 30,1,5 SK > SD:

STOC30 > XAVG(STOC30,5)

Exponential Stochastic 30,1,5 SK < SD:

STOC30 < XAVG(STOC30,5)

Exponential Stochastic 30,1,5 SK xUp SD:

STOC30 > XAVG(STOC30,5) AND STOC30.1.1 <= XAVG(STOC30.1.1,5)

Exponential Stochastic 30,1,5 SK xDn SD:

STOC30 < XAVG(STOC30,5) AND STOC30.1.1 >= XAVG(STOC30.1.1,5)

Exponential Stochastic 10,10,10 SK > SD:

XAVG(STOC10,10) > .181980276277401 * (XAVG(STOC10,10) + 9 / 11 * (XAVG(STOC10.1.1,10) + 9 / 11 * (XAVG(STOC10.1.2,10) + 9 / 11 * (XAVG(STOC10.1.3,10) + 9 / 11 * (XAVG(STOC10.1.4,10) + 9 / 11 * (XAVG(STOC10.1.5,10) + 9 / 11 * (XAVG(STOC10.1.6,10) + 9 / 11 * (XAVG(STOC10.1.7,10) + 9 / 11 * (XAVG(STOC10.1.8,10) + 9 / 11 * (XAVG(STOC10.1.9,10) + 9 / 11 * (XAVG(STOC10.1.10,10) + 9 / 11 * (XAVG(STOC10.1.11,10) + 9 / 11 * (XAVG(STOC10.1.12,10) + 9 / 11 * (XAVG(STOC10.1.13,10) + 9 / 11 * (XAVG(STOC10.1.14,10) + 9 / 11 * (XAVG(STOC10.1.15,10) + 9 / 11 * (XAVG(STOC10.1.16,10) + 9 / 11 * (XAVG(STOC10.1.17,10) + 9 / 11 * (XAVG(STOC10.1.18,10) + 9 / 11 * (XAVG(STOC10.1.19,10) + 9 / 11 * (XAVG(STOC10.1.20,10) + 9 / 11 * (XAVG(STOC10.1.21,10) + 9 / 11 * (XAVG(STOC10.1.22,10) + 9 / 11 * (XAVG(STOC10.1.23,10) + 9 / 11 * (XAVG(STOC10.1.24,10) + 9 / 11 * (XAVG(STOC10.1.25,10) + 9 / 11 * (XAVG(STOC10.1.26,10) + 9 / 11 * (XAVG(STOC10.1.27,10) + 9 / 11 * (XAVG(STOC10.1.28,10) + 9 / 11 * (XAVG(STOC10.1.29,10) + 9 / 11 * (XAVG(STOC10.1.30,10) + 9 / 11 * (XAVG(STOC10.1.31,10) + 9 / 11 * (XAVG(STOC10.1.32,10) + 9 / 11 * (XAVG(STOC10.1.33,10) + 9 / 11 * (XAVG(STOC10.1.34,10))))))))))))))))))))))))))))))))))))

Exponential Stochastic 10,10,10 SK < SD:

XAVG(STOC10,10) < .181980276277401 * (XAVG(STOC10,10) + 9 / 11 * (XAVG(STOC10.1.1,10) + 9 / 11 * (XAVG(STOC10.1.2,10) + 9 / 11 * (XAVG(STOC10.1.3,10) + 9 / 11 * (XAVG(STOC10.1.4,10) + 9 / 11 * (XAVG(STOC10.1.5,10) + 9 / 11 * (XAVG(STOC10.1.6,10) + 9 / 11 * (XAVG(STOC10.1.7,10) + 9 / 11 * (XAVG(STOC10.1.8,10) + 9 / 11 * (XAVG(STOC10.1.9,10) + 9 / 11 * (XAVG(STOC10.1.10,10) + 9 / 11 * (XAVG(STOC10.1.11,10) + 9 / 11 * (XAVG(STOC10.1.12,10) + 9 / 11 * (XAVG(STOC10.1.13,10) + 9 / 11 * (XAVG(STOC10.1.14,10) + 9 / 11 * (XAVG(STOC10.1.15,10) + 9 / 11 * (XAVG(STOC10.1.16,10) + 9 / 11 * (XAVG(STOC10.1.17,10) + 9 / 11 * (XAVG(STOC10.1.18,10) + 9 / 11 * (XAVG(STOC10.1.19,10) + 9 / 11 * (XAVG(STOC10.1.20,10) + 9 / 11 * (XAVG(STOC10.1.21,10) + 9 / 11 * (XAVG(STOC10.1.22,10) + 9 / 11 * (XAVG(STOC10.1.23,10) + 9 / 11 * (XAVG(STOC10.1.24,10) + 9 / 11 * (XAVG(STOC10.1.25,10) + 9 / 11 * (XAVG(STOC10.1.26,10) + 9 / 11 * (XAVG(STOC10.1.27,10) + 9 / 11 * (XAVG(STOC10.1.28,10) + 9 / 11 * (XAVG(STOC10.1.29,10) + 9 / 11 * (XAVG(STOC10.1.30,10) + 9 / 11 * (XAVG(STOC10.1.31,10) + 9 / 11 * (XAVG(STOC10.1.32,10) + 9 / 11 * (XAVG(STOC10.1.33,10) + 9 / 11 * (XAVG(STOC10.1.34,10))))))))))))))))))))))))))))))))))))

Exponential Stochastic 10,10,10 SK xUp SD:

XAVG(STOC10,10) > .181980276277401 * (XAVG(STOC10,10) + 9 / 11 * (XAVG(STOC10.1.1,10) + 9 / 11 * (XAVG(STOC10.1.2,10) + 9 / 11 * (XAVG(STOC10.1.3,10) + 9 / 11 * (XAVG(STOC10.1.4,10) + 9 / 11 * (XAVG(STOC10.1.5,10) + 9 / 11 * (XAVG(STOC10.1.6,10) + 9 / 11 * (XAVG(STOC10.1.7,10) + 9 / 11 * (XAVG(STOC10.1.8,10) + 9 / 11 * (XAVG(STOC10.1.9,10) + 9 / 11 * (XAVG(STOC10.1.10,10) + 9 / 11 * (XAVG(STOC10.1.11,10) + 9 / 11 * (XAVG(STOC10.1.12,10) + 9 / 11 * (XAVG(STOC10.1.13,10) + 9 / 11 * (XAVG(STOC10.1.14,10) + 9 / 11 * (XAVG(STOC10.1.15,10) + 9 / 11 * (XAVG(STOC10.1.16,10) + 9 / 11 * (XAVG(STOC10.1.17,10) + 9 / 11 * (XAVG(STOC10.1.18,10) + 9 / 11 * (XAVG(STOC10.1.19,10) + 9 / 11 * (XAVG(STOC10.1.20,10) + 9 / 11 * (XAVG(STOC10.1.21,10) + 9 / 11 * (XAVG(STOC10.1.22,10) + 9 / 11 * (XAVG(STOC10.1.23,10) + 9 / 11 * (XAVG(STOC10.1.24,10) + 9 / 11 * (XAVG(STOC10.1.25,10) + 9 / 11 * (XAVG(STOC10.1.26,10) + 9 / 11 * (XAVG(STOC10.1.27,10) + 9 / 11 * (XAVG(STOC10.1.28,10) + 9 / 11 * (XAVG(STOC10.1.29,10) + 9 / 11 * (XAVG(STOC10.1.30,10) + 9 / 11 * (XAVG(STOC10.1.31,10) + 9 / 11 * (XAVG(STOC10.1.32,10) + 9 / 11 * (XAVG(STOC10.1.33,10) + 9 / 11 * (XAVG(STOC10.1.34,10)))))))))))))))))))))))))))))))))))) AND XAVG(STOC10.1.1,10) <= .181980276277401 * (XAVG(STOC10.1.1,10) + 9 / 11 * (XAVG(STOC10.1.2,10) + 9 / 11 * (XAVG(STOC10.1.3,10) + 9 / 11 * (XAVG(STOC10.1.4,10) + 9 / 11 * (XAVG(STOC10.1.5,10) + 9 / 11 * (XAVG(STOC10.1.6,10) + 9 / 11 * (XAVG(STOC10.1.7,10) + 9 / 11 * (XAVG(STOC10.1.8,10) + 9 / 11 * (XAVG(STOC10.1.9,10) + 9 / 11 * (XAVG(STOC10.1.10,10) + 9 / 11 * (XAVG(STOC10.1.11,10) + 9 / 11 * (XAVG(STOC10.1.12,10) + 9 / 11 * (XAVG(STOC10.1.13,10) + 9 / 11 * (XAVG(STOC10.1.14,10) + 9 / 11 * (XAVG(STOC10.1.15,10) + 9 / 11 * (XAVG(STOC10.1.16,10) + 9 / 11 * (XAVG(STOC10.1.17,10) + 9 / 11 * (XAVG(STOC10.1.18,10) + 9 / 11 * (XAVG(STOC10.1.19,10) + 9 / 11 * (XAVG(STOC10.1.20,10) + 9 / 11 * (XAVG(STOC10.1.21,10) + 9 / 11 * (XAVG(STOC10.1.22,10) + 9 / 11 * (XAVG(STOC10.1.23,10) + 9 / 11 * (XAVG(STOC10.1.24,10) + 9 / 11 * (XAVG(STOC10.1.25,10) + 9 / 11 * (XAVG(STOC10.1.26,10) + 9 / 11 * (XAVG(STOC10.1.27,10) + 9 / 11 * (XAVG(STOC10.1.28,10) + 9 / 11 * (XAVG(STOC10.1.29,10) + 9 / 11 * (XAVG(STOC10.1.30,10) + 9 / 11 * (XAVG(STOC10.1.31,10) + 9 / 11 * (XAVG(STOC10.1.32,10) + 9 / 11 * (XAVG(STOC10.1.33,10) + 9 / 11 * (XAVG(STOC10.1.34,10) + 9 / 11 * (XAVG(STOC10.1.35,10))))))))))))))))))))))))))))))))))))

Exponential Stochastic 10,10,10 SK xDn SD:

XAVG(STOC10,10) < .181980276277401 * (XAVG(STOC10,10) + 9 / 11 * (XAVG(STOC10.1.1,10) + 9 / 11 * (XAVG(STOC10.1.2,10) + 9 / 11 * (XAVG(STOC10.1.3,10) + 9 / 11 * (XAVG(STOC10.1.4,10) + 9 / 11 * (XAVG(STOC10.1.5,10) + 9 / 11 * (XAVG(STOC10.1.6,10) + 9 / 11 * (XAVG(STOC10.1.7,10) + 9 / 11 * (XAVG(STOC10.1.8,10) + 9 / 11 * (XAVG(STOC10.1.9,10) + 9 / 11 * (XAVG(STOC10.1.10,10) + 9 / 11 * (XAVG(STOC10.1.11,10) + 9 / 11 * (XAVG(STOC10.1.12,10) + 9 / 11 * (XAVG(STOC10.1.13,10) + 9 / 11 * (XAVG(STOC10.1.14,10) + 9 / 11 * (XAVG(STOC10.1.15,10) + 9 / 11 * (XAVG(STOC10.1.16,10) + 9 / 11 * (XAVG(STOC10.1.17,10) + 9 / 11 * (XAVG(STOC10.1.18,10) + 9 / 11 * (XAVG(STOC10.1.19,10) + 9 / 11 * (XAVG(STOC10.1.20,10) + 9 / 11 * (XAVG(STOC10.1.21,10) + 9 / 11 * (XAVG(STOC10.1.22,10) + 9 / 11 * (XAVG(STOC10.1.23,10) + 9 / 11 * (XAVG(STOC10.1.24,10) + 9 / 11 * (XAVG(STOC10.1.25,10) + 9 / 11 * (XAVG(STOC10.1.26,10) + 9 / 11 * (XAVG(STOC10.1.27,10) + 9 / 11 * (XAVG(STOC10.1.28,10) + 9 / 11 * (XAVG(STOC10.1.29,10) + 9 / 11 * (XAVG(STOC10.1.30,10) + 9 / 11 * (XAVG(STOC10.1.31,10) + 9 / 11 * (XAVG(STOC10.1.32,10) + 9 / 11 * (XAVG(STOC10.1.33,10) + 9 / 11 * (XAVG(STOC10.1.34,10)))))))))))))))))))))))))))))))))))) AND XAVG(STOC10.1.1,10) >= .181980276277401 * (XAVG(STOC10.1.1,10) + 9 / 11 * (XAVG(STOC10.1.2,10) + 9 / 11 * (XAVG(STOC10.1.3,10) + 9 / 11 * (XAVG(STOC10.1.4,10) + 9 / 11 * (XAVG(STOC10.1.5,10) + 9 / 11 * (XAVG(STOC10.1.6,10) + 9 / 11 * (XAVG(STOC10.1.7,10) + 9 / 11 * (XAVG(STOC10.1.8,10) + 9 / 11 * (XAVG(STOC10.1.9,10) + 9 / 11 * (XAVG(STOC10.1.10,10) + 9 / 11 * (XAVG(STOC10.1.11,10) + 9 / 11 * (XAVG(STOC10.1.12,10) + 9 / 11 * (XAVG(STOC10.1.13,10) + 9 / 11 * (XAVG(STOC10.1.14,10) + 9 / 11 * (XAVG(STOC10.1.15,10) + 9 / 11 * (XAVG(STOC10.1.16,10) + 9 / 11 * (XAVG(STOC10.1.17,10) + 9 / 11 * (XAVG(STOC10.1.18,10) + 9 / 11 * (XAVG(STOC10.1.19,10) + 9 / 11 * (XAVG(STOC10.1.20,10) + 9 / 11 * (XAVG(STOC10.1.21,10) + 9 / 11 * (XAVG(STOC10.1.22,10) + 9 / 11 * (XAVG(STOC10.1.23,10) + 9 / 11 * (XAVG(STOC10.1.24,10) + 9 / 11 * (XAVG(STOC10.1.25,10) + 9 / 11 * (XAVG(STOC10.1.26,10) + 9 / 11 * (XAVG(STOC10.1.27,10) + 9 / 11 * (XAVG(STOC10.1.28,10) + 9 / 11 * (XAVG(STOC10.1.29,10) + 9 / 11 * (XAVG(STOC10.1.30,10) + 9 / 11 * (XAVG(STOC10.1.31,10) + 9 / 11 * (XAVG(STOC10.1.32,10) + 9 / 11 * (XAVG(STOC10.1.33,10) + 9 / 11 * (XAVG(STOC10.1.34,10) + 9 / 11 * (XAVG(STOC10.1.35,10))))))))))))))))))))))))))))))))))))

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!
Cascades of Moving Averages
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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odejonge
Posted : Thursday, April 10, 2008 2:36:33 PM
Registered User
Joined: 12/9/2004
Posts: 48
 Everything I needed! Thank you, as usual, for the quick and accurate response.
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Bruce_L
Posted : Thursday, April 10, 2008 2:45:06 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 odejonge,
You're welcome. Our pleasure.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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odejonge
Posted : Wednesday, May 7, 2008 3:35:26 PM
Registered User
Joined: 12/9/2004
Posts: 48

The formulas you gave me for exp stoc 30,1,5 (below and previous note above on 4/10) worked nicely for me. Now I've run into some difficulty with doing the same for the simple stoc 12,6,8. I'm not sure what's in error, and I would request some help on creating those formulas. Incidently, my crossover formulas for the stoc 12,6,8 seem to work ok. 

Exponential Stochastic 30,1,5 SK > SD:
STOC30 > XAVG(STOC30,5)

Exponential Stochastic 30,1,5 SK < SD:
STOC30 < XAVG(STOC30,5)

Thanks for your continued help... I'm getting there slowly, but I hope, surely!
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Bruce_L
Posted : Wednesday, May 7, 2008 3:45:19 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 odejonge,
Please try the following:

Simple Stochastic 12,6,8 SK > SD:

STOC12.6 > AVG(STOC12.6,8)

Simple Stochastic 12,6,8 SK < SD:

STOC12.6 < AVG(STOC12.6,8)

Simple Stochastic 12,6,8 SK xUp SD:

STOC12.6 > AVG(STOC12.6,8) AND STOC12.6.1 <= AVG(STOC12.6.1,8)

Simple Stochastic 12,6,8 SK xDn SD:

STOC12.6 < AVG(STOC12.6,8) AND STOC12.6.1 >= AVG(STOC12.6.1,8)
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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odejonge
Posted : Wednesday, May 7, 2008 4:06:35 PM
Registered User
Joined: 12/9/2004
Posts: 48
 Looks great! Thanks again for your quick help.
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Bruce_L
Posted : Wednesday, May 7, 2008 4:07:24 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 odejonge,
You're welcome. Our pleasure.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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