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dgmkgf
Posted : Sunday, December 23, 2012 12:49:23 PM
Registered User
Joined: 9/16/2012
Posts: 8

 

1- SPY closes above its 200-day moving average.
2- VIX closes  5% above of  its 10-day moving average for three consecutive days.

and 

1. spy close above its 200 day MA

2. The 2 -day Rsi of vix  is greater than 90

3. Today's Vix open is greater than yesterday's close

4. 2-day Rsi of spy is below 30

Could  you please  suggest to me the  formulas for the above strategies?

Thank you in advance

Diamantis

 

Bruce_L
Posted : Monday, December 24, 2012 8:51:04 AM


Worden Trainer

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

You can create a Condition Formula for the close being above its 200-Period Simple Moving Average:

C > AVGC200

Or a 2-Period Wilder's RSI above 90:

50 * (C - XAVGC3.1) / 2 / (.500030519440884 * (ABS(C - C1) + .5 * (ABS(C1 - C2) + .5 * (ABS(C2 - C3) + .5 * (ABS(C3 - C4) + .5 * (ABS(C4 - C5) + .5 * (ABS(C5 - C6) + .5 * (ABS(C6 - C7) + .5 * (ABS(C7 - C8) + .5 * (ABS(C8 - C9) + .5 * (ABS(C9 - C10) + .5 * (ABS(C10 - C11) + .5 * (ABS(C11 - C12) + .5 * (ABS(C12 - C13) + .5 * (ABS(C13 - C14)))))))))))))))) + 50 > 90

Or for the open to be above the previous close:

O > C1

Or for a 2-Period Wilder's RSI below 30:

50 * (C - XAVGC3.1) / 2 / (.500030519440884 * (ABS(C - C1) + .5 * (ABS(C1 - C2) + .5 * (ABS(C2 - C3) + .5 * (ABS(C3 - C4) + .5 * (ABS(C4 - C5) + .5 * (ABS(C5 - C6) + .5 * (ABS(C6 - C7) + .5 * (ABS(C7 - C8) + .5 * (ABS(C8 - C9) + .5 * (ABS(C9 - C10) + .5 * (ABS(C10 - C11) + .5 * (ABS(C11 - C12) + .5 * (ABS(C12 - C13) + .5 * (ABS(C13 - C14)))))))))))))))) + 50 < 30

But you cannot create Condition Formulas for this to be true for particular symbols because the Personal Criteria Formula Language does not have syntax for referencing other symbols. All of the above formulas would be for the currently calculating symbol. You would need to look at the desired symbols to see if they were true or false. There is no way to do so automatically.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
dgmkgf
Posted : Thursday, December 27, 2012 5:21:19 AM
Registered User
Joined: 9/16/2012
Posts: 8

Dear Bruce,

Thank you for your reply.

How can  write a formula that

 the close of a price is 5% greater than its 10 day MA for three consecutive days?

diamantis

Bruce_L
Posted : Thursday, December 27, 2012 8:05:48 AM


Worden Trainer

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

C > 1.05 * AVGC10 AND C1 > 1.05 * AVGC10.1 AND C2 > 1.05 * AVGC10.2



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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