Registered User Joined: 9/16/2012 Posts: 8
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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
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 Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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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
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Registered User Joined: 9/16/2012 Posts: 8
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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
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 Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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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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