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Registered User Joined: 12/31/2004 Posts: 18
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i'm trying to get this to work. it can either plot as an indicator or i can rank any ideas where my error is tks in advance marty
input price = close;
input length = 76;
input RiskFreeReturn = 4;
def ROC = if price[length] != 0 then (price / price[length] - 1) * 100
else 0;
def Ri = 100*(price - Highest(price,length))/Highest(price,length);
def UlcerX = sqrt(average( (Ri*Ri), length));
# plot RiskFree = RiskFreeReturn;
plot UPI = round((ROC - RiskFreeReturn)/sqrt(average( (Ri*Ri), length)),1);
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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At least with a length of 76, the resulting Indicator Formula is too long and slow to be practical or post in the forums.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 12/31/2004 Posts: 18
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Bruce, I asked tech support and they said i should ask a trainer
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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Yes, this is the correct place to ask the question. I created the formula and tested it. The resulting formula is too long and slow to be practical or post in the forums when the length is set to 76. That means I cannot help you create the formula unless we use a shorter period.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 12/31/2004 Posts: 18
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Bruce, I mis understood your answer. I can do a smaller period. The 76 is where I want the ranking to start. I can use 50 or any time frame. If 50 doesn't work. Try 40
thanks again. Marty
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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If I'm understanding your description correctly (which is not guaranteed), then you could use the following formula for a length of 50 and a RiskFreeReturn of 4:
(100 * (C / C50 - 1.04) / (((C / MAXH50 - 1) ^ 2 + (C1 / MAXH50.1 - 1) ^ 2 + (C2 / MAXH50.2 - 1) ^ 2 + (C3 / MAXH50.3 - 1) ^ 2 + (C4 / MAXH50.4 - 1) ^ 2 + (C5 / MAXH50.5 - 1) ^ 2 + (C6 / MAXH50.6 - 1) ^ 2 + (C7 / MAXH50.7 - 1) ^ 2 + (C8 / MAXH50.8 - 1) ^ 2 + (C9 / MAXH50.9 - 1) ^ 2 + (C10 / MAXH50.10 - 1) ^ 2 + (C11 / MAXH50.11 - 1) ^ 2 + (C12 / MAXH50.12 - 1) ^ 2 + (C13 / MAXH50.13 - 1) ^ 2 + (C14 / MAXH50.14 - 1) ^ 2 + (C15 / MAXH50.15 - 1) ^ 2 + (C16 / MAXH50.16 - 1) ^ 2 + (C17 / MAXH50.17 - 1) ^ 2 + (C18 / MAXH50.18 - 1) ^ 2 + (C19 / MAXH50.19 - 1) ^ 2 + (C20 / MAXH50.20 - 1) ^ 2 + (C21 / MAXH50.21 - 1) ^ 2 + (C22 / MAXH50.22 - 1) ^ 2 + (C23 / MAXH50.23 - 1) ^ 2 + (C24 / MAXH50.24 - 1) ^ 2 + (C25 / MAXH50.25 - 1) ^ 2 + (C26 / MAXH50.26 - 1) ^ 2 + (C27 / MAXH50.27 - 1) ^ 2 + (C28 / MAXH50.28 - 1) ^ 2 + (C29 / MAXH50.29 - 1) ^ 2 + (C30 / MAXH50.30 - 1) ^ 2 + (C31 / MAXH50.31 - 1) ^ 2 + (C32 / MAXH50.32 - 1) ^ 2 + (C33 / MAXH50.33 - 1) ^ 2 + (C34 / MAXH50.34 - 1) ^ 2 + (C35 / MAXH50.35 - 1) ^ 2 + (C36 / MAXH50.36 - 1) ^ 2 + (C37 / MAXH50.37 - 1) ^ 2 + (C38 / MAXH50.38 - 1) ^ 2 + (C39 / MAXH50.39 - 1) ^ 2 + (C40 / MAXH50.40 - 1) ^ 2 + (C41 / MAXH50.41 - 1) ^ 2 + (C42 / MAXH50.42 - 1) ^ 2 + (C43 / MAXH50.43 - 1) ^ 2 + (C44 / MAXH50.44 - 1) ^ 2 + (C45 / MAXH50.45 - 1) ^ 2 + (C46 / MAXH50.46 - 1) ^ 2 + (C47 / MAXH50.47 - 1) ^ 2 + (C48 / MAXH50.48 - 1) ^ 2 + (C49 / MAXH50.49 - 1) ^ 2) ^ .5)) \ 1
And the following formula for a length of 40 and a RiskFreeReturn of 4:
(100 * (C / C40 - 1.04) / (((C / MAXH40 - 1) ^ 2 + (C1 / MAXH40.1 - 1) ^ 2 + (C2 / MAXH40.2 - 1) ^ 2 + (C3 / MAXH40.3 - 1) ^ 2 + (C4 / MAXH40.4 - 1) ^ 2 + (C5 / MAXH40.5 - 1) ^ 2 + (C6 / MAXH40.6 - 1) ^ 2 + (C7 / MAXH40.7 - 1) ^ 2 + (C8 / MAXH40.8 - 1) ^ 2 + (C9 / MAXH40.9 - 1) ^ 2 + (C10 / MAXH40.10 - 1) ^ 2 + (C11 / MAXH40.11 - 1) ^ 2 + (C12 / MAXH40.12 - 1) ^ 2 + (C13 / MAXH40.13 - 1) ^ 2 + (C14 / MAXH40.14 - 1) ^ 2 + (C15 / MAXH40.15 - 1) ^ 2 + (C16 / MAXH40.16 - 1) ^ 2 + (C17 / MAXH40.17 - 1) ^ 2 + (C18 / MAXH40.18 - 1) ^ 2 + (C19 / MAXH40.19 - 1) ^ 2 + (C20 / MAXH40.20 - 1) ^ 2 + (C21 / MAXH40.21 - 1) ^ 2 + (C22 / MAXH40.22 - 1) ^ 2 + (C23 / MAXH40.23 - 1) ^ 2 + (C24 / MAXH40.24 - 1) ^ 2 + (C25 / MAXH40.25 - 1) ^ 2 + (C26 / MAXH40.26 - 1) ^ 2 + (C27 / MAXH40.27 - 1) ^ 2 + (C28 / MAXH40.28 - 1) ^ 2 + (C29 / MAXH40.29 - 1) ^ 2 + (C30 / MAXH40.30 - 1) ^ 2 + (C31 / MAXH40.31 - 1) ^ 2 + (C32 / MAXH40.32 - 1) ^ 2 + (C33 / MAXH40.33 - 1) ^ 2 + (C34 / MAXH40.34 - 1) ^ 2 + (C35 / MAXH40.35 - 1) ^ 2 + (C36 / MAXH40.36 - 1) ^ 2 + (C37 / MAXH40.37 - 1) ^ 2 + (C38 / MAXH40.38 - 1) ^ 2 + (C39 / MAXH40.39 - 1) ^ 2) ^ .5)) \ 1
-Bruce Personal Criteria Formulas TC2000 Support Articles
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