Download software Tutorial videos
Subscription & data-feed pricing Class schedule


New account application Trading resources
Margin rates Stock & option commissions

Attention: Discussion forums are read-only for extended maintenance until further notice.
Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Percentage of a moving average change from a moving average crossover Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
CelticTrader
Posted : Friday, September 19, 2014 5:38:03 AM
Registered User
Joined: 10/7/2004
Posts: 23

I need help in writing a pcf that calculates the perecentage change of a moving averages that crosses above another moving average.

 

The moving averages am interested in measuring the percentage change are the Xavgc8 and avgc30.

 

Ex, chart NDX-X. On 8/14/2014 the 8exp crossed up above the 30sma, from that point onwards I want to measure the percentage change of the 8exp moving average from that positive crossover.

I plan on having a column on a  watchlist of the NDX-X or S&P  stocks to compare the best performing stocks since their positive crossover.

 

 

Bruce_L
Posted : Friday, September 19, 2014 1:12:48 PM


Worden Trainer

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

The following Condition Formula uses the techniques in the Days Since Last Peak (or other day-counting needs) topic to look back up to 60 bars for the cross. The calculations will break down with a divide by zero error if the cross happened further back than 60 bars.

100 * (XAVGC8 / (ABS(XAVGC8 > AVGC30 AND XAVGC8.1 <= AVGC30.1) * XAVGC8 + ABS(XAVGC8 <= AVGC30 OR XAVGC8.1 > AVGC30.1) * (ABS(XAVGC8.1 > AVGC30.1 AND XAVGC8.2 <= AVGC30.2) * XAVGC8.1 + ABS(XAVGC8.1 <= AVGC30.1 OR XAVGC8.2 > AVGC30.2) * (ABS(XAVGC8.2 > AVGC30.2 AND XAVGC8.3 <= AVGC30.3) * XAVGC8.2 + ABS(XAVGC8.2 <= AVGC30.2 OR XAVGC8.3 > AVGC30.3) * (ABS(XAVGC8.3 > AVGC30.3 AND XAVGC8.4 <= AVGC30.4) * XAVGC8.3 + ABS(XAVGC8.3 <= AVGC30.3 OR XAVGC8.4 > AVGC30.4) * (ABS(XAVGC8.4 > AVGC30.4 AND XAVGC8.5 <= AVGC30.5) * XAVGC8.4 + ABS(XAVGC8.4 <= AVGC30.4 OR XAVGC8.5 > AVGC30.5) * (ABS(XAVGC8.5 > AVGC30.5 AND XAVGC8.6 <= AVGC30.6) * XAVGC8.5 + ABS(XAVGC8.5 <= AVGC30.5 OR XAVGC8.6 > AVGC30.6) * (ABS(XAVGC8.6 > AVGC30.6 AND XAVGC8.7 <= AVGC30.7) * XAVGC8.6 + ABS(XAVGC8.6 <= AVGC30.6 OR XAVGC8.7 > AVGC30.7) * (ABS(XAVGC8.7 > AVGC30.7 AND XAVGC8.8 <= AVGC30.8) * XAVGC8.7 + ABS(XAVGC8.7 <= AVGC30.7 OR XAVGC8.8 > AVGC30.8) * (ABS(XAVGC8.8 > AVGC30.8 AND XAVGC8.9 <= AVGC30.9) * XAVGC8.8 + ABS(XAVGC8.8 <= AVGC30.8 OR XAVGC8.9 > AVGC30.9) * (ABS(XAVGC8.9 > AVGC30.9 AND XAVGC8.10 <= AVGC30.10) * XAVGC8.9 + ABS(XAVGC8.9 <= AVGC30.9 OR XAVGC8.10 > AVGC30.10) * (ABS(XAVGC8.10 > AVGC30.10 AND XAVGC8.11 <= AVGC30.11) * XAVGC8.10 + ABS(XAVGC8.10 <= AVGC30.10 OR XAVGC8.11 > AVGC30.11) * (ABS(XAVGC8.11 > AVGC30.11 AND XAVGC8.12 <= AVGC30.12) * XAVGC8.11 + ABS(XAVGC8.11 <= AVGC30.11 OR XAVGC8.12 > AVGC30.12) * (ABS(XAVGC8.12 > AVGC30.12 AND XAVGC8.13 <= AVGC30.13) * XAVGC8.12 + ABS(XAVGC8.12 <= AVGC30.12 OR XAVGC8.13 > AVGC30.13) * (ABS(XAVGC8.13 > AVGC30.13 AND XAVGC8.14 <= AVGC30.14) * XAVGC8.13 + ABS(XAVGC8.13 <= AVGC30.13 OR XAVGC8.14 > AVGC30.14) * (ABS(XAVGC8.14 > AVGC30.14 AND XAVGC8.15 <= AVGC30.15) * XAVGC8.14 + ABS(XAVGC8.14 <= AVGC30.14 OR XAVGC8.15 > AVGC30.15) * (ABS(XAVGC8.15 > AVGC30.15 AND XAVGC8.16 <= AVGC30.16) * XAVGC8.15 + ABS(XAVGC8.15 <= AVGC30.15 OR XAVGC8.16 > AVGC30.16) * (ABS(XAVGC8.16 > AVGC30.16 AND XAVGC8.17 <= AVGC30.17) * XAVGC8.16 + ABS(XAVGC8.16 <= AVGC30.16 OR XAVGC8.17 > AVGC30.17) * (ABS(XAVGC8.17 > AVGC30.17 AND XAVGC8.18 <= AVGC30.18) * XAVGC8.17 + ABS(XAVGC8.17 <= AVGC30.17 OR XAVGC8.18 > AVGC30.18) * (ABS(XAVGC8.18 > AVGC30.18 AND XAVGC8.19 <= AVGC30.19) * XAVGC8.18 + ABS(XAVGC8.18 <= AVGC30.18 OR XAVGC8.19 > AVGC30.19) * (ABS(XAVGC8.19 > AVGC30.19 AND XAVGC8.20 <= AVGC30.20) * XAVGC8.19 + ABS(XAVGC8.19 <= AVGC30.19 OR XAVGC8.20 > AVGC30.20) * (ABS(XAVGC8.20 > AVGC30.20 AND XAVGC8.21 <= AVGC30.21) * XAVGC8.20 + ABS(XAVGC8.20 <= AVGC30.20 OR XAVGC8.21 > AVGC30.21) * (ABS(XAVGC8.21 > AVGC30.21 AND XAVGC8.22 <= AVGC30.22) * XAVGC8.21 + ABS(XAVGC8.21 <= AVGC30.21 OR XAVGC8.22 > AVGC30.22) * (ABS(XAVGC8.22 > AVGC30.22 AND XAVGC8.23 <= AVGC30.23) * XAVGC8.22 + ABS(XAVGC8.22 <= AVGC30.22 OR XAVGC8.23 > AVGC30.23) * (ABS(XAVGC8.23 > AVGC30.23 AND XAVGC8.24 <= AVGC30.24) * XAVGC8.23 + ABS(XAVGC8.23 <= AVGC30.23 OR XAVGC8.24 > AVGC30.24) * (ABS(XAVGC8.24 > AVGC30.24 AND XAVGC8.25 <= AVGC30.25) * XAVGC8.24 + ABS(XAVGC8.24 <= AVGC30.24 OR XAVGC8.25 > AVGC30.25) * (ABS(XAVGC8.25 > AVGC30.25 AND XAVGC8.26 <= AVGC30.26) * XAVGC8.25 + ABS(XAVGC8.25 <= AVGC30.25 OR XAVGC8.26 > AVGC30.26) * (ABS(XAVGC8.26 > AVGC30.26 AND XAVGC8.27 <= AVGC30.27) * XAVGC8.26 + ABS(XAVGC8.26 <= AVGC30.26 OR XAVGC8.27 > AVGC30.27) * (ABS(XAVGC8.27 > AVGC30.27 AND XAVGC8.28 <= AVGC30.28) * XAVGC8.27 + ABS(XAVGC8.27 <= AVGC30.27 OR XAVGC8.28 > AVGC30.28) * (ABS(XAVGC8.28 > AVGC30.28 AND XAVGC8.29 <= AVGC30.29) * XAVGC8.28 + ABS(XAVGC8.28 <= AVGC30.28 OR XAVGC8.29 > AVGC30.29) * (ABS(XAVGC8.29 > AVGC30.29 AND XAVGC8.30 <= AVGC30.30) * XAVGC8.29 + ABS(XAVGC8.29 <= AVGC30.29 OR XAVGC8.30 > AVGC30.30) * (ABS(XAVGC8.30 > AVGC30.30 AND XAVGC8.31 <= AVGC30.31) * XAVGC8.30 + ABS(XAVGC8.30 <= AVGC30.30 OR XAVGC8.31 > AVGC30.31) * (ABS(XAVGC8.31 > AVGC30.31 AND XAVGC8.32 <= AVGC30.32) * XAVGC8.31 + ABS(XAVGC8.31 <= AVGC30.31 OR XAVGC8.32 > AVGC30.32) * (ABS(XAVGC8.32 > AVGC30.32 AND XAVGC8.33 <= AVGC30.33) * XAVGC8.32 + ABS(XAVGC8.32 <= AVGC30.32 OR XAVGC8.33 > AVGC30.33) * (ABS(XAVGC8.33 > AVGC30.33 AND XAVGC8.34 <= AVGC30.34) * XAVGC8.33 + ABS(XAVGC8.33 <= AVGC30.33 OR XAVGC8.34 > AVGC30.34) * (ABS(XAVGC8.34 > AVGC30.34 AND XAVGC8.35 <= AVGC30.35) * XAVGC8.34 + ABS(XAVGC8.34 <= AVGC30.34 OR XAVGC8.35 > AVGC30.35) * (ABS(XAVGC8.35 > AVGC30.35 AND XAVGC8.36 <= AVGC30.36) * XAVGC8.35 + ABS(XAVGC8.35 <= AVGC30.35 OR XAVGC8.36 > AVGC30.36) * (ABS(XAVGC8.36 > AVGC30.36 AND XAVGC8.37 <= AVGC30.37) * XAVGC8.36 + ABS(XAVGC8.36 <= AVGC30.36 OR XAVGC8.37 > AVGC30.37) * (ABS(XAVGC8.37 > AVGC30.37 AND XAVGC8.38 <= AVGC30.38) * XAVGC8.37 + ABS(XAVGC8.37 <= AVGC30.37 OR XAVGC8.38 > AVGC30.38) * (ABS(XAVGC8.38 > AVGC30.38 AND XAVGC8.39 <= AVGC30.39) * XAVGC8.38 + ABS(XAVGC8.38 <= AVGC30.38 OR XAVGC8.39 > AVGC30.39) * (ABS(XAVGC8.39 > AVGC30.39 AND XAVGC8.40 <= AVGC30.40) * XAVGC8.39 + ABS(XAVGC8.39 <= AVGC30.39 OR XAVGC8.40 > AVGC30.40) * (ABS(XAVGC8.40 > AVGC30.40 AND XAVGC8.41 <= AVGC30.41) * XAVGC8.40 + ABS(XAVGC8.40 <= AVGC30.40 OR XAVGC8.41 > AVGC30.41) * (ABS(XAVGC8.41 > AVGC30.41 AND XAVGC8.42 <= AVGC30.42) * XAVGC8.41 + ABS(XAVGC8.41 <= AVGC30.41 OR XAVGC8.42 > AVGC30.42) * (ABS(XAVGC8.42 > AVGC30.42 AND XAVGC8.43 <= AVGC30.43) * XAVGC8.42 + ABS(XAVGC8.42 <= AVGC30.42 OR XAVGC8.43 > AVGC30.43) * (ABS(XAVGC8.43 > AVGC30.43 AND XAVGC8.44 <= AVGC30.44) * XAVGC8.43 + ABS(XAVGC8.43 <= AVGC30.43 OR XAVGC8.44 > AVGC30.44) * (ABS(XAVGC8.44 > AVGC30.44 AND XAVGC8.45 <= AVGC30.45) * XAVGC8.44 + ABS(XAVGC8.44 <= AVGC30.44 OR XAVGC8.45 > AVGC30.45) * (ABS(XAVGC8.45 > AVGC30.45 AND XAVGC8.46 <= AVGC30.46) * XAVGC8.45 + ABS(XAVGC8.45 <= AVGC30.45 OR XAVGC8.46 > AVGC30.46) * (ABS(XAVGC8.46 > AVGC30.46 AND XAVGC8.47 <= AVGC30.47) * XAVGC8.46 + ABS(XAVGC8.46 <= AVGC30.46 OR XAVGC8.47 > AVGC30.47) * (ABS(XAVGC8.47 > AVGC30.47 AND XAVGC8.48 <= AVGC30.48) * XAVGC8.47 + ABS(XAVGC8.47 <= AVGC30.47 OR XAVGC8.48 > AVGC30.48) * (ABS(XAVGC8.48 > AVGC30.48 AND XAVGC8.49 <= AVGC30.49) * XAVGC8.48 + ABS(XAVGC8.48 <= AVGC30.48 OR XAVGC8.49 > AVGC30.49) * (ABS(XAVGC8.49 > AVGC30.49 AND XAVGC8.50 <= AVGC30.50) * XAVGC8.49 + ABS(XAVGC8.49 <= AVGC30.49 OR XAVGC8.50 > AVGC30.50) * (ABS(XAVGC8.50 > AVGC30.50 AND XAVGC8.51 <= AVGC30.51) * XAVGC8.50 + ABS(XAVGC8.50 <= AVGC30.50 OR XAVGC8.51 > AVGC30.51) * (ABS(XAVGC8.51 > AVGC30.51 AND XAVGC8.52 <= AVGC30.52) * XAVGC8.51 + ABS(XAVGC8.51 <= AVGC30.51 OR XAVGC8.52 > AVGC30.52) * (ABS(XAVGC8.52 > AVGC30.52 AND XAVGC8.53 <= AVGC30.53) * XAVGC8.52 + ABS(XAVGC8.52 <= AVGC30.52 OR XAVGC8.53 > AVGC30.53) * (ABS(XAVGC8.53 > AVGC30.53 AND XAVGC8.54 <= AVGC30.54) * XAVGC8.53 + ABS(XAVGC8.53 <= AVGC30.53 OR XAVGC8.54 > AVGC30.54) * (ABS(XAVGC8.54 > AVGC30.54 AND XAVGC8.55 <= AVGC30.55) * XAVGC8.54 + ABS(XAVGC8.54 <= AVGC30.54 OR XAVGC8.55 > AVGC30.55) * (ABS(XAVGC8.55 > AVGC30.55 AND XAVGC8.56 <= AVGC30.56) * XAVGC8.55 + ABS(XAVGC8.55 <= AVGC30.55 OR XAVGC8.56 > AVGC30.56) * (ABS(XAVGC8.56 > AVGC30.56 AND XAVGC8.57 <= AVGC30.57) * XAVGC8.56 + ABS(XAVGC8.56 <= AVGC30.56 OR XAVGC8.57 > AVGC30.57) * (ABS(XAVGC8.57 > AVGC30.57 AND XAVGC8.58 <= AVGC30.58) * XAVGC8.57 + ABS(XAVGC8.57 <= AVGC30.57 OR XAVGC8.58 > AVGC30.58) * (ABS(XAVGC8.58 > AVGC30.58 AND XAVGC8.59 <= AVGC30.59) * XAVGC8.58 + ABS(XAVGC8.58 <= AVGC30.58 OR XAVGC8.59 > AVGC30.59) * (ABS(XAVGC8.59 > AVGC30.59 AND XAVGC8.60 <= AVGC30.60) * XAVGC8.59)))))))))))))))))))))))))))))))))))))))))))))))))))))))))))) - 1)



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
CelticTrader
Posted : Friday, September 19, 2014 2:06:08 PM
Registered User
Joined: 10/7/2004
Posts: 23

Thanks Bruce, that works.

Bruce_L
Posted : Monday, September 22, 2014 10:15:12 AM


Worden Trainer

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

You're welcome.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Users browsing this topic
Guest-1

Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.