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PCF for weekly WRSI Rate this Topic:
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tgilbert220
Posted : Friday, June 24, 2016 11:05:07 AM
Registered User
Joined: 3/21/2005
Posts: 9

How do I write a PCF for a weekly Wilder's RSI, with period 2, having occurred in the past 10  days? 

Is there a method for converting a daily PCF into a longer timeframe -- weekly, monthly, etc?

Thanks much for your help.

Bruce_L
Posted : Friday, June 24, 2016 3:07:29 PM


Worden Trainer

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

The only way to check for weekly time frames in TC2000 v12/16 Personal Criteria Formulas is to set the time frame of the PCFs to weekly. You can calculate weekly formulas using a daily time frame.

Condition True at Least Once Over x Bars
Condition True at Least x Bars in a Row

You could use the rolling 5 trading days per week or 21 trading days per month like version 7 for the formulas, but these the results would not match up with the calendar based weeks and months used in version 12/16.



-Bruce
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