• 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 |

Worden Discussion Forum » Members » ksrooprai

Profile: ksrooprai
About
User Name: ksrooprai
Groups: Gold User, Member, Platinum User, TeleChart
Rank: Registered User
Real Name:
Location
Occupation:
Interests:
Gender: Unsure
Statistics
Joined: Monday, November 28, 2005
Last Visit: Friday, September 14, 2012 10:44:01 AM
Number of Posts: 38
[0.01% of all post / 0.01 posts per day]
Avatar
Last 10 Posts
Topic: Kurtosis and Skewness
Posted: Thursday, September 13, 2012 7:27:17 PM

Bruce,

Thank you for this. I managed to calculate the Kurtosis and I checked it back in Excel to the Excel function. However, when I try to do this for a 60 period, TC falls over. I think the calculation is too big for TC to handle, given that the standard deviation calculation above would be repeated 60 times in the formula.

Thank you for your help, much appreciated.
Topic: Correlation coefficient of a 60 period linear regression PCF help required
Posted: Wednesday, September 12, 2012 9:34:28 PM

I am looking to create a PCF that provides the correlation coefficient (r2) of a 60 period linear regression. The aim is to use the value to help determine the quality of the slope of the linear regression line.

Any help would be much appreciated.
Topic: Kurtosis and Skewness
Posted: Tuesday, September 4, 2012 1:06:32 PM

Bruce,

I have attempted to write the Kurtosis and Skewness formulas for 20 peiods myself but I am not getting the values I should be getting. I think it maybe a problem in my standard deviation calculation, can you take a look at the follown and let me know if I have witten the formula for a 20 period standard deviation correctly.

 

SQR((((C–AVGC20)^2)+((C1–AVGC20)^2)+((C2–AVGC20)^2)+((C3–AVGC20)^2)+((C4–AVGC20)^2)+((C5–AVGC20)^2)+((C6–AVGC20)^2)+((C7–AVGC20)^2)+((C8–AVGC20)^2)+((C9–AVGC20)^2)+((C10–AVGC20)^2)+((C11–AVGC20)^2)+((C12–AVGC20)^2)+((C13–AVGC20)^2)+((C14–AVGC20)^2)+((C15–AVGC20)^2)+((C16–AVGC20)^2)+((C17–AVGC20)^2)+((C18–AVGC20)^2)+((C19–AVGC20)^2))/20)

Thanks.
Topic: Keltner Channels
Posted: Tuesday, May 19, 2009 1:06:03 PM

I am looking to insert Keltner Channels on my charts as well as use the formula in a PCF.  I understand I can do this via a custom price channel indicator and use the formula in the PCF as well.

However, I am looking for the Keltners with the following settings:

Keltner Channels are based on an Average True Range function centered around a moving average. Using a parameter settings 2.5 times the Average True Range (smoothed by 20 periods) centered on the 20-period EMA.

 

The Average True Daily Range is the highest high minus the lowest low for the bar plus any unfilled gap area if the range is outside that of the previous bar.

Can you provide the formula covering the aboove criteria.

Thanking you in advance.
Topic: 14 Period ATR
Posted: Friday, May 1, 2009 2:09:54 PM
I am trying to put together the 14 period ATR as a custom indicator.  Do you have the formular for this?

Thanks,

Kardaya
Topic: Keltner Channels
Posted: Monday, April 6, 2009 2:37:29 PM
Bruce,

Thank you, does that mean then what you have provided above is based on a 10 perdiod SMA of the ATR?

The Sir Old Viking Trader and PCFs post relates to the same but for an EMA instead?

I have another request, could you please post the 14 period ATR formula, both the SMA and EMA versions as I would like to use these as a volatility indicator.

Many thanks for being the genius you are.

Much apreciated.

Kardaya
Topic: Keltner Channels
Posted: Monday, April 6, 2009 12:06:23 PM
I am looking to insert Keltner Channels on my chart, the criteria I am looking for is:

Keltner channels based on the ATR over last 10 periods.  However, I want the channels to be 2.5 ATR away from the 20 EMA.  How do I do this?

In addition, I would like a PCF for the same Keltner Channels mentioned above so as I can put it into an easyscan and ask if price is greater than or less than the upper or low channel.

Thanks.
Topic: Street Smarts PCFS
Posted: Monday, April 6, 2009 12:01:53 PM
Thank you.
Topic: Street Smarts PCFS
Posted: Monday, April 6, 2009 8:28:57 AM
Bruce,

Thanks for this.  I am guessing I can plot the The Anti by using the usual Stochastic indicator in Telechart with a 7, 4, 10 setting?

Much appreciated.

Thanks,

Kardaya
Topic: Street Smarts PCFS
Posted: Thursday, March 26, 2009 11:57:36 AM
I am looking to create 4 PCFs, but need a little help.  The indicators are listed below and there is a buy and sell for each of them.

LBR/RSI:

A 3 period RSI of a 1 period rate of change (the daily net change of price).
Buy signals when the LBR/RSI is < 30.
Sell signals when LBR/RSI is > 70.

The Anti:

Using a 7 period %K stochastic (with 4 period smoothing) and a 10 period %D stochastic.
The %D line has established a definite uptrend (for at least 3 days).
The %K and %D lines should have intially formed oppossing slopes for at least 3 days.
A buy entry is when the %K has begun to rise along with the %D line.
All of this is reversed for shorts.

Can you help?

Thanking you in advance.

Kardaya