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Profile: mjbaniewicz
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User Name: mjbaniewicz
Groups: Gold User, Member, TeleChart
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Joined: Sunday, January 15, 2006
Last Visit: Sunday, April 5, 2009 5:59:56 PM
Number of Posts: 19
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Last 10 Posts
Topic: PCF help
Posted: Thursday, June 21, 2007 3:52:26 PM
Thank you! That works perfect.
Topic: PCF help
Posted: Thursday, June 21, 2007 3:19:13 PM
Not sure if we'll be able to do this, but I want to put together a function that calculates something to referred to as the "stretch" (which is the 10-day moving average of the "tail" off the open price).

The formula is:

IF (O - L)
THEN (O - L)

IF (O - L) > (H - O),
THEN (H - O)

You then take the 10 day avergage of those values and that gives you the stretch. I have no clue how to program this and am not even sure if it can be done.

Thanks,
Mark
Topic: PCF for 2-period RSI?
Posted: Thursday, January 11, 2007 7:11:02 PM
Thanks. Works perfect. Thanks again!
Topic: PCF for 2-period RSI?
Posted: Thursday, January 11, 2007 6:49:36 PM
I would like to write a PCF for just a 2-period RSI (simple, not exponential). Just like an RSI that you would see in StockCharts.com or eSignal (just shortening the timeframe from 14 to 2).

Thanks so much.
Topic: 3-Period RSI of the 1-Period Rate of Change (1 Day Ago)
Posted: Wednesday, June 14, 2006 9:31:17 AM
Thanks again!!!! Works great.
Topic: 3-Period RSI of the 1-Period Rate of Change (1 Day Ago)
Posted: Tuesday, June 13, 2006 9:21:08 PM
I believe it was Bruce who kindly wrote me this outstanding PCF on the 3PER RSI of the 1PER Rate of Change. I wanted to see if it could be written also to scan for this for ONE DAY AGO also. Just like if I wanted to scan for stocks that made a 20-day high yesterday (H1 = MAXH20.1), I want to be able to run scans based on this ROC3/RSI1 reading YESTERDAY.

Thanks.

100 - (100 / (1 + (((C0 + C2 > 2 * C1) * (2 * C1 - C0 - C2) + 2 / 3 * ((C1 + C3 > 2 * C2) * (2 * C2 - C1 - C3) + 2 / 3 * ((C2 + C4 > 2 * C3) * (2 * C3 - C2 - C4) + 2 / 3 * ((C3 + C5 > 2 * C4) * (2 * C4 - C3 - C5) + 2 / 3 * ((C4 + C6 > 2 * C5) * (2 * C5 - C4 - C6) + 2 / 3 * ((C5 + C7 > 2 * C6) * (2 * C6 - C5 - C7) + 2 / 3 * ((C6 + C8 > 2 * C7) * (2 * C7 - C6 - C8) + 2 / 3 * ((C7 + C9 > 2 * C8) * (2 * C8 - C7 - C9) + 2 / 3 * ((C8 + C10 > 2 * C9) * (2 * C9 - C8 - C10) + 2 / 3 * ((C9 + C11 > 2 * C10) * (2 * C10 - C9 - C11) + 2 / 3 * ((C10 + C12 > 2 * C11) * (2 * C11 - C10 - C12) + 2 / 3 * ((C11 + C13 > 2 * C12) * (2 * C12 - C11 - C13) + 2 / 3 * ((C12 + C14 > 2 * C13) * (2 * C13 - C12 - C14) + 2 / 3 * ((C13 + C15 > 2 * C14) * (2 * C14 - C13 - C15) + 2 / 3 * ((C14 + C16 > 2 * C15) * (2 * C15 - C14 - C16) + 2 / 3 * ((C15 + C17 > 2 * C16) * (2 * C16 - C15 - C17) + 2 / 3 * ((C16 + C18 > 2 * C17) * (2 * C17 - C16 - C18) + 2 / 3 * ((C17 + C19 > 2 * C18) * (2 * C18 - C17 - C19))))))))))))))))))) / ((C0 + C2 < 2 * C1) * (C0 + C2 - 2 * C1) + 2 / 3 * ((C1 + C3 < 2 * C2) * (C1 + C3 - 2 * C2) + 2 / 3 * ((C2 + C4 < 2 * C3) * (C2 + C4 - 2 * C3) + 2 / 3 * ((C3 + C5 < 2 * C4) * (C3 + C5 - 2 * C4) + 2 / 3 * ((C4 + C6 < 2 * C5) * (C4 + C6 - 2 * C5) + 2 / 3 * ((C5 + C7 < 2 * C6) * (C5 + C7 - 2 * C6) + 2 / 3 * ((C6 + C8 < 2 * C7) * (C6 + C8 - 2 * C7) + 2 / 3 * ((C7 + C9 < 2 * C8) * (C7 + C9 - 2 * C8) + 2 / 3 * ((C8 + C10 < 2 * C9) * (C8 + C10 - 2 * C9) + 2 / 3 * ((C9 + C11 < 2 * C10) * (C9 + C11 - 2 * C10) + 2 / 3 * ((C10 + C12 < 2 * C11) * (C10 + C12 - 2 * C11) + 2 / 3 * ((C11 + C13 < 2 * C12) * (C11 + C13 - 2 * C12) + 2 / 3 * ((C12 + C14 < 2 * C13) * (C12 + C14 - 2 * C13) + 2 / 3 * ((C13 + C15 < 2 * C14) * (C13 + C15 - 2 * C14) + 2 / 3 * ((C14 + C16 < 2 * C15) * (C14 + C16 - 2 * C15) + 2 / 3 * ((C15 + C17 < 2 * C16) * (C15 + C17 - 2 * C16) + 2 / 3 * ((C16 + C18 < 2 * C17) * (C16 + C18 - 2 * C17) + 2 / 3 * ((C17 + C19 < 2 * C18) * (C17 + C19 - 2 * C18))))))))))))))))))))))
Topic: PCF for Historical Volatility Ratio (6/100)
Posted: Tuesday, June 6, 2006 1:05:02 PM
I am trying to write some PCFs for scanning for HV ratios at PAST dates. For example, I wrote this one to scan for 6/100 HV ratios 5 sessions ago. Its bizarre, because this PCF worked yesterday, but its not working today. And yesterday, I had problems with a 4-day ago derivation of the formula. Maybe you can shed some light. I am trying to have HV 6/100 ratios for the last 5 or 6 sessions that I can use in an EZ Scan. Thanks.

(SQR((LOG(C5 / C6) ^ 2 + LOG(C6 / C7) ^ 2 + LOG(C7 / C8) ^ 2 + LOG(C8 / C9) ^ 2 + LOG(C9 / C10) ^ 2 + LOG(C10 / C11) ^ 2 - (LOG(C5 / C11) ^ 2) / 6) / 6) / SQR((LOG(C5 / C6) + LOG(C6 / C7) ^ 2 + LOG(C7 / C8) ^ 2 + LOG(C8 / C9) ^ 2 + LOG(C9 / C10) ^ 2 + LOG(C10 / C11) ^ 2 + LOG(C11 / C12) ^ 2 + LOG(C12 / C13) ^ 2 + LOG(C13 / C14) ^ 2 + LOG(C14 / C15) ^ 2 + LOG(C15 / C16) ^ 2 + LOG(C16 / C17) ^ 2 + LOG(C17 / C18) ^ 2 + LOG(C18 / C19) ^ 2 + LOG(C19 / C20) ^ 2 + LOG(C20 / C21) ^ 2 + LOG(C21 / C22) ^ 2 + LOG(C22 / C23) ^ 2 + LOG(C23 / C24) ^ 2 + LOG(C24 / C25) ^ 2 + LOG(C25 / C26) ^ 2 + LOG(C26 / C27) ^ 2 + LOG(C27 / C28) ^ 2 + LOG(C28 / C29) ^ 2 + LOG(C29 / C30) ^ 2 + LOG(C30 / C31) ^ 2 + LOG(C31 / C32) ^ 2 + LOG(C32 / C33) ^ 2 + LOG(C33 / C34) ^ 2 + LOG(C34 / C35) ^ 2 + LOG(C35 / C36) ^ 2 + LOG(C36 / C37) ^ 2 + LOG(C37 / C38) ^ 2 + LOG(C38 / C39) ^ 2 + LOG(C39 / C40) ^ 2 + LOG(C40 / C41) ^ 2 + LOG(C41 / C42) ^ 2 + LOG(C42 / C43) ^ 2 + LOG(C43 / C44) ^ 2 + LOG(C44 / C45) ^ 2 + LOG(C45 / C46) ^ 2 + LOG(C46 / C47) ^ 2 + LOG(C47 / C48) ^ 2 + LOG(C48 / C49) ^ 2 + LOG(C49 / C50) ^ 2 + LOG(C50 / C51) ^ 2 + LOG(C51 / C52) ^ 2 + LOG(C52 / C53) ^ 2 + LOG(C53 / C54) ^ 2 + LOG(C54 / C55) ^ 2 + LOG(C55 / C56) ^ 2 + LOG(C56 / C57) ^ 2 + LOG(C57 / C58) ^ 2 + LOG(C58 / C59) ^ 2 + LOG(C59 / C60) ^ 2 + LOG(C60 / C61) ^ 2 + LOG(C61 / C62) ^ 2 + LOG(C62 / C63) ^ 2 + LOG(C63 / C64) ^ 2 + LOG(C64 / C65) ^ 2 + LOG(C65 / C66) ^ 2 + LOG(C66 / C67) ^ 2 + LOG(C67 / C68) ^ 2 + LOG(C68 / C69) ^ 2 + LOG(C69 / C70) ^ 2 + LOG(C70 / C71) ^ 2 + LOG(C71 / C72) ^ 2 + LOG(C72 / C73) ^ 2 + LOG(C73 / C74) ^ 2 + LOG(C74 / C75) ^ 2 + LOG(C75 / C76) ^ 2 + LOG(C76 / C77) ^ 2 + LOG(C77 / C78) ^ 2 + LOG(C78 / C79) ^ 2 + LOG(C79 / C80) ^ 2 + LOG(C80 / C81) ^ 2 + LOG(C81 / C82) ^ 2 + LOG(C82 / C83) ^ 2 + LOG(C83 / C84) ^ 2 + LOG(C84 / C85) ^ 2 + LOG(C85 / C86) ^ 2 + LOG(C86 / C87) ^ 2 + LOG(C87 / C88) ^ 2 + LOG(C88 / C89) ^ 2 + LOG(C89 / C90) ^ 2 + LOG(C90 / C91) ^ 2 + LOG(C91 / C92) ^ 2 + LOG(C92 / C93) ^ 2 + LOG(C93 / C94) ^ 2 + LOG(C94 / C95) ^ 2 + LOG(C95 / C96) ^ 2 + LOG(C96 / C97) ^ 2 + LOG(C97 / C98) ^ 2 + LOG(C98 / C99) ^ 2 + LOG(C99 / C100) ^ 2 + LOG(C100 / C101) ^ 2 + LOG(C101 / C102) ^ 2 + LOG(C102 / C103) ^ 2 + LOG(C103 / C104) ^ 2 + LOG(C104 / C105) ^ 2 - (LOG(C5 / C105) ^ 2) / 100) / 100))
Topic: 3-Period RSI of the 1-Period Rate of Change
Posted: Thursday, June 1, 2006 7:22:53 PM
I do. I have a study on eSignal that I use. The study you gave me and my eSignal study are within decimal points of each other. Perfect. Thanks.
Topic: 3-Period RSI of the 1-Period Rate of Change
Posted: Thursday, June 1, 2006 6:19:30 PM
WOW!!!! I think that is exactly what I am looking for. Thanks!!!!
Topic: 3-Period RSI of the 1-Period Rate of Change
Posted: Thursday, June 1, 2006 6:16:54 PM
Thanks. I'm not much for writing formulas or interpreting them. Just to clarify what I am looking for:

We are using the 1-Period ROC (C - C1). I want to calculate the 3-Period RSI of the series of these Rates of Change. So if:

C = 50 ROC = 2
C1 = 48 ROC = 4
C2 = 44 ROC = -3
C3 = 47 ROC = 6
C4 = 41 ROC = -1
C5 = 42

I want to calculate the RSI of those single digit change numbers, not the RSI of closing prices, if you catch what I am saying.

Thanks.