| ddurrans |
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Gold User, Member, TeleChart
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| Friday, January 27, 2006 |
| Wednesday, October 25, 2006 4:47:39 AM |
9
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Hi Bruce,
Thanks for your help.
I assume your formula uses the idea that when the 20 day bollinger/ 1.5 * ATR 20 day > 1 the the bollinger is outside and that when <1 it is inside ?
Would I be right in assuming that this would occur on the same days for both the upper and lower bands or do I need a slightly different variation for the lower bands ?
Craig also produced a formula for the bollinger/keltner cross, the lower band cross formula is below. What is the difference between your formula and his or are they just two ways of expressing the same thing ?
AvgH20+AvgL20+AvgC20)/3 - 1.5*(AvgH20-AvgL20) <
AVGC20-2*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)/19)
AND
(AvgH20.1+AvgL20.1+AvgC20.1)/3 - 1.5*(AvgH20.1-AvgL20.1)>
AVGC20.1-2*SQR(((C20-AVGC20.1)^2 +(C1-AVGC20.1)^2 +(C2-AVGC20.1)^2 +(C3-AVGC20.1)^2 +(C4-AVGC20.1)^2 +(C5-AVGC20.1)^2 +(C6-AVGC20.1)^2 +(C7-AVGC20.1)^2 +(C8-AVGC20.1)^2 +(C9-AVGC20.1)^2 +(C10-AVGC20.1)^2 +(C11-AVGC20.1)^2 +(C12-AVGC20.1)^2 +(C13-AVGC20.1)^2 +(C14-AVGC20.1)^2 +(C15-AVGC20.1)^2 +(C16-AVGC20.1)^2 +(C17-AVGC20.1)^2 +(C18-AVGC20.1)^2 +(C19-AVGC20.1)^2)/19)
Once again thanks for your help.
David
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Hi,
I would like to search for stocks which are trading with low volatility . My criteria would be that the bollinger bands, ( 20,2 ), are trading inside the keltner channels,(20.1.5 ).On the day when the bollingers come back outside the keltner bands is when I would be interested in trading.
Can you help me with a formula ?
Thanks
David
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Craig, Bruce,
Thank you so much for your help. The problem was indeed the settings on windows, I had it on spanish.
Without your support I would have given up.
Once again thanks a lot, you were great!
Kind Regards
David
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Hi,
This is David again. I think I may have solved my problem as why my PCFs are not giving me signals when everyone else using them produces them daily. I have been breaking down the formula and there seems to be a problem with the part which identifies whether the present day close finishes more than 40% up the body from 2 days before. The PCF is: C>=(((O2-C2)* 0.40)+ C2)
This part does not produce any signals. I tested it with CEPH for data at 27 close and it produces a false signal. The calculation is written as follows:
52,00,91,00 >= (((53,00,35,00-51,00,63,00)* 40,00)+51,00,63,00)
Result: False.
Should it not be:
52,91>=(((53,35-51,63)* 0.40)+51,63
Which is true.
Why does the formula have all the 0s? Is this a problem with my set up?
Thanks
David
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I forget to mention that this is a scan for optionable stocks only.
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I have tried what you recommended and still I have had no success. The complete formula is:
(O >= C1 AND C > O AND O1 = C1 AND C1 <= C2 AND C > C2 AND C2 < O2 AND C2 < C3 AND V > V1 AND STOC12.3 <= 30 AND C > 10 AND C >= (((O2 - C2) * 0.40) + C2) AND STOC12.3.8 > 30 AND ((AVGC30 =< C) OR (((AVGC30 - C) / C) => 0.058) OR (((AVGC30 - C) / C) =< 0.01)) AND ((C O) / O) => 0.009) OR (O2 > C2 AND O1 = C1 AND C1 > C2 AND O < C AND O < O1 AND C > C1 AND C2 < C3 AND V > V1 AND STOC12.3 <= 30 AND C > 10 AND C >= (((O2 - C2) * 0.40) + C2) AND STOC12.3.8 > 30 AND ((AVGC30 =< C) OR (((AVGC30 - C) / C) => 0.058) OR (((AVGC30 - C) / C) =< 0.01)) AND ((C O) / O) => 0.009) OR (C2 < O2 AND O1 < C1 AND C > O AND O >= C1 AND C1 <= C2 AND C2 < C3 AND C > C2 AND V > V1 AND STOC12.3 <= 30 AND C > 10 AND C >= (((O2 - C2) * 0.40) + C2) AND STOC12.3.8 > 30 AND ((AVGC30 =< C) OR (((AVGC30 - C) / C) => 0.058) OR (((AVGC30 - C) / C) =< 0.01)) AND ((C O) / O) => 0.009) OR (C2 < O2 AND O1 < C1 AND C > O AND O <= O1 AND C2 <= O1 AND C > C1 AND C1 > C2 AND C2 < C3 AND V > V1 AND STOC12.3 <= 30 AND C > 10 AND C >= (((O2 - C2) * 0.40) + C2) AND STOC12.3.8 > 30 AND ((AVGC30 =< C) OR (((AVGC30 - C) / C) => 0.058) OR (((AVGC30 - C) / C) =< 0.01)) AND ((C O) / O) => 0.009) OR (C2 < O2 AND O1 =< C1 AND C > O AND O2 > C1 AND C > C1 AND C2 < C3 AND C > C2 AND O2 > O1 AND V > V1 AND STOC12.3 <= 30 AND C > 10 AND C >= (((O2 - C2) * 0.40) + C2) AND STOC12.3.8 > 30 AND ((AVGC30 =< C) OR (((AVGC30 - C) / C) => 0.058) OR (((AVGC30 - C) / C) =< 0.01)) AND ((C O) / O) => 0.009) OR (C2 < O2 AND C > O AND O2 > C1 AND C > C1 AND C2 < C3 AND C > C2 AND O2 > O1 AND O < O1 AND O < C1 AND V > V1 AND STOC12.3 <= 30 AND C > 10 AND C >= (((O2 - C2) * 0.40) + C2) AND STOC12.3.8 > 30 AND ((AVGC30 =< C) OR (((AVGC30 - C) / C) => 0.058) OR (((AVGC30 - C) / C) =< 0.01)) AND ((C O) / O) => 0.009) OR (C2 = O2 AND C > O AND O2 > C1 AND C > C1 AND C2 < C3 AND C > C2 AND O2 > O1 AND O2 => O1 AND V > V1 AND STOC12.3 <= 30 AND C > 10 AND C >= (((O2 - C2) * 0.40) + C2) AND STOC12.3.8 > 30 AND ((AVGC30 =< C) OR (((AVGC30 - C) / C) => 0.058) OR (((AVGC30 - C) / C) =< 0.01)) AND ((C O) / O) => 0.009) OR (C2 < O2 AND O1 > C1 AND C > O AND C > O1 AND C1 <= O AND C1 <= C2 AND C > C2 AND C2 < C3 AND V > V1 AND STOC12.3 <= 30 AND C > 10 AND C >= (((O2 - C2) * 0.40) + C2) AND STOC12.3.8 > 30 AND ((AVGC30 =< C) OR (((AVGC30 - C) / C) => 0.058) OR (((AVGC30 - C) / C) =< 0.01)) AND ((C O) / O) => 0.009) OR (C < O AND O1 = C1 AND C2 > O2 AND O <= C1 AND C1 >= C2 AND C < C2 AND C2 > C3 AND V > V1 AND STOC12.3 >= 80 AND C > 10 AND C <= (C2 - ((C2 - O2) * 0.40)) AND STOC12.3.8 < 80 AND ((AVGC30 => C) OR (((C AVGC30) / C) => 0.058) OR (((C AVGC30) / C) =< 0.01)) AND ((O - C) / O) => 0.009) OR (O2 < C2 AND O1 = C1 AND O > C AND C1 < C2 AND O > O1 AND C < C1 AND C2 > C3 AND V > V1 AND STOC12.3 >= 80 AND C > 10 AND C <= (C2 - ((C2 - O2) * 0.40)) AND STOC12.3.8 < 80 AND ((AVGC30 => C) OR (((C AVGC30) / C) => 0.058) OR (((C AVGC30) / C) =< 0.01)) AND ((O - C) / O) => 0.009) OR (C2 > O2 AND O1 > C1 AND C < O AND O <= C1 AND C1 >= C2 AND C2 > C3 AND C < C2 AND V > V1 AND STOC12.3 >= 80 AND C > 10 AND C <= (C2 - ((C2 - O2) * 0.40)) AND STOC12.3.8 < 80 AND ((AVGC30 => C) OR (((C AVGC30) / C) => 0.058) OR (((C AVGC30) / C) =< 0.01)) AND ((O - C) / O) => 0.009) OR (C2 > O2 AND O1 > C1 AND C < O AND O >= O1 AND C < C1 AND C1 < C2 AND C2 > C3 AND C2 >= O1 AND V > V1 AND STOC12.3 >= 80 AND C > 10 AND C <= (C2 - ((C2 - O2) * 0.40)) AND STOC12.3.8 < 80 AND ((AVGC30 => C) OR (((C AVGC30) / C) => 0.058) OR (((C AVGC30) / C) =< 0.01)) AND ((O - C) / O) => 0.009) OR (C2 > O2 AND O1 => C1 AND C < O AND O2 < C1 AND C < C1 AND C2 > C3 AND C < C2 AND O2 < O1 AND V > V1 AND STOC12.3 >= 80 AND C > 10 AND C <= (C2 - ((C2 - O2) * 0.40)) AND STOC12.3.8 < 80 AND ((AVGC30 => C) OR (((C AVGC30) / C) => 0.058) OR (((C AVGC30) / C) =< 0.01)) AND ((O - C) / O) => 0.009) OR (C2 > O2 AND C < O AND O2 < C1 AND C < C1 AND C2 > C3 AND C < C2 AND O2 < O1 AND O > O1 AND O > C1 AND V > V1 AND STOC12.3 >= 80 AND C > 10 AND C <= (C2 - ((C2 - O2) * 0.40)) AND STOC12.3.8 < 80 AND ((AVGC30 => C) OR (((C AVGC30) / C) => 0.058) OR (((C AVGC30) / C) =< 0.01)) AND ((O - C) / O) => 0.009) OR (C2 = O2 AND C < O AND O2 < C1 AND C < C1 AND C2 > C3 AND C < C2 AND O2 < O1 AND O2 <= O1 AND V > V1 AND STOC12.3 >= 80 AND C > 10 AND C <= (C2 - ((C2 - O2) * 0.40)) AND STOC12.3.8 < 80 AND ((AVGC30 => C) OR (((C AVGC30) / C) => 0.058) OR (((C AVGC30) / C) =< 0.01)) AND ((O - C) / O) => 0.009) OR (C2 > O2 AND O1 < C1 AND C < O AND C < O1 AND C1 >= O AND C1 >= C2 AND C < C2 AND C2 > C3 AND V > V1 AND STOC12.3 >= 80 AND C > 10 AND C <= (C2 - ((C2 - O2) * 0.40)) AND STOC12.3.8 < 80 AND ((AVGC30 => C) OR (((C AVGC30) / C) => 0.058) OR (((C AVGC30) / C) =< 0.01)) AND ((O - C) / O) => 0.009)
I have pasted this from the instructions I was given, which as I mentioned gives 5 signals for today. I know it is complicated but it basically scans for 8 different morning and evening star set ups. This exact formula gives 5 signals for thousands of memebers but not for me!
Perhaps you could paste and scan and let me know your results.
Thanks
David
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I am following a stock pisking system using PCFs, basically scanning for very specific morning and evening stars. I have copied and pasted the formulae onto the TC system but when I do the scan I get no signals. This would not be a problem as the formulae are fairly detailed and not expected to give many signals. However I have been in conversation with the system founder and when he pastes exactly the same formulae onto his TC gold he gets signals, for instance today 5, yesterday 3. Thousands of his members get his same signals but my system does not. I have tried breaking the formula down to see where exactly the formula generates and does not generate signals. However if I am copying and pasting then my formula should be the same as everyony elses so why do I not get signals?
Could it be anything to do with my software?
I know that I am doing the scan right as when I use just part of the formula I do get signals. If it were not for everyone else getting signals I would have thought that there were none but there are, I am just not producing them.
Could you suggest what I might do ?
Thanks
David
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I have made up the following pcf formulae, well I pasted it from an information sheet, but it does not give any results. I have pasted 10 other formulae from the same source and none give any results.What might be the problem, that the formula is incorrect or that pasting it does not register in the system - although everything seems to have been recorded ?
One of the formulae is:PCF : O >= C1 AND C > O AND O1 = C1 AND C1 <= C2 AND C > C2 AND C2 < O2 AND C2 < C3 AND V > V1 AND STOC12.3 <= 30 AND C > 10 AND C >= (((O2 - C2) * 0.40) + C2) AND STOC12.3.8 > 30 AND ((AVGC30 =< C) OR (((AVGC30 - C) / C) => 0.058) OR (((AVGC30 - C) / C) =< 0.01)) AND ((C O) / O) => 0.009
Thanks David
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Hi,
I have just input a pcf and when I test it the result is False and then it says market trades needed to calculate criterion 16.Does this mean it is okay or have I done something wrong?
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