| jmr66 |
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Gold User, Member, TeleChart
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| Registered User |
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| Unsure |
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| Wednesday, March 16, 2005 |
| Sunday, August 26, 2018 10:25:30 AM |
15
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Is there any way to search for stocks that have had a 1 for 10 or greater reverse split within the last 10 years
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Looks good now. 1289 hits now and ELN is among them.
Thanks for the help.
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Looking at Writing a PCF for the Lower Band of my Linear Regression Line and having a Linear Regression Line (Period 50, Extension10, Width 25) used your suggested formula for the Lower Bollinger Band. 622 items came up today 9/23/2009. VZ was one, but ELN did not. Looking at ELN chart it looks as if the price is right on the lower boundary at 7.25. which would put it in the range of 95% to 102% of the above mentioned Lower Band Line of my Lin Reg Line. Why didn't ELN get selected as T
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Notice that Capitalization values are available in scans. Is there any chance that they will be available in Personal Criteria Formulas so that outstanding shares can be calculated simply by dividing by C?
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Thanks Bruce. My memory must be going with age. I see that I had gone through a variation of this question with you before. I created that second calculation as a result of substituting 10 days for the 4 day formula that I had run across as follows:
The formula for gradient or slope of a linear regression is as
follows:
a=(n*E(x*y)-((Ex)*(Ey))/(n*E(x^2)-((Ex)^2))
Where: a = slope
n = number of days in the regression
E = the sum of all the data points
^ = raised to a power of
x = data points 1-2-3…n
y = the given indicator data points
So for a 4 day regression:
x = data points 1-2-3-4
Ex = (1+2+3+4) = 10
E(x^2) = (1+4+9+16) =30
(Ex)^2 = (1+2+3+4) ^2 = 10^2 =100
y = the indicator data points
(so that if the indicator were C or (price today):
Ey = (C+C1+C2+C3)
E(x*y) = ((1*C3)+(2*C2)+(3*C1)+(4*C))
So to plug it all into the formula:
(4*((1*C3)+(2*C2)+(3*C1)+(4*C))-10*(C+C1+C2+C3))/(4*30)-100
or
{4*((1*C3)+(2*C2)+(3*C1)+(4*C))-10*(C+C1+C2+C3))/20
10 days
(10*((1*C10)+(2*C9)+(3*C8)+(4*C7)+(5*C6)+(6*C5)+(7*C4)+(8*C3)+(9*C2)+(10*C1))-(1+2+3+4+5+6+7+8+9+10)*(C+C1+C2+C3+C4+C5+C6+C7+C8+C9))/(10*(1+4+9+16+25+36+49+64+81+100))
-((1+2+3+4+5+6+7+8+9+10)*(1+2+3+4+5+6+7+8+9+10)))
You are right about the error and I'll correct it. But could you provide me with a 10 day version of your
original logarithmic PCF.
Thanks again
John
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I used the following to calculate 50 day linear regression:
100 * (EXP((24.5 * LOG(C10 ) + 23.5 * LOG(C11) + 22.5 * LOG(C12) + 21.5 * LOG(C13) + 20.5 * LOG(C14) + 19.5 * LOG(C15) + 18.5 * LOG(C16) + 17.5 * LOG(C17) + 16.5 * LOG(C18) + 15.5 * LOG(C19) + 14.5 * LOG(C20) + 13.5 * LOG(C21) + 12.5 * LOG(C22) + 11.5 * LOG(C23) + 10.5 * LOG(C24) + 9.5 * LOG(C25) + 8.5 * LOG(C26) + 7.5 * LOG(C27) + 6.5 * LOG(C28) + 5.5 * LOG(C29) + 4.5 * LOG(C30) + 3.5 * LOG(C31) + 2.5 * LOG(C32) + 1.5 * LOG(C33) + .5 * LOG(C34) - .5 * LOG(C35) - 1.5 * LOG(C36) - 2.5 * LOG(C37) - 3.5 * LOG(C38) - 4.5 * LOG(C39) - 5.5 * LOG(C40) - 6.5 * LOG(C41) - 7.5 * LOG(C42) - 8.5 * LOG(C43) - 9.5 * LOG(C44) - 10.5 * LOG(C45) - 11.5 * LOG(C46) - 12.5 * LOG(C47) - 13.5 * LOG(C48) - 14.5 * LOG(C49) - 15.5 * LOG(C50) - 16.5 * LOG(C51) - 17.5 * LOG(C52) - 18.5 * LOG(C53) - 19.5 * LOG(C54) - 20.5 * LOG(C55) - 21.5 * LOG(C56) - 22.5 * LOG(C57) - 23.5 * LOG(C58) - 24.5 * LOG(C59)) / 10412.5) - 1) / ((MAXH62 / MINL62) ^ (1 / 61) - 1) / 61
and then recently used the following to calculate 10 day linear regression:
(10 * ((1 * C10) + (2 * C9) + (3 * C8) + (4 * C7) + (5 * C6) + (6 * C5) + (7 * C4) + (8 * C3) + (9 * C2) + (10 * C1)) - (1 + 2 + 3 + 4 + 5 + 6 + 7 + 8 + 9 + 10) * (C + C1 + C2 + C3 + C4 + C5 + C6 + C7 + C8 + C9)) / (10 * (1 + 4 + 9 + 16 + 25 + 36 + 49 + 64 + 81 + 100) - ((1 + 2 + 3 + 4 + 5 + 6 + 7 + 8 + 9 + 10) * (1 + 2 + 3 + 4 + 5 + 6 + 7 + 8 + 9 + 10)))
The second was based on
a=(n*E(x*y)-((Ex)*(Ey))/(n*E(x^2)-((Ex)^2))
Where: a = slope
n = number of days in the regression
E = the sum of all the data points
^ = raised to a power of
x = data points 1-2-3…n
y = the given indicator data points
I'm not sure what the first was based on, but the two look significantly different. Can anyone explain the differences and if one is preferrable over the other?
Thanks in advance
John
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I see that the slope of my LR50 plot changes in the chart as one zooms in and out. The LR 50 Slope indicator remains the same at 1.18 for VZ as does the Linear Regression - 50 bar period Sort Method Channel at 1.22. Neither seem to change as a result of changes in the chart. The channel sort does not seem to vary on a re-sort with the different zoom settings.
The PCF LR50 Visual Slope appears to use the formula:
100 * (EXP((24.5 * LOG(C10 ) + 23.5 * LOG(C11) + 22.5 * LOG(C12) + 21.5 * LOG(C13) + 20.5 * LOG(C14) + 19.5 * LOG(C15) + 18.5 * LOG(C16) + 17.5 * LOG(C17) + 16.5 * LOG(C18) + 15.5 * LOG(C19) + 14.5 * LOG(C20) + 13.5 * LOG(C21) + 12.5 * LOG(C22) + 11.5 * LOG(C23) + 10.5 * LOG(C24) + 9.5 * LOG(C25) + 8.5 * LOG(C26) + 7.5 * LOG(C27) + 6.5 * LOG(C28) + 5.5 * LOG(C29) + 4.5 * LOG(C30) + 3.5 * LOG(C31) + 2.5 * LOG(C32) + 1.5 * LOG(C33) + .5 * LOG(C34) - .5 * LOG(C35) - 1.5 * LOG(C36) - 2.5 * LOG(C37) - 3.5 * LOG(C38) - 4.5 * LOG(C39) - 5.5 * LOG(C40) - 6.5 * LOG(C41) - 7.5 * LOG(C42) - 8.5 * LOG(C43) - 9.5 * LOG(C44) - 10.5 * LOG(C45) - 11.5 * LOG(C46) - 12.5 * LOG(C47) - 13.5 * LOG(C48) - 14.5 * LOG(C49) - 15.5 * LOG(C50) - 16.5 * LOG(C51) - 17.5 * LOG(C52) - 18.5 * LOG(C53) - 19.5 * LOG(C54) - 20.5 * LOG(C55) - 21.5 * LOG(C56) - 22.5 * LOG(C57) - 23.5 * LOG(C58) - 24.5 * LOG(C59)) / 10412.5) - 1) / ((MAXH62 / MINL62) ^ (1 / 61) - 1) / 61
Does the difference in formulas account for the differences in results?
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When attempting to email support@worden.com I receive a return email Delivery Notification: Delivery has failed with the associated info:
Message-id: <496A3F38.20704@bellatlantic.net>
Date: Sun, 11 Jan 2009 13:49:28 -0500
From: John Rudolf <jmr66@bellatlantic.net>
To: helpfiles@worden.com
Subject: email rejection
Your message cannot be delivered to the following recipients:
Recipient address: helpfiles@worden.com
Reason: SMTP transmission failure has occurred
Diagnostic code: smtp;557 Your IP 206.46.252.42 is currently listed in SpamFilter ISP's Distributed Blacklist. Please see http://www.logsat.com/SFDB/why.asp for details.
Remote system: dns;email.worden.com (TCP|206.46.252.42|39743|4.59.160.147|25) (email.worden.com Welcome to SpamFilterISP SMTP Server v4.0.0.772)
Can you explain what is happening? In particular:
Diagnostic code: smtp;557 Your IP 206.46.252.42 is currently listed in SpamFilter ISP's Distributed Blacklist.
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Set up a column calculated by the PCF LR50 Visual Slope and then did a
sort by Linear Regression - 50 bar period Sort Method Channel. Expected
the results to be the same but see that there is a difference in the
results i.e VZ 1/9/2009 PCF LR50 Visual Slope = 1.18 and Linear
Regression - 50 bar period Sort Method Channel = 1.22. Does the PCF use
a different formula from what is used in the sort?
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Tried it with the new PCF with the following results:
Sort Value LR50 Visual slope
FPL 1.23 1.23
PG 1.18 1.18
FRO .78 .77
AAPL .48 .48
OMG .47 .46
ELN -.29 -.29
VZ -.43 -.43
T -.77 -.77
HOT -1.00 -1.00
IBM -.93 -.93
KRY -1.40 -1.39
RGR -1.44 -1.42
C -1.51 -1.49
FRPT -1.64 -1.59
Now most match or are only .01 or .02 apart. FRPT is the only exception .05. Good enough for my purposes.
Thanks for your help,
John
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