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dcash27		Posted : Thursday, March 2, 2006 1:25:48 PM
Registered User Joined: 3/6/2005 Posts: 30		Hi, I need a 20 day Average true range PCF. Is it H - L + ABS(H -C1) + ABS(L-C1) with the period set to 20? Thanks.
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Bruce_L		Posted : Thursday, March 2, 2006 1:32:15 PM
Worden Trainer Joined: 10/7/2004 Posts: 65,138		If you want a 20-Period Average True Range using the usual Wilder's Smoothing, please try the following: (XAVGH39 - XAVGL39) / 2 + 0.025024606734037 * (ABS(H - C1) + ABS(L - C1) + 38 / 40 * (ABS(H1 - C2) + ABS(L1 - C2) + 38 / 40 * (ABS(H2 - C3) + ABS(L2 - C3) + 38 / 40 * (ABS(H3 - C4) + ABS(L3 - C4) + 38 / 40 * (ABS(H4 - C5) + ABS(L4 - C5) + 38 / 40 * (ABS(H5 - C6) + ABS(L5 - C6) + 38 / 40 * (ABS(H6 - C7) + ABS(L6 - C7) + 38 / 40 * (ABS(H7 - C8) + ABS(L7 - C8) + 38 / 40 * (ABS(H8 - C9) + ABS(L8 - C9) + 38 / 40 * (ABS(H9 - C10) + ABS(L9 - C10) + 38 / 40 * (ABS(H10 - C11) + ABS(L10 - C11) + 38 / 40 * (ABS(H11 - C12) + ABS(L11 - C12) + 38 / 40 * (ABS(H12 - C13) + ABS(L12 - C13) + 38 / 40 * (ABS(H13 - C14) + ABS(L13 - C14) + 38 / 40 * (ABS(H14 - C15) + ABS(L14 - C15) + 38 / 40 * (ABS(H15 - C16) + ABS(L15 - C16) + 38 / 40 * (ABS(H16 - C17) + ABS(L16 - C17) + 38 / 40 * (ABS(H17 - C18) + ABS(L17 - C18) + 38 / 40 * (ABS(H18 - C19) + ABS(L18 - C19) + 38 / 40 * (ABS(H19 - C20) + ABS(L19 - C20) + 38 / 40 * (ABS(H20 - C21) + ABS(L20 - C21) + 38 / 40 * (ABS(H21 - C22) + ABS(L21 - C22) + 38 / 40 * (ABS(H22 - C23) + ABS(L22 - C23) + 38 / 40 * (ABS(H23 - C24) + ABS(L23 - C24) + 38 / 40 * (ABS(H24 - C25) + ABS(L24 - C25) + 38 / 40 * (ABS(H25 - C26) + ABS(L25 - C26) + 38 / 40 * (ABS(H26 - C27) + ABS(L26 - C27) + 38 / 40 * (ABS(H27 - C28) + ABS(L27 - C28) + 38 / 40 * (ABS(H28 - C29) + ABS(L28 - C29) + 38 / 40 * (ABS(H29 - C30) + ABS(L29 - C30) + 38 / 40 * (ABS(H30 - C31) + ABS(L30 - C31) + 38 / 40 * (ABS(H31 - C32) + ABS(L31 - C32) + 38 / 40 * (ABS(H32 - C33) + ABS(L32 - C33) + 38 / 40 * (ABS(H33 - C34) + ABS(L33 - C34) + 38 / 40 * (ABS(H34 - C35) + ABS(L34 - C35) + 38 / 40 * (ABS(H35 - C36) + ABS(L35 - C36) + 38 / 40 * (ABS(H36 - C37) + ABS(L36 - C37) + 38 / 40 * (ABS(H37 - C38) + ABS(L37 - C38) + 38 / 40 * (ABS(H38 - C39) + ABS(L38 - C39) + 38 / 40 * (ABS(H39 - C40) + ABS(L39 - C40) + 38 / 40 * (ABS(H40 - C41) + ABS(L40 - C41) + 38 / 40 * (ABS(H41 - C42) + ABS(L41 - C42) + 38 / 40 * (ABS(H42 - C43) + ABS(L42 - C43) + 38 / 40 * (ABS(H43 - C44) + ABS(L43 - C44) + 38 / 40 * (ABS(H44 - C45) + ABS(L44 - C45) + 38 / 40 * (ABS(H45 - C46) + ABS(L45 - C46) + 38 / 40 * (ABS(H46 - C47) + ABS(L46 - C47) + 38 / 40 * (ABS(H47 - C48) + ABS(L47 - C48) + 38 / 40 * (ABS(H48 - C49) + ABS(L48 - C49) + 38 / 40 * (ABS(H49 - C50) + ABS(L49 - C50) + 38 / 40 * (ABS(H50 - C51) + ABS(L50 - C51) + 38 / 40 * (ABS(H51 - C52) + ABS(L51 - C52) + 38 / 40 * (ABS(H52 - C53) + ABS(L52 - C53) + 38 / 40 * (ABS(H53 - C54) + ABS(L53 - C54) + 38 / 40 * (ABS(H54 - C55) + ABS(L54 - C55) + 38 / 40 * (ABS(H55 - C56) + ABS(L55 - C56) + 38 / 40 * (ABS(H56 - C57) + ABS(L56 - C57) + 38 / 40 * (ABS(H57 - C58) + ABS(L57 - C58) + 38 / 40 * (ABS(H58 - C59) + ABS(L58 - C59) + 38 / 40 * (ABS(H59 - C60) + ABS(L59 - C60) + 38 / 40 * (ABS(H60 - C61) + ABS(L60 - C61) + 38 / 40 * (ABS(H61 - C62) + ABS(L61 - C62) + 38 / 40 * (ABS(H62 - C63) + ABS(L62 - C63) + 38 / 40 * (ABS(H63 - C64) + ABS(L63 - C64) + 38 / 40 * (ABS(H64 - C65) + ABS(L64 - C65) + 38 / 40 * (ABS(H65 - C66) + ABS(L65 - C66) + 38 / 40 * (ABS(H66 - C67) + ABS(L66 - C67) + 38 / 40 * (ABS(H67 - C68) + ABS(L67 - C68) + 38 / 40 * (ABS(H68 - C69) + ABS(L68 - C69) + 38 / 40 * (ABS(H69 - C70) + ABS(L69 - C70) + 38 / 40 * (ABS(H70 - C71) + ABS(L70 - C71) + 38 / 40 * (ABS(H71 - C72) + ABS(L71 - C72) + 38 / 40 * (ABS(H72 - C73) + ABS(L72 - C73) + 38 / 40 * (ABS(H73 - C74) + ABS(L73 - C74) + 38 / 40 * (ABS(H74 - C75) + ABS(L74 - C75) + 38 / 40 * (ABS(H75 - C76) + ABS(L75 - C76) + 38 / 40 * (ABS(H76 - C77) + ABS(L76 - C77) + 38 / 40 * (ABS(H77 - C78) + ABS(L77 - C78) + 38 / 40 * (ABS(H78 - C79) + ABS(L78 - C79) + 38 / 40 * (ABS(H79 - C80) + ABS(L79 - C80) + 38 / 40 * (ABS(H80 - C81) + ABS(L80 - C81) + 38 / 40 * (ABS(H81 - C82) + ABS(L81 - C82) + 38 / 40 * (ABS(H82 - C83) + ABS(L82 - C83) + 38 / 40 * (ABS(H83 - C84) + ABS(L83 - C84) + 38 / 40 * (ABS(H84 - C85) + ABS(L84 - C85) + 38 / 40 * (ABS(H85 - C86) + ABS(L85 - C86) + 38 / 40 * (ABS(H86 - C87) + ABS(L86 - C87) + 38 / 40 * (ABS(H87 - C88) + ABS(L87 - C88) + 38 / 40 * (ABS(H88 - C89) + ABS(L88 - C89) + 38 / 40 * (ABS(H89 - C90) + ABS(L89 - C90) + 38 / 40 * (ABS(H90 - C91) + ABS(L90 - C91) + 38 / 40 * (ABS(H91 - C92) + ABS(L91 - C92) + 38 / 40 * (ABS(H92 - C93) + ABS(L92 - C93) + 38 / 40 * (ABS(H93 - C94) + ABS(L93 - C94) + 38 / 40 * (ABS(H94 - C95) + ABS(L94 - C95) + 38 / 40 * (ABS(H95 - C96) + ABS(L95 - C96) + 38 / 40 * (ABS(H96 - C97) + ABS(L96 - C97) + 38 / 40 * (ABS(H97 - C98) + ABS(L97 - C98) + 38 / 40 * (ABS(H98 - C99) + ABS(L98 - C99) + 38 / 40 * (ABS(H99 - C100) + ABS(L99 - C100) + 38 / 40 * (ABS(H100 - C101) + ABS(L100 - C101) + 38 / 40 * (ABS(H101 - C102) + ABS(L101 - C102) + 38 / 40 * (ABS(H102 - C103) + ABS(L102 - C103) + 38 / 40 * (ABS(H103 - C104) + ABS(L103 - C104) + 38 / 40 * (ABS(H104 - C105) + ABS(L104 - C105) + 38 / 40 * (ABS(H105 - C106) + ABS(L105 - C106) + 38 / 40 * (ABS(H106 - C107) + ABS(L106 - C107) + 38 / 40 * (ABS(H107 - C108) + ABS(L107 - C108) + 38 / 40 * (ABS(H108 - C109) + ABS(L108 - C109) + 38 / 40 * (ABS(H109 - C110) + ABS(L109 - C110) + 38 / 40 * (ABS(H110 - C111) + ABS(L110 - C111) + 38 / 40 * (ABS(H111 - C112) + ABS(L111 - C112) + 38 / 40 * (ABS(H112 - C113) + ABS(L112 - C113) + 38 / 40 * (ABS(H113 - C114) + ABS(L113 - C114) + 38 / 40 * (ABS(H114 - C115) + ABS(L114 - C115) + 38 / 40 * (ABS(H115 - C116) + ABS(L115 - C116) + 38 / 40 * (ABS(H116 - C117) + ABS(L116 - C117) + 38 / 40 * (ABS(H117 - C118) + ABS(L117 - C118) + 38 / 40 * (ABS(H118 - C119) + ABS(L118 - C119) + 38 / 40 * (ABS(H119 - C120) + ABS(L119 - C120) + 38 / 40 * (ABS(H120 - C121) + ABS(L120 - C121) + 38 / 40 * (ABS(H121 - C122) + ABS(L121 - C122) + 38 / 40 * (ABS(H122 - C123) + ABS(L122 - C123) + 38 / 40 * (ABS(H123 - C124) + ABS(L123 - C124) + 38 / 40 * (ABS(H124 - C125) + ABS(L124 - C125) + 38 / 40 * (ABS(H125 - C126) + ABS(L125 - C126) + 38 / 40 * (ABS(H126 - C127) + ABS(L126 - C127) + 38 / 40 * (ABS(H127 - C128) + ABS(L127 - C128) + 38 / 40 * (ABS(H128 - C129) + ABS(L128 - C129) + 38 / 40 * (ABS(H129 - C130) + ABS(L129 - C130) + 38 / 40 * (ABS(H130 - C131) + ABS(L130 - C131) + 38 / 40 * (ABS(H131 - C132) + ABS(L131 - C132) + 38 / 40 * (ABS(H132 - C133) + ABS(L132 - C133) + 38 / 40 * (ABS(H133 - C134) + ABS(L133 - C134) + 38 / 40 * (ABS(H134 - C135) + ABS(L134 - C135)))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))) -Bruce Personal Criteria Formulas TC2000 Support Articles
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