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babar2
Posted : Friday, February 16, 2007 2:02:32 PM
Registered User
Joined: 11/8/2005
Posts: 44
Hello!

How do I create a pcf that gives me all the stocks that have had a move today that is double the average normal move (last 10-15 days) of the stock?

Thanks for your help

Monica
Bruce_L
Posted : Friday, February 16, 2007 2:07:15 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
I'm actually not sure what you mean by a move, but you may wish to try the following:

ABS(C - C1) >= 2 * (ABS(C1 - C2) + ABS(C2 - C3) + ABS(C3 - C4) + ABS(C4 - C5) + ABS(C5 - C6) + ABS(C6 - C7) + ABS(C7 - C8) + ABS(C8 - C9) + ABS(C9 - C10) + ABS(C10 - C11)) / 10

You may wish to review the following:

How to create a Personal Criteria Forumula (PCF)
Handy PCF example formulas to help you learn the syntax of PCFs!

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
babar2
Posted : Friday, February 16, 2007 3:05:42 PM
Registered User
Joined: 11/8/2005
Posts: 44
No, I'm afraid that didn't do it.

I'd better explain myself better;

If a stock's daily trading range for the last 10-15 days was 50 cents or less and today's move is more than $1 (on high volume). How would I be able to spot it?

Monica
Bruce_L
Posted : Friday, February 16, 2007 3:17:59 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
I'm not defining "high volume" for you, but you may wish to try one of the following:

Current Range >= 2 * 10-Period Simple Moving Average of Range:

H - L >= 2 * (AVGH10.1 - AVGL10.1)

Current Range >= 2 * Max Range over Previous 10-Periods:

H - L >= 2 * ((H1 - L1 + H2 - L2 + ABS(H1 - L1 - H2 + L2) + 2 * (H3 - L3) + ABS(H1 - L1 + H2 - L2 + ABS(H1 - L1 - H2 + L2) - 2 * (H3 - L3)) + 2 * (H4 - L4 + H5 - L5 + ABS(H4 - L4 - H5 + L5)) + ABS(H1 - L1 + H2 - L2 + ABS(H1 - L1 - H2 + L2) + 2 * (H3 - L3) + ABS(H1 - L1 + H2 - L2 + ABS(H1 - L1 - H2 + L2) - 2 * (H3 - L3)) - 2 * (H4 - L4 + H5 - L5 + ABS(H4 - L4 - H5 + L5))) + H6 - L6 + H7 - L7 + ABS(H6 - L6 - H7 + L7) + 2 * (H8 - L8) + ABS(H6 - L6 + H7 - L7 + ABS(H6 - L6 - H7 + L7) - 2 * (H8 - L8)) + 2 * (H9 - L9 + H10 - L10 + ABS(H9 - L9 - H10 + L10)) + ABS(H6 - L6 + H7 - L7 + ABS(H6 - L6 - H7 + L7) + 2 * (H8 - L8) + ABS(H6 - L6 + H7 - L7 + ABS(H6 - L6 - H7 + L7) - 2 * (H8 - L8)) - 2 * (H9 - L9 + H10 - L10 + ABS(H9 - L9 - H10 + L10))) + ABS(H1 - L1 + H2 - L2 + ABS(H1 - L1 - H2 + L2) + 2 * (H3 - L3) + ABS(H1 - L1 + H2 - L2 + ABS(H1 - L1 - H2 + L2) - 2 * (H3 - L3)) + 2 * (H4 - L4 + H5 - L5 + ABS(H4 - L4 - H5 + L5)) + ABS(H1 - L1 + H2 - L2 + ABS(H1 - L1 - H2 + L2) + 2 * (H3 - L3) + ABS(H1 - L1 + H2 - L2 + ABS(H1 - L1 - H2 + L2) - 2 * (H3 - L3)) - 2 * (H4 - L4 + H5 - L5 + ABS(H4 - L4 - H5 + L5))) - H6 + L6 - H7 + L7 - ABS(H6 - L6 - H7 + L7) - 2 * (H8 - L8) - ABS(H6 - L6 + H7 - L7 + ABS(H6 - L6 - H7 + L7) - 2 * (H8 - L8)) - 2 * (H9 - L9 + H10 - L10 + ABS(H9 - L9 - H10 + L10)) - ABS(H6 - L6 + H7 - L7 + ABS(H6 - L6 - H7 + L7) + 2 * (H8 - L8) + ABS(H6 - L6 + H7 - L7 + ABS(H6 - L6 - H7 + L7) - 2 * (H8 - L8)) - 2 * (H9 - L9 + H10 - L10 + ABS(H9 - L9 - H10 + L10))))) / 16)

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
babar2
Posted : Friday, February 16, 2007 5:15:21 PM
Registered User
Joined: 11/8/2005
Posts: 44
Thanks so very much, Bruce.

That was more like what I was looking for.

I really appreciate all your help.

Have a nice weekend.

Monica
Bruce_L
Posted : Friday, February 16, 2007 5:22:03 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
You're welcome.

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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