| Welcome Guest, please sign in to participate in a discussion. | Search | Active Topics | |
 Gold Customer
Joined: 10/7/2004
Posts: 28
|
Is there a way to write a PCF to show when an 8 day Moving Linear Regression line is crossing over a 21 day Moving Linear Regression line? I couldn't find anything at www.tradeon.com.
Thanks.
P.S. Thanks to Craig at the Blocks seminar for pointing out how the P/E ratios are not rising with the rising stock prices. It puts things in perspective.
|
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
Please try the following:
8-Period MLR xUp 21-Period MLR:
AVGC8 + 3.5 * (3.5 * C + 2.5 * C1 + 1.5 * C2 + .5 * C3 - .5 * C4 - 1.5 * C5 - 2.5 * C6 - 3.5 * C7) / 42 > AVGC21 + 10 * (10 * C + 9 * C1 + 8 * C2 + 7 * C3 + 6 * C4 + 5 * C5 + 4 * C6 + 3 * C7 + 2 * C8 + C9 - C11 - 2 * C12 - 3 * C13 - 4 * C14 - 5 * C15 - 6 * C16 - 7 * C17 - 8 * C18 - 9 * C19 - 10 * C20) / 770 AND AVGC8.1 + 3.5 * (3.5 * C1 + 2.5 * C2 + 1.5 * C3 + .5 * C4 - .5 * C5 - 1.5 * C6 - 2.5 * C7 - 3.5 * C8) / 42 <= AVGC21.1 + 10 * (10 * C1 + 9 * C2 + 8 * C3 + 7 * C4 + 6 * C5 + 5 * C6 + 4 * C7 + 3 * C8 + 2 * C9 + C10 - C12 - 2 * C13 - 3 * C14 - 4 * C15 - 5 * C16 - 6 * C17 - 7 * C18 - 8 * C19 - 9 * C20 - 10 * C21) / 770
8-Period MLR xDown 21-Period MLR:
AVGC8 + 3.5 * (3.5 * C + 2.5 * C1 + 1.5 * C2 + .5 * C3 - .5 * C4 - 1.5 * C5 - 2.5 * C6 - 3.5 * C7) / 42 < AVGC21 + 10 * (10 * C + 9 * C1 + 8 * C2 + 7 * C3 + 6 * C4 + 5 * C5 + 4 * C6 + 3 * C7 + 2 * C8 + C9 - C11 - 2 * C12 - 3 * C13 - 4 * C14 - 5 * C15 - 6 * C16 - 7 * C17 - 8 * C18 - 9 * C19 - 10 * C20) / 770 AND AVGC8.1 + 3.5 * (3.5 * C1 + 2.5 * C2 + 1.5 * C3 + .5 * C4 - .5 * C5 - 1.5 * C6 - 2.5 * C7 - 3.5 * C8) / 42 >= AVGC21.1 + 10 * (10 * C1 + 9 * C2 + 8 * C3 + 7 * C4 + 6 * C5 + 5 * C6 + 4 * C7 + 3 * C8 + 2 * C9 + C10 - C12 - 2 * C13 - 3 * C14 - 4 * C15 - 5 * C16 - 6 * C17 - 7 * C18 - 8 * C19 - 9 * C20 - 10 * C21) / 770
8-Period MLR crossing 21-Period MLR (either direction):
SGN(AVGC8 + 3.5 * (3.5 * C + 2.5 * C1 + 1.5 * C2 + .5 * C3 - .5 * C4 - 1.5 * C5 - 2.5 * C6 - 3.5 * C7) / 42 - (AVGC21 + 10 * (10 * C + 9 * C1 + 8 * C2 + 7 * C3 + 6 * C4 + 5 * C5 + 4 * C6 + 3 * C7 + 2 * C8 + C9 - C11 - 2 * C12 - 3 * C13 - 4 * C14 - 5 * C15 - 6 * C16 - 7 * C17 - 8 * C18 - 9 * C19 - 10 * C20) / 770)) - SGN(AVGC8.1 + 3.5 * (3.5 * C1 + 2.5 * C2 + 1.5 * C3 + .5 * C4 - .5 * C5 - 1.5 * C6 - 2.5 * C7 - 3.5 * C8) / 42 - (AVGC21.1 + 10 * (10 * C1 + 9 * C2 + 8 * C3 + 7 * C4 + 6 * C5 + 5 * C6 + 4 * C7 + 3 * C8 + 2 * C9 + C10 - C12 - 2 * C13 - 3 * C14 - 4 * C15 - 5 * C16 - 6 * C17 - 7 * C18 - 8 * C19 - 9 * C20 - 10 * C21) / 770)) <> 0
You may wish to review the following:
Using Linear Regression vs Classical Peaks/Valleys for Divergence Analysis
Handy PCF example formulas to help you learn the syntax of PCFs!
How to create a Personal Criteria Forumula (PCF)
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|
|
Gold Customer
Joined: 10/7/2004
Posts: 28
|
Thank you Bruce!
|
|
Registered User
Joined: 8/7/2006
Posts: 14
|
I have searched for a formula for MACD line crossover close to the 0 line. The MACD parameters are slow 3, fast 18, signal 8.
thanks
|
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
vulcan,
The trainers cannot give settings, interpretation or investment advice. This includes defining "close to the 0 line" for you.
You may wish to try the following for the crossover itself:
Exponential MACD xUp Trigger:
XAVGC3 - XAVGC18 > XAVG(XAVGC3,8) - XAVG(XAVGC18,8) AND XAVGC3.1 - XAVGC18.1 <= XAVG(XAVGC3.1,8) - XAVG(XAVGC18.1,8)
Exponential MACD xDown Trigger:
XAVGC3 - XAVGC18 < XAVG(XAVGC3,8) - XAVG(XAVGC18,8) AND XAVGC3.1 - XAVGC18.1 >= XAVG(XAVGC3.1,8) - XAVG(XAVGC18.1,8)
Exponential MACD crossing Trigger (either direction):
SGN(XAVGC3 - XAVGC18 - XAVG(XAVGC3,8) + XAVG(XAVGC18,8)) - SGN(XAVGC3.1 - XAVGC18.1 - XAVG(XAVGC3.1,8) + XAVG(XAVGC18.1,8)) <> 0
Simple MACD xUp Trigger:
AVGC3 - AVGC18 > AVG(AVGC3,8) - AVG(AVGC18,8) AND AVGC3.1 - AVGC18.1 <= AVG(AVGC3.1,8) - AVG(AVGC18.1,8)
Simple MACD xDown Trigger:
AVGC3 - AVGC18 < AVG(AVGC3,8) - AVG(AVGC18,8) AND AVGC3.1 - AVGC18.1 >= AVG(AVGC3.1,8) - AVG(AVGC18.1,8)
Simple MACD crossing Trigger (either direction):
SGN(AVGC3 - AVGC18 - AVG(AVGC3,8) + AVG(AVGC18,8)) - SGN(AVGC3.1 - AVGC18.1 - AVG(AVGC3.1,8) + AVG(AVGC18.1,8)) <> 0
You may wish to review the following:
Understanding MACD
How to create a Personal Criteria Forumula (PCF)
Handy PCF example formulas to help you learn the syntax of PCFs!
Evaluating "Closeness" in PCF's - relative to Equity &/or Risk
Learn how to use the forums: post a new topic, reply, Search existing topics
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|
|
Registered User
Joined: 8/14/2011
Posts: 13
|
Bruce,
I was looking at the PCF you published on Moving Linear regression 8 crossing 21 period. It's quite complex, but works fine; the chart condition creator apparently isn't able to make a usable condition from two MLRs but I was interested in 8 period crossing 12 period. Could you help me with that?
Thank you and also again for your help yesterday.
Charlie
|
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
Please try the following:
8-Period MLR xUp 12-Period MLR:
AVGC8 + 3.5 * (3.5 * C + 2.5 * C1 + 1.5 * C2 + .5 * C3 - .5 * C4 - 1.5 * C5 - 2.5 * C6 - 3.5 * C7) / 42 > AVGC12 + 5.5 * (5.5 * C + 4.5 * C1 + 3.5 * C2 + 2.5 * C3 + 1.5 * C4 + .5 * C5 - .5 * C6 - 1.5 * C7 - 2.5 * C8 - 3.5 * C9 - 4.5 * C10 - 5.5 * C11) / 143 AND AVGC8.1 + 3.5 * (3.5 * C1 + 2.5 * C2 + 1.5 * C3 + .5 * C4 - .5 * C5 - 1.5 * C6 - 2.5 * C7 - 3.5 * C8) / 42 <= AVGC12.1 + 5.5 * (5.5 * C1 + 4.5 * C2 + 3.5 * C3 + 2.5 * C4 + 1.5 * C5 + .5 * C6 - .5 * C7 - 1.5 * C8 - 2.5 * C9 - 3.5 * C10 - 4.5 * C11 - 5.5 * C12) / 143
8-Period MLR xDown 12-Period MLR:
AVGC8 + 3.5 * (3.5 * C + 2.5 * C1 + 1.5 * C2 + .5 * C3 - .5 * C4 - 1.5 * C5 - 2.5 * C6 - 3.5 * C7) / 42 < AVGC12 + 5.5 * (5.5 * C + 4.5 * C1 + 3.5 * C2 + 2.5 * C3 + 1.5 * C4 + .5 * C5 - .5 * C6 - 1.5 * C7 - 2.5 * C8 - 3.5 * C9 - 4.5 * C10 - 5.5 * C11) / 143 AND AVGC8.1 + 3.5 * (3.5 * C1 + 2.5 * C2 + 1.5 * C3 + .5 * C4 - .5 * C5 - 1.5 * C6 - 2.5 * C7 - 3.5 * C8) / 42 >= AVGC12.1 + 5.5 * (5.5 * C1 + 4.5 * C2 + 3.5 * C3 + 2.5 * C4 + 1.5 * C5 + .5 * C6 - .5 * C7 - 1.5 * C8 - 2.5 * C9 - 3.5 * C10 - 4.5 * C11 - 5.5 * C12) / 143
8-Period MLR crossing 12-Period MLR (either direction):
SGN(AVGC8 + 3.5 * (3.5 * C + 2.5 * C1 + 1.5 * C2 + .5 * C3 - .5 * C4 - 1.5 * C5 - 2.5 * C6 - 3.5 * C7) / 42 - (AVGC12 + 5.5 * (5.5 * C + 4.5 * C1 + 3.5 * C2 + 2.5 * C3 + 1.5 * C4 + .5 * C5 - .5 * C6 - 1.5 * C7 - 2.5 * C8 - 3.5 * C9 - 4.5 * C10 - 5.5 * C11) / 143)) - SGN(AVGC8.1 + 3.5 * (3.5 * C1 + 2.5 * C2 + 1.5 * C3 + .5 * C4 - .5 * C5 - 1.5 * C6 - 2.5 * C7 - 3.5 * C8) / 42 - (AVGC12.1 + 5.5 * (5.5 * C1 + 4.5 * C2 + 3.5 * C3 + 2.5 * C4 + 1.5 * C5 + .5 * C6 - .5 * C7 - 1.5 * C8 - 2.5 * C9 - 3.5 * C10 - 4.5 * C11 - 5.5 * C12) / 143)) <> 0
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|
|
Registered User
Joined: 8/14/2011
Posts: 13
|
Bruce,
you're amazing. I don't know how you do that so fast.
Thanks once again
Charlie
|
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|
|
|
Guest-1 |