Registered User
Joined: 10/9/2005
Posts: 13
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I am using "Sir 5-Minutes-a-Week" approach (May 4, 2007) for individual stocks. I am trying to construct a PCF for TSV16 crossing over the 11 day simple moving average on a 4 day chart. This is my PCF...but it is not showing TSV16 crossing over the 11 moving average on the 4 day chart. Any suggestions?
(AVG(TSV16.1,4) < ((AVG(TSV16.1,4) + AVG(TSV16.2,4) + AVG(TSV16.3,4) + AVG(TSV16.4,4) + AVG(TSV16.5,4) + AVG(TSV16.6,4) + AVG(TSV16.7,4) + AVG(TSV16.8,4) + AVG(TSV16.9,4) + AVG(TSV16.10,4) + AVG(TSV16.11,4)) / 11)) AND (AVG(TSV16,4) > ((AVG(TSV16,4) + AVG(TSV16.1,4) + AVG(TSV16.2,4) + AVG(TSV16.3,4) + AVG(TSV16.4,4) + AVG(TSV16.5,4) + AVG(TSV16.6,4) + AVG(TSV16.7,4) + AVG(TSV16.8,4) + AVG(TSV16.9,4) + AVG(TSV16.10,4)) / 11))
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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My suggestion would be to use Indicator Sorting on the Daily formula:
Simple TSV16 xUp SMA11:
TSV16 > AVG(TSV16,4) AND TSV16.1 <= AVG(TSV16.1,4)
As a Custom Percent True Indicator on a 4-Day per Bar chart. It is not possible to create a multiple day per Bar formula for Time Segmented Volume (TSV) without knowing how it is calculated (and that's proprietary). You may wish to review the following:
Visually Backtesting Specific Symbols
Sorting price and indicators by their Actual Value
Handy PCF example formulas to help you learn the syntax of PCFs!
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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