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ehop		Posted : Tuesday, September 25, 2007 9:49:19 PM
Registered User Joined: 11/30/2004 Posts: 33		Can I write a pcf in TC for Stoc exp (use any parameter)where SK period is crossing SD period?
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Jared_C		Posted : Tuesday, September 25, 2007 10:04:41 PM
Worden Trainer Joined: 10/7/2004 Posts: 74		Dear ehop, After doing some research I found the following information. Please visit the link below http://www.worden.com/training/default.aspx?g=posts&t=4726
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Bruce_L		Posted : Wednesday, September 26, 2007 8:09:24 AM
Worden Trainer Joined: 10/7/2004 Posts: 65,138		ehop, One way to write crossover formulas for an Exponential Stochastic where the SK Period <> SD Period would be: SK xUp SD: XAVG(STOCx,y) > XAVG(STOCx,z) AND XAVG(STOCx.1.1,y) <= XAVG(STOCx.1.1,z) SK xDown SD: XAVG(STOCx,y) < XAVG(STOCx,z) AND XAVG(STOCx.1.1,y) >= XAVG(STOCx.1.1,z) SK crossing SD (either direction): SGN(XAVG(STOCx,y) - XAVG(STOCx,z)) <> SGN(XAVG(STOCx.1.1,y) - XAVG(STOCx.1.1,z)) Where: x = Stochastic Period y = MIN(SK Period, SD Period) z = MAX(SK Period, SD Period) For example, the following formulas: SK xUp SD: XAVG(STOC30,10) > XAVG(STOC30,20) AND XAVG(STOC30.1.1,10) <= XAVG(STOC30.1.1,20) SK xDown SD: XAVG(STOC30,10) < XAVG(STOC30,20) AND XAVG(STOC30.1.1,10) >= XAVG(STOC30.1.1,20) SK crossing SD (either direction): SGN(XAVG(STOC30,10) - XAVG(STOC30,20)) <> SGN(XAVG(STOC30.1.1,10) - XAVG(STOC30.1.1,20)) Would be correct for both Exponential Stochastic 30,20,10 and Exponential Stochastic 30,10,20. If the SK Period = SD Period, you will need to expand at least one of the Exponential Moving Average Periods because the XAVG() function cannot be nested in TeleChart's Personal Criteria Formula Language. To give an example, the following is one way to write crossover formulas for an Exponential Stochastic 12,3,3: SK xUp SD: XAVG(STOC12,3) > .500488758553275 * (XAVG(STOC12,3) + .5 * (XAVG(STOC12.1.1,3) + .5 * (XAVG(STOC12.1.2,3) + .5 * (XAVG(STOC12.1.3,3) + .5 * (XAVG(STOC12.1.4,3) + .5 * (XAVG(STOC12.1.5,3) + .5 * (XAVG(STOC12.1.6,3) + .5 * (XAVG(STOC12.1.7,3) + .5 * (XAVG(STOC12.1.8,3) + .5 * (XAVG(STOC12.1.9,3))))))))))) AND XAVG(STOC12.1.1,3) <= .500488758553275 * (XAVG(STOC12.1.1,3) + .5 * (XAVG(STOC12.1.2,3) + .5 * (XAVG(STOC12.1.3,3) + .5 * (XAVG(STOC12.1.4,3) + .5 * (XAVG(STOC12.1.5,3) + .5 * (XAVG(STOC12.1.6,3) + .5 * (XAVG(STOC12.1.7,3) + .5 * (XAVG(STOC12.1.8,3) + .5 * (XAVG(STOC12.1.9,3) + .5 * (XAVG(STOC12.1.10,3))))))))))) SK xDown SD: XAVG(STOC12,3) < .500488758553275 * (XAVG(STOC12,3) + .5 * (XAVG(STOC12.1.1,3) + .5 * (XAVG(STOC12.1.2,3) + .5 * (XAVG(STOC12.1.3,3) + .5 * (XAVG(STOC12.1.4,3) + .5 * (XAVG(STOC12.1.5,3) + .5 * (XAVG(STOC12.1.6,3) + .5 * (XAVG(STOC12.1.7,3) + .5 * (XAVG(STOC12.1.8,3) + .5 * (XAVG(STOC12.1.9,3))))))))))) AND XAVG(STOC12.1.1,3) >= .500488758553275 * (XAVG(STOC12.1.1,3) + .5 * (XAVG(STOC12.1.2,3) + .5 * (XAVG(STOC12.1.3,3) + .5 * (XAVG(STOC12.1.4,3) + .5 * (XAVG(STOC12.1.5,3) + .5 * (XAVG(STOC12.1.6,3) + .5 * (XAVG(STOC12.1.7,3) + .5 * (XAVG(STOC12.1.8,3) + .5 * (XAVG(STOC12.1.9,3) + .5 * (XAVG(STOC12.1.10,3))))))))))) SK crossing SD (either direction): SGN(XAVG(STOC12,3) - .500488758553275 * (XAVG(STOC12,3) + .5 * (XAVG(STOC12.1.1,3) + .5 * (XAVG(STOC12.1.2,3) + .5 * (XAVG(STOC12.1.3,3) + .5 * (XAVG(STOC12.1.4,3) + .5 * (XAVG(STOC12.1.5,3) + .5 * (XAVG(STOC12.1.6,3) + .5 * (XAVG(STOC12.1.7,3) + .5 * (XAVG(STOC12.1.8,3) + .5 * (XAVG(STOC12.1.9,3)))))))))))) <> SGN(XAVG(STOC12.1.1,3) >= .500488758553275 * (XAVG(STOC12.1.1,3) + .5 * (XAVG(STOC12.1.2,3) + .5 * (XAVG(STOC12.1.3,3) + .5 * (XAVG(STOC12.1.4,3) + .5 * (XAVG(STOC12.1.5,3) + .5 * (XAVG(STOC12.1.6,3) + .5 * (XAVG(STOC12.1.7,3) + .5 * (XAVG(STOC12.1.8,3) + .5 * (XAVG(STOC12.1.9,3) + .5 * (XAVG(STOC12.1.10,3)))))))))))) You may wish to review the following: How to create a Personal Criteria Forumula (PCF) Understanding Stochastics Cascades of Moving Averages Handy PCF example formulas to help you learn the syntax of PCFs! PCF Formula Descriptions -Bruce Personal Criteria Formulas TC2000 Support Articles
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