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Registered User
Joined: 2/20/2005
Posts: 54
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Hi, I read an article by Larry Williams about constructing a synthetic vix indicator. He gives the formula and instructions. Can you help by writing a PCF that I can use to create a custom indicator?
thanks, George Kern
WVF (Williams Vix Fix) = (Highest (Close,22)
- Low)/(Highest(Close,22))*100
This means you find the highest close
of the past 22 bars and then subtract the
low of the current bar from this price.
The result is divided by the highest close
of the last 22 bars. Finally, the result is
multiplied by 100 to normalize the indicator
readings.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Please try the following:
100 * (1 - L / MAXH22)
You may wish to review the following:
PCF Formula Descriptions
Plotting Custom Indicators with Examples
Handy PCF example formulas to help you learn the syntax of PCFs!
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 2/20/2005
Posts: 54
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thanks, I appreciate it
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Registered User
Joined: 2/20/2005
Posts: 54
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I had previously written this formula ((MAXC22 - L) / MAX C22) * 100 , but when I tested it, I got the error message 'missing argument'. What did I do wrong?
George Kern
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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It's probably just the space in the second MAX C22. Looking at that makes me realize my formula is incorrect however. My formula was based on the highest High, not the highest Close. Please try the following instead:
100 * (1 - L / MAXC22)
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 2/20/2005
Posts: 54
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thanks, it works great. One more question: Larry Williams suggests to construct a 14 period stochastic of his VIX FIX indicator. How would I do that?
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Please try the following:
Warning: Long Personal Criteria Formulas can dramatically increase the time it takes to calculate your PCFs.
100 * (1 - ((L / MAXC22 + L1 / MAXC22.1 - ABS(L / MAXC22 - L1 / MAXC22.1) + L2 / MAXC22.2 + L3 / MAXC22.3 - ABS(L2 / MAXC22.2 - L3 / MAXC22.3) - ABS(L / MAXC22 + L1 / MAXC22.1 - ABS(L / MAXC22 - L1 / MAXC22.1) - L2 / MAXC22.2 - L3 / MAXC22.3 + ABS(L2 / MAXC22.2 - L3 / MAXC22.3)) + L4 / MAXC22.4 + L5 / MAXC22.5 - ABS(L4 / MAXC22.4 - L5 / MAXC22.5) + 2 * (L6 / MAXC22.6) - ABS(L4 / MAXC22.4 + L5 / MAXC22.5 - ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6)) - ABS(L / MAXC22 + L1 / MAXC22.1 - ABS(L / MAXC22 - L1 / MAXC22.1) + L2 / MAXC22.2 + L3 / MAXC22.3 - ABS(L2 / MAXC22.2 - L3 / MAXC22.3) - ABS(L / MAXC22 + L1 / MAXC22.1 - ABS(L / MAXC22 - L1 / MAXC22.1) - L2 / MAXC22.2 - L3 / MAXC22.3 + ABS(L2 / MAXC22.2 - L3 / MAXC22.3)) - L4 / MAXC22.4 - L5 / MAXC22.5 + ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6) + ABS(L4 / MAXC22.4 + L5 / MAXC22.5 - ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6))) + L7 / MAXC22.7 + L8 / MAXC22.8 - ABS(L7 / MAXC22.7 - L8 / MAXC22.8) + L9 / MAXC22.9 + L10 / MAXC22.10 - ABS(L9 / MAXC22.9 - L10 / MAXC22.10) - ABS(L7 / MAXC22.7 + L8 / MAXC22.8 - ABS(L7 / MAXC22.7 - L8 / MAXC22.8) - L9 / MAXC22.9 - L10 / MAXC22.10 + ABS(L9 / MAXC22.9 - L10 / MAXC22.10)) + L11 / MAXC22.11 + L12 / MAXC22.12 - ABS(L11 / MAXC22.11 - L12 / MAXC22.12) + 2 * (L13 / MAXC22.13) - ABS(L11 / MAXC22.11 + L12 / MAXC22.12 - ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13)) - ABS(L7 / MAXC22.7 + L8 / MAXC22.8 - ABS(L7 / MAXC22.7 - L8 / MAXC22.8) + L9 / MAXC22.9 + L10 / MAXC22.10 - ABS(L9 / MAXC22.9 - L10 / MAXC22.10) - ABS(L7 / MAXC22.7 + L8 / MAXC22.8 - ABS(L7 / MAXC22.7 - L8 / MAXC22.8) - L9 / MAXC22.9 - L10 / MAXC22.10 + ABS(L9 / MAXC22.9 - L10 / MAXC22.10)) - L11 / MAXC22.11 - L12 / MAXC22.12 + ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13) + ABS(L11 / MAXC22.11 + L12 / MAXC22.12 - ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13))) - ABS(L / MAXC22 + L1 / MAXC22.1 - ABS(L / MAXC22 - L1 / MAXC22.1) + L2 / MAXC22.2 + L3 / MAXC22.3 - ABS(L2 / MAXC22.2 - L3 / MAXC22.3) - ABS(L / MAXC22 + L1 / MAXC22.1 - ABS(L / MAXC22 - L1 / MAXC22.1) - L2 / MAXC22.2 - L3 / MAXC22.3 + ABS(L2 / MAXC22.2 - L3 / MAXC22.3)) + L4 / MAXC22.4 + L5 / MAXC22.5 - ABS(L4 / MAXC22.4 - L5 / MAXC22.5) + 2 * (L6 / MAXC22.6) - ABS(L4 / MAXC22.4 + L5 / MAXC22.5 - ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6)) - ABS(L / MAXC22 + L1 / MAXC22.1 - ABS(L / MAXC22 - L1 / MAXC22.1) + L2 / MAXC22.2 + L3 / MAXC22.3 - ABS(L2 / MAXC22.2 - L3 / MAXC22.3) - ABS(L / MAXC22 + L1 / MAXC22.1 - ABS(L / MAXC22 - L1 / MAXC22.1) - L2 / MAXC22.2 - L3 / MAXC22.3 + ABS(L2 / MAXC22.2 - L3 / MAXC22.3)) - L4 / MAXC22.4 - L5 / MAXC22.5 + ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6) + ABS(L4 / MAXC22.4 + L5 / MAXC22.5 - ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6))) - L7 / MAXC22.7 - L8 / MAXC22.8 + ABS(L7 / MAXC22.7 - L8 / MAXC22.8) - L9 / MAXC22.9 - L10 / MAXC22.10 + ABS(L9 / MAXC22.9 - L10 / MAXC22.10) + ABS(L7 / MAXC22.7 + L8 / MAXC22.8 - ABS(L7 / MAXC22.7 - L8 / MAXC22.8) - L9 / MAXC22.9 - L10 / MAXC22.10 + ABS(L9 / MAXC22.9 - L10 / MAXC22.10)) - L11 / MAXC22.11 - L12 / MAXC22.12 + ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13) + ABS(L11 / MAXC22.11 + L12 / MAXC22.12 - ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13)) + ABS(L7 / MAXC22.7 + L8 / MAXC22.8 - ABS(L7 / MAXC22.7 - L8 / MAXC22.8) + L9 / MAXC22.9 + L10 / MAXC22.10 - ABS(L9 / MAXC22.9 - L10 / MAXC22.10) - ABS(L7 / MAXC22.7 + L8 / MAXC22.8 - ABS(L7 / MAXC22.7 - L8 / MAXC22.8) - L9 / MAXC22.9 - L10 / MAXC22.10 + ABS(L9 / MAXC22.9 - L10 / MAXC22.10)) - L11 / MAXC22.11 - L12 / MAXC22.12 + ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13) + ABS(L11 / MAXC22.11 + L12 / MAXC22.12 - ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13))))) / 16 - L / MAXC22) / ((L / MAXC22 + L1 / MAXC22.1 - ABS(L / MAXC22 - L1 / MAXC22.1) + L2 / MAXC22.2 + L3 / MAXC22.3 - ABS(L2 / MAXC22.2 - L3 / MAXC22.3) - ABS(L / MAXC22 + L1 / MAXC22.1 - ABS(L / MAXC22 - L1 / MAXC22.1) - L2 / MAXC22.2 - L3 / MAXC22.3 + ABS(L2 / MAXC22.2 - L3 / MAXC22.3)) + L4 / MAXC22.4 + L5 / MAXC22.5 - ABS(L4 / MAXC22.4 - L5 / MAXC22.5) + 2 * (L6 / MAXC22.6) - ABS(L4 / MAXC22.4 + L5 / MAXC22.5 - ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6)) - ABS(L / MAXC22 + L1 / MAXC22.1 - ABS(L / MAXC22 - L1 / MAXC22.1) + L2 / MAXC22.2 + L3 / MAXC22.3 - ABS(L2 / MAXC22.2 - L3 / MAXC22.3) - ABS(L / MAXC22 + L1 / MAXC22.1 - ABS(L / MAXC22 - L1 / MAXC22.1) - L2 / MAXC22.2 - L3 / MAXC22.3 + ABS(L2 / MAXC22.2 - L3 / MAXC22.3)) - L4 / MAXC22.4 - L5 / MAXC22.5 + ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6) + ABS(L4 / MAXC22.4 + L5 / MAXC22.5 - ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6))) + L7 / MAXC22.7 + L8 / MAXC22.8 - ABS(L7 / MAXC22.7 - L8 / MAXC22.8) + L9 / MAXC22.9 + L10 / MAXC22.10 - ABS(L9 / MAXC22.9 - L10 / MAXC22.10) - ABS(L7 / MAXC22.7 + L8 / MAXC22.8 - ABS(L7 / MAXC22.7 - L8 / MAXC22.8) - L9 / MAXC22.9 - L10 / MAXC22.10 + ABS(L9 / MAXC22.9 - L10 / MAXC22.10)) + L11 / MAXC22.11 + L12 / MAXC22.12 - ABS(L11 / MAXC22.11 - L12 / MAXC22.12) + 2 * (L13 / MAXC22.13) - ABS(L11 / MAXC22.11 + L12 / MAXC22.12 - ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13)) - ABS(L7 / MAXC22.7 + L8 / MAXC22.8 - ABS(L7 / MAXC22.7 - L8 / MAXC22.8) + L9 / MAXC22.9 + L10 / MAXC22.10 - ABS(L9 / MAXC22.9 - L10 / MAXC22.10) - ABS(L7 / MAXC22.7 + L8 / MAXC22.8 - ABS(L7 / MAXC22.7 - L8 / MAXC22.8) - L9 / MAXC22.9 - L10 / MAXC22.10 + ABS(L9 / MAXC22.9 - L10 / MAXC22.10)) - L11 / MAXC22.11 - L12 / MAXC22.12 + ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13) + ABS(L11 / MAXC22.11 + L12 / MAXC22.12 - ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13))) - ABS(L / MAXC22 + L1 / MAXC22.1 - ABS(L / MAXC22 - L1 / MAXC22.1) + L2 / MAXC22.2 + L3 / MAXC22.3 - ABS(L2 / MAXC22.2 - L3 / MAXC22.3) - ABS(L / MAXC22 + L1 / MAXC22.1 - ABS(L / MAXC22 - L1 / MAXC22.1) - L2 / MAXC22.2 - L3 / MAXC22.3 + ABS(L2 / MAXC22.2 - L3 / MAXC22.3)) + L4 / MAXC22.4 + L5 / MAXC22.5 - ABS(L4 / MAXC22.4 - L5 / MAXC22.5) + 2 * (L6 / MAXC22.6) - ABS(L4 / MAXC22.4 + L5 / MAXC22.5 - ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6)) - ABS(L / MAXC22 + L1 / MAXC22.1 - ABS(L / MAXC22 - L1 / MAXC22.1) + L2 / MAXC22.2 + L3 / MAXC22.3 - ABS(L2 / MAXC22.2 - L3 / MAXC22.3) - ABS(L / MAXC22 + L1 / MAXC22.1 - ABS(L / MAXC22 - L1 / MAXC22.1) - L2 / MAXC22.2 - L3 / MAXC22.3 + ABS(L2 / MAXC22.2 - L3 / MAXC22.3)) - L4 / MAXC22.4 - L5 / MAXC22.5 + ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6) + ABS(L4 / MAXC22.4 + L5 / MAXC22.5 - ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6))) - L7 / MAXC22.7 - L8 / MAXC22.8 + ABS(L7 / MAXC22.7 - L8 / MAXC22.8) - L9 / MAXC22.9 - L10 / MAXC22.10 + ABS(L9 / MAXC22.9 - L10 / MAXC22.10) + ABS(L7 / MAXC22.7 + L8 / MAXC22.8 - ABS(L7 / MAXC22.7 - L8 / MAXC22.8) - L9 / MAXC22.9 - L10 / MAXC22.10 + ABS(L9 / MAXC22.9 - L10 / MAXC22.10)) - L11 / MAXC22.11 - L12 / MAXC22.12 + ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13) + ABS(L11 / MAXC22.11 + L12 / MAXC22.12 - ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13)) + ABS(L7 / MAXC22.7 + L8 / MAXC22.8 - ABS(L7 / MAXC22.7 - L8 / MAXC22.8) + L9 / MAXC22.9 + L10 / MAXC22.10 - ABS(L9 / MAXC22.9 - L10 / MAXC22.10) - ABS(L7 / MAXC22.7 + L8 / MAXC22.8 - ABS(L7 / MAXC22.7 - L8 / MAXC22.8) - L9 / MAXC22.9 - L10 / MAXC22.10 + ABS(L9 / MAXC22.9 - L10 / MAXC22.10)) - L11 / MAXC22.11 - L12 / MAXC22.12 + ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13) + ABS(L11 / MAXC22.11 + L12 / MAXC22.12 - ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13))))) / 16 - (L / MAXC22 + L1 / MAXC22.1 + ABS(L / MAXC22 - L1 / MAXC22.1) + L2 / MAXC22.2 + L3 / MAXC22.3 + ABS(L2 / MAXC22.2 - L3 / MAXC22.3) + ABS(L / MAXC22 + L1 / MAXC22.1 + ABS(L / MAXC22 - L1 / MAXC22.1) - L2 / MAXC22.2 - L3 / MAXC22.3 - ABS(L2 / MAXC22.2 - L3 / MAXC22.3)) + L4 / MAXC22.4 + L5 / MAXC22.5 + ABS(L4 / MAXC22.4 - L5 / MAXC22.5) + 2 * (L6 / MAXC22.6) + ABS(L4 / MAXC22.4 + L5 / MAXC22.5 + ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6)) + ABS(L / MAXC22 + L1 / MAXC22.1 + ABS(L / MAXC22 - L1 / MAXC22.1) + L2 / MAXC22.2 + L3 / MAXC22.3 + ABS(L2 / MAXC22.2 - L3 / MAXC22.3) + ABS(L / MAXC22 + L1 / MAXC22.1 + ABS(L / MAXC22 - L1 / MAXC22.1) - L2 / MAXC22.2 - L3 / MAXC22.3 - ABS(L2 / MAXC22.2 - L3 / MAXC22.3)) - L4 / MAXC22.4 - L5 / MAXC22.5 - ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6) - ABS(L4 / MAXC22.4 + L5 / MAXC22.5 + ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6))) + L7 / MAXC22.7 + L8 / MAXC22.8 + ABS(L7 / MAXC22.7 - L8 / MAXC22.8) + L9 / MAXC22.9 + L10 / MAXC22.10 + ABS(L9 / MAXC22.9 - L10 / MAXC22.10) + ABS(L7 / MAXC22.7 + L8 / MAXC22.8 + ABS(L7 / MAXC22.7 - L8 / MAXC22.8) - L9 / MAXC22.9 - L10 / MAXC22.10 - ABS(L9 / MAXC22.9 - L10 / MAXC22.10)) + L11 / MAXC22.11 + L12 / MAXC22.12 + ABS(L11 / MAXC22.11 - L12 / MAXC22.12) + 2 * (L13 / MAXC22.13) + ABS(L11 / MAXC22.11 + L12 / MAXC22.12 + ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13)) + ABS(L7 / MAXC22.7 + L8 / MAXC22.8 + ABS(L7 / MAXC22.7 - L8 / MAXC22.8) + L9 / MAXC22.9 + L10 / MAXC22.10 + ABS(L9 / MAXC22.9 - L10 / MAXC22.10) + ABS(L7 / MAXC22.7 + L8 / MAXC22.8 + ABS(L7 / MAXC22.7 - L8 / MAXC22.8) - L9 / MAXC22.9 - L10 / MAXC22.10 - ABS(L9 / MAXC22.9 - L10 / MAXC22.10)) - L11 / MAXC22.11 - L12 / MAXC22.12 - ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13) - ABS(L11 / MAXC22.11 + L12 / MAXC22.12 + ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13))) + ABS(L / MAXC22 + L1 / MAXC22.1 + ABS(L / MAXC22 - L1 / MAXC22.1) + L2 / MAXC22.2 + L3 / MAXC22.3 + ABS(L2 / MAXC22.2 - L3 / MAXC22.3) + ABS(L / MAXC22 + L1 / MAXC22.1 + ABS(L / MAXC22 - L1 / MAXC22.1) - L2 / MAXC22.2 - L3 / MAXC22.3 - ABS(L2 / MAXC22.2 - L3 / MAXC22.3)) + L4 / MAXC22.4 + L5 / MAXC22.5 + ABS(L4 / MAXC22.4 - L5 / MAXC22.5) + 2 * (L6 / MAXC22.6) + ABS(L4 / MAXC22.4 + L5 / MAXC22.5 + ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6)) + ABS(L / MAXC22 + L1 / MAXC22.1 + ABS(L / MAXC22 - L1 / MAXC22.1) + L2 / MAXC22.2 + L3 / MAXC22.3 + ABS(L2 / MAXC22.2 - L3 / MAXC22.3) + ABS(L / MAXC22 + L1 / MAXC22.1 + ABS(L / MAXC22 - L1 / MAXC22.1) - L2 / MAXC22.2 - L3 / MAXC22.3 - ABS(L2 / MAXC22.2 - L3 / MAXC22.3)) - L4 / MAXC22.4 - L5 / MAXC22.5 - ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6) - ABS(L4 / MAXC22.4 + L5 / MAXC22.5 + ABS(L4 / MAXC22.4 - L5 / MAXC22.5) - 2 * (L6 / MAXC22.6))) - L7 / MAXC22.7 - L8 / MAXC22.8 - ABS(L7 / MAXC22.7 - L8 / MAXC22.8) - L9 / MAXC22.9 - L10 / MAXC22.10 - ABS(L9 / MAXC22.9 - L10 / MAXC22.10) - ABS(L7 / MAXC22.7 + L8 / MAXC22.8 + ABS(L7 / MAXC22.7 - L8 / MAXC22.8) - L9 / MAXC22.9 - L10 / MAXC22.10 - ABS(L9 / MAXC22.9 - L10 / MAXC22.10)) - L11 / MAXC22.11 - L12 / MAXC22.12 - ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13) - ABS(L11 / MAXC22.11 + L12 / MAXC22.12 + ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13)) - ABS(L7 / MAXC22.7 + L8 / MAXC22.8 + ABS(L7 / MAXC22.7 - L8 / MAXC22.8) + L9 / MAXC22.9 + L10 / MAXC22.10 + ABS(L9 / MAXC22.9 - L10 / MAXC22.10) + ABS(L7 / MAXC22.7 + L8 / MAXC22.8 + ABS(L7 / MAXC22.7 - L8 / MAXC22.8) - L9 / MAXC22.9 - L10 / MAXC22.10 - ABS(L9 / MAXC22.9 - L10 / MAXC22.10)) - L11 / MAXC22.11 - L12 / MAXC22.12 - ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13) - ABS(L11 / MAXC22.11 + L12 / MAXC22.12 + ABS(L11 / MAXC22.11 - L12 / MAXC22.12) - 2 * (L13 / MAXC22.13))))) / 16 - .00000001))
You may wish to review the following:
Min Max PCFs
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 6/17/2012
Posts: 36
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Would anyone be able to discuss using these two indicators?
Steve Bukosky
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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The trainers can't give setting, interpretation or investment advice, but another trader might be able to comment.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Guest-1 |