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misterz
Posted : Wednesday, August 27, 2008 10:57:57 PM
Gold Customer Gold Customer

Joined: 6/27/2008
Posts: 10
 I would like to create a PCF for Volatility Stops.  Basically I would like to take the difference between the high and low price for each day.  Then average the difference over the past 30 days (not including today).

Multiply the average times 1.5 and then subtract the result for the current low price.

Does something like this exist, or how would I go about creating this?
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Craig_S
Posted : Thursday, August 28, 2008 6:37:58 AM


Worden Trainer

Joined: 10/1/2004
Posts: 18,819
 Try this:

L-((AVGH30.1-AVGL30.1)*1.5)
- Craig
Here to Help!
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rhs.investments
Posted : Monday, December 27, 2010 5:19:59 PM
Registered User
Joined: 11/30/2010
Posts: 3
 I tried to use this in a PCF - I copied it - and I get Syntax Error - I am wanting to use it to calculate position sizing based on the 20,2 volatility stop
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diceman
Posted : Monday, December 27, 2010 8:39:42 PM
Registered User
Joined: 1/28/2005
Posts: 6,049

This works:



L-((AVGH30.1-AVGL30.1)*1.5)



What told you you have a syntax error?
Are you sure it was copied correctly?



Thanks
diceman
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Bruce_L
Posted : Tuesday, December 28, 2010 8:29:51 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 rhs.investments,
While diceman is correct that it does not produce a syntax error, it also will not calculate a 20,2 Volatilaty Stop. I do not know of a way to do so in the current version of TeleChart.

All questions, comments and suggestions related to the TC2000.com version 11 beta should be addressed to:

feedback@tc2000.com
-Bruce
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TC2000 Support Articles
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