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today's volume higher than yesterday PCF and a few more Rate this Topic:
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StocksOnly
Posted : Thursday, April 7, 2011 11:05:14 PM
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I am a bit rusty in creating PCF's and was wondering if you can provide the following formula's for the following so I can make a PCF for each below.  Getting used to TC2000 and like it

1)  where today's volume is higher than yesterday
2)  2 day money stream above 0 (Zero)
3)  Volume buzz above 0 (zero)
4)  Net change today above 0 (zero)

Thanks for your help

Bruce_L
Posted : Friday, April 8, 2011 9:17:08 AM


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QUOTE (iplanners)
1)  where today's volume is higher than yesterday

V > V1

QUOTE (iplanners)
2)  2 day money stream above 0 (Zero)
3)  Volume buzz above 0 (zero)

It is not possible currently to create either of these as a Personal Criteria Formula. The actual value of MoneyStream is completely meaningless.

Dealing with OBV & MS in PCF's - how to interp their "values"

And there isn't any syntax in the PCF Language for referencing the current time of day (which would be required to create a Volume Buzz PCF).

QUOTE (iplanners)
4)  Net change today above 0 (zero)

C > C1

PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!

-Bruce
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jeremysnow
Posted : Saturday, November 15, 2014 9:24:11 AM
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"......2)  2 day money stream above 0 (Zero)
3)  Volume buzz above 0 (zero)[/QUOTE]
It is not possible currently to create either of these as a Personal Criteria Formula. The actual value of MoneyStream is completely meaningless.

And there isn't any syntax in the PCF Language for referencing the current time of day (which would be required to create a Volume Buzz PCF).
.....

 

Bruce: I've read your aforementioned comment; however, I'm still thinking otherwise...    :-)

Is there a way to refine my pcf (below), which I've gotten limited results on the SNP500.

100 * V / AVGV100

This pcf pared the list of 501 down to 252; however, it also included various other stocks that didn't fill the criteria of >= 80.

Thanks in advance!   js

Bruce_L
Posted : Saturday, November 15, 2014 11:08:51 AM


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You can create an Indicator Formula which should return a similar sort order during the trading day and similar values after the market has closed (although it won't return any values for symbols with less that 101 bars of data available). It is very similar to what you have.

100 * V / AVGV100.1

The problem is that it won't have the same values during the trading day because it does not take into account the percentage of the trading day which has passed.

Definition of Volume Buzz



-Bruce
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jeremysnow
Posted : Tuesday, November 18, 2014 9:31:49 PM
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Thanks much Bruce:

One other concern. A fellow trader shared this breakout pcf with me, however, on my telechart, I keep getting an error in formula syntax.  I was wondering if you could look at it.  Thanks in advance!

C >= MAXC10.1 AND C <= MAXC10.1 * 1.03 AND MAXC10.1 / MINC10.1 < 1.07 AND ((MAXH10.1 - MINL10.1) / AVGC10.1) <= .12 AND ((MAXC10.1 - MINC10.1) / AVGC10.1) <= .07 AND (ABS(C - AVGC10) / C < .05) OR ((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) / 82.5 >= -0.15 AND (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) / 82.5 <= 0.15)

Bruce_L
Posted : Wednesday, November 19, 2014 10:14:13 AM


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The formula works just fine for me. Would you happen to be using a , as the decimal marker instead of using a . as the decimal marker? If so, you might want to try the following version instead.

C >= MAXC10.1 AND 100 * C <= MAXC10.1 * 103 AND 100 * MAXC10.1 < 107 * MINC10.1 AND 100 * (MAXH10.1 - MINL10.1) <= 12 * AVGC10.1 AND 100 * (MAXC10.1 - MINC10.1) <= 7 * AVGC10.1 AND 100 * ABS(C - AVGC10) < 5 * C OR 100 * ABS(9 * (C1 - C10) + 7 * (C2 - C9) + 5 * (C3 - C8) + 3 * (C4 - C7) + C5 - C6) / 165 <= 15



-Bruce
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jeremysnow
Posted : Wednesday, November 19, 2014 3:39:44 PM
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Cool Bruce. Thanks for being the ALWAYS rock solid one! 

jeremysnow
Posted : Tuesday, January 6, 2015 6:02:01 PM
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Bruce: Just trying to find stocks that rose 10% in one month's span (January 2014):

My PCF gives me zero hits.

What's wrong with it?

 

(C242 - C252) >= 1.10 * (C242)

StockGuy
Posted : Tuesday, January 6, 2015 6:15:48 PM

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You're mixing net and percent changes. Also, you're only calculating a 10 market day change.

 

Try this:  (C'1/31/14' - C'12/31/13') / C'12/31/13' >= .1

jeremysnow
Posted : Tuesday, January 6, 2015 6:16:55 PM
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Just realized that the difference was only ten ... a typo... I rewrote it to:

(C220 - C250) >= 1.10 * (C250)

Got hits on it. 17... with my liquidity screener (>$20; 1 mil shares traded per day... 2 )

Any tips?

 

StockGuy
Posted : Tuesday, January 6, 2015 6:20:07 PM

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That way is 30 market days, not calendar days. Try the formula I posted using the exact dates. The will return only stocks that moved up 10% or more in Jan 2014.

jeremysnow
Posted : Wednesday, January 7, 2015 4:02:26 AM
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WOW!!! Stockguy that is AWESOME!!! I prefer specific calendar dates exactly as how you've delineated it.

No one has given me a formula previously. You are definitely dah man!!! Thanks!!!! js!

StockGuy
Posted : Wednesday, January 7, 2015 10:51:07 AM

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You're welcome.

jeremysnow
Posted : Friday, January 9, 2015 6:18:35 PM
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Stockguy:

One last question to a similar PCF:

How would I convert it to a losing 10% or worse? for the period:from 1/10/14 to 2/14/14
 I'm getting an error message using the following:

(C'2/14/14' - C'1/10/14') / C'1/10/14' <= -.1

Bruce_L
Posted : Saturday, January 10, 2015 11:05:18 AM


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The formula as given seems to work in TC2000 version 12.4. You would need to put parentheses around the negative number in TC2000 version 7.

(C'2/14/14' - C'1/10/14') / C'1/10/14' <= (-.1)



-Bruce
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jeremysnow
Posted : Sunday, January 11, 2015 6:41:52 PM
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Cool Bruce!

I'm getting answers from an ALL STAR team of you and stockguy, really appreciate it.

Thanks & have a great day!!!

jeremysnow
Posted : Sunday, May 28, 2017 3:30:48 PM
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Bruce:

With regards to my TC2000v7 platform, I would like to find consolidating price action within the 20 period bollinger bands, that is trading inside a daily bollinger bandwidth of <6% for at least five days. Please advise. Thanks in advanced as always.

Bruce_L
Posted : Tuesday, May 30, 2017 9:55:38 AM


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I would probably use the following Boolean Formula in a Custom Percent True Indicator with the Period set to 5 and the Average Type set to Simple.

4 * SQR(ABS(C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 + C16 ^ 2 + C17 ^ 2 + C18 ^ 2 + C19 ^ 2 - 20 * AVGC20 ^ 2) / 19) <= .06 * AVGC20

Then I would use that as an indicator sort. Anything returning 100% has met the requirements for 5 bars in a row.

Note that the above formula is just checking for the Bollinger Bandwidth to be less than 6%. If you also want want the closing price to be inside the Bollinger Bands as well, then the formula would be a bit longer (I was not really sure from the phrasing which you wanted).

4 * SQR(ABS(C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 + C16 ^ 2 + C17 ^ 2 + C18 ^ 2 + C19 ^ 2 - 20 * AVGC20 ^ 2) / 19) <= .06 * AVGC20 AND ABS(C - AVGC20) <= 2 * SQR(ABS(C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 + C16 ^ 2 + C17 ^ 2 + C18 ^ 2 + C19 ^ 2 - 20 * AVGC20 ^ 2) / 19)



-Bruce
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jeremysnow
Posted : Wednesday, May 31, 2017 4:54:04 PM
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As always, thanks Bruce for your fine expertise! js

jeremysnow
Posted : Saturday, July 15, 2017 11:34:24 AM
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QUOTE (Bruce_L)

VWAP in TC2000 is not calculated in the tick time frame and then converted to plotted time frame. VWAP is calculated using the bars in the time frame in which it is plotted.

The formula used is:

AVG((O + H + L + C) * V, x) / 4 / AVGVx

Where x is the number of bars in the trading day so far (or the period in a Moving VWAP).

 

Bruce what would the VWAP PCF be for 10 day period (TC2000 ver 7) ?

Bruce_L
Posted : Monday, July 17, 2017 9:04:48 AM


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Please try the following.

(V * (O + H + L + C) + V1 * (O1 + H1 + L1 + C1) + V2 * (O2 + H2 + L2 + C2) + V3 * (O3 + H3 + L3 + C3) + V4 * (O4 + H4 + L4 + C4) + V5 * (O5 + H5 + L5 + C5) + V6 * (O6 + H6 + L6 + C6) + V7 * (O7 + H7 + L7 + C7) + V8 * (O8 + H8 + L8 + C8) + V9 * (O9 + H9 + L9 + C9)) / 40 / AVGV10



-Bruce
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jeremysnow
Posted : Monday, July 17, 2017 7:36:50 PM
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Thanks as ALWAYS Bruce. You are the absolute BEST!!!!

js

 

QUOTE (Bruce_L)

Please try the following.

(V * (O + H + L + C) + V1 * (O1 + H1 + L1 + C1) + V2 * (O2 + H2 + L2 + C2) + V3 * (O3 + H3 + L3 + C3) + V4 * (O4 + H4 + L4 + C4) + V5 * (O5 + H5 + L5 + C5) + V6 * (O6 + H6 + L6 + C6) + V7 * (O7 + H7 + L7 + C7) + V8 * (O8 + H8 + L8 + C8) + V9 * (O9 + H9 + L9 + C9)) / 40 / AVGV10

Bruce_L
Posted : Tuesday, July 18, 2017 8:41:45 AM


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You're welcome.



-Bruce
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jeremysnow
Posted : Sunday, February 11, 2018 3:49:27 PM
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What would the PCFs be for two following searches?: 

1) Searches  for Inside year stocks; where the entire candle stick for 2017 is inside the trading range for 2016);

 

2) 1) Searches for "outside year stocks;" where the entire candle stick for 2017 is outside the trading range for 2016)

jeremysnow
Posted : Sunday, February 11, 2018 4:37:14 PM
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I tried the following, however, I got the message, not enough data to calculate.  I used the MINL250, MAXL250 for the respective last trading days 12/30/2016 & 12/29/2017.

Inside year (my failed attempt):

 

MINL250.'12/30/2016' < MINL250.'12.29/2017' AND MAXH250.'12/29/2017' < MAXH250.'12/30/2016'

 

StockGuy
Posted : Monday, February 12, 2018 10:16:36 AM

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Try this in version 7:

MINL250.'12/30/16' < MINL250.'12/29/17' AND MAXH250.'12/29/17' < MAXH250.'12/30/16'

 

jeremysnow
Posted : Monday, February 12, 2018 4:14:55 PM
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OMG 16 vs. 2016!!!! What a dummy!

 

Thanks Stockguy!!!!

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