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Joined: 7/5/2009
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What does this mean?
(C>AVGC200ANDAVGV21>10000ANDC<C1ANDC1<C2ANDC<(C1*.98))
100 * ((C > C1) * (C1 - C) + .5 * ((C1 > C2) * (C2 - C1) + .5 * ((C2 > C3) * (C3 - C2) + .5 * ((C3 > C4) * (C4 - C3) + .5 * ((C4 > C5) * (C5 - C4) + .5 * ((C5 > C6) * (C6 - C5) + .5 * ((C6 > C7) * (C7 - C6) + .5 * ((C7 > C8) * (C8 - C7) + .5 * ((C8 > C9) * (C9 - C8) + .5 * ((C9 > C10) * (C10 - C9) + .5 * ((C10 > C11) * (C11 - C10) + .5 * ((C11 > C12) * (C12 - C11) + .5 * ((C12 > C13) * (C13 - C12) + .5 * ((C13 > C14) * (C14 - C13))))))))))))))) / (ABS(C - C1) + .5 * (ABS(C1 - C2) + .5 * (ABS(C2 - C3) + .5 * (ABS(C3 - C4) + .5 * (ABS(C4 - C5) + .5 * (ABS(C5 - C6) + .5 * (ABS(C6 - C7) + .5 * (ABS(C7 - C8) + .5 * (ABS(C8 - C9) + .5 * (ABS(C9 - C10) + .5 * (ABS(C10 - C11) + .5 * (ABS(C11 - C12) + .5 * (ABS(C12 - C13) + .5 * (ABS(C13 - C14)))))))))))))))<=10
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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QUOTE (daledalmada) (C>AVGC200ANDAVGV21>10000ANDC<C1ANDC1<C2ANDC<(C1*.98))
In the current production release of TeleChart (Volume is normally reported in blocks of 100 shares):
Price is above its 200-Period Simple Moving Average and the 21-Period Simple Moving Average of Volume is above one million shares and Price is below the Close of the previous Bar and the Close of the previous Bar is below the Close of the Bar before that and Price is more than 2% below the Close of the previous Bar.
In the TC2000.com version 11 beta:
Price is above its 200-Period Simple Moving Average and the 21-Period Simple Moving Average of Volume is above ten thousand shares and Price is below the Close of the previous Bar and the Close of the previous Bar is below the Close of the Bar before that and Price is more than 2% below the Close of the previous Bar.
It should probably be noted that the Price is below the Close of the previous Bar section is superfluous as it will always be True if Price is more than 2% below the Close of the previous Bar. So the formula could be shortened to:
C > AVGC200 AND AVGV21 > 10000 AND C1 < C2 AND C < C1 * .98
QUOTE (daledalmada) 100 * ((C > C1) * (C1 - C) + .5 * ((C1 > C2) * (C2 - C1) + .5 * ((C2 > C3) * (C3 - C2) + .5 * ((C3 > C4) * (C4 - C3) + .5 * ((C4 > C5) * (C5 - C4) + .5 * ((C5 > C6) * (C6 - C5) + .5 * ((C6 > C7) * (C7 - C6) + .5 * ((C7 > C8) * (C8 - C7) + .5 * ((C8 > C9) * (C9 - C8) + .5 * ((C9 > C10) * (C10 - C9) + .5 * ((C10 > C11) * (C11 - C10) + .5 * ((C11 > C12) * (C12 - C11) + .5 * ((C12 > C13) * (C13 - C12) + .5 * ((C13 > C14) * (C14 - C13))))))))))))))) / (ABS(C - C1) + .5 * (ABS(C1 - C2) + .5 * (ABS(C2 - C3) + .5 * (ABS(C3 - C4) + .5 * (ABS(C4 - C5) + .5 * (ABS(C5 - C6) + .5 * (ABS(C6 - C7) + .5 * (ABS(C7 - C8) + .5 * (ABS(C8 - C9) + .5 * (ABS(C9 - C10) + .5 * (ABS(C10 - C11) + .5 * (ABS(C11 - C12) + .5 * (ABS(C12 - C13) + .5 * (ABS(C13 - C14)))))))))))))))<=10
The 2-Period Wilder's Smoothed RSI is less than or equal to ten. This formula could also be shortened somewhat:
50 * (C - XAVGC3.1) / 2 / (.500030519440884 * (ABS(C - C1) + .5 * (ABS(C1 - C2) + .5 * (ABS(C2 - C3) + .5 * (ABS(C3 - C4) + .5 * (ABS(C4 - C5) + .5 * (ABS(C5 - C6) + .5 * (ABS(C6 - C7) + .5 * (ABS(C7 - C8) + .5 * (ABS(C8 - C9) + .5 * (ABS(C9 - C10) + .5 * (ABS(C10 - C11) + .5 * (ABS(C11 - C12) + .5 * (ABS(C12 - C13) + .5 * (ABS(C13 - C14)))))))))))))))) + 50 <= 10
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!
Cascades of Moving Averages
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 7/5/2009
Posts: 191
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Thanks a lot Bruce! Can you please help me create 2 more PCFs?
1) ETFs 2-period RSI closes above 70
2) ETF closes below 200 day moving average by 1.5% or more
(These are the exit strategies for the TPS method from the Larry Connors High Probability ETF Trading Strategies Webinar)
Thanks again!
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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QUOTE (daledalmada) 1) ETFs 2-period RSI closes above 70
Just change the <= 10 to > 70:
50 * (C - XAVGC3.1) / 2 / (.500030519440884 * (ABS(C - C1) + .5 * (ABS(C1 - C2) + .5 * (ABS(C2 - C3) + .5 * (ABS(C3 - C4) + .5 * (ABS(C4 - C5) + .5 * (ABS(C5 - C6) + .5 * (ABS(C6 - C7) + .5 * (ABS(C7 - C8) + .5 * (ABS(C8 - C9) + .5 * (ABS(C9 - C10) + .5 * (ABS(C10 - C11) + .5 * (ABS(C11 - C12) + .5 * (ABS(C12 - C13) + .5 * (ABS(C13 - C14)))))))))))))))) + 50 > 70
QUOTE (daledalmada) 2) ETF closes below 200 day moving average by 1.5% or more
C >= 1.015 * AVGC200
If the Moving Average is Exponential instead of Simple, change the AVGC200 to XAVGC200:
C >= 1.015 * XAVGC200
Moving Average PCF Templates
Things to check if your moving averages don't "seem right" or "seem to match"
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 7/5/2009
Posts: 191
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Thanks Bruce.
One final question. How do you create a column to rank stocks by 100 day historical volitility?
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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You could create a formula for Historical Volatility. The following formula should work for a 100-Period Daily HV:
Historical Volatility (HV)
1600 * SQR((LOG(C / C1) ^ 2 + LOG(C1 / C2) ^ 2 + LOG(C2 / C3) ^ 2 + LOG(C3 / C4) ^ 2 + LOG(C4 / C5) ^ 2 + LOG(C5 / C6) ^ 2 + LOG(C6 / C7) ^ 2 + LOG(C7 / C8) ^ 2 + LOG(C8 / C9) ^ 2 + LOG(C9 / C10) ^ 2 + LOG(C10 / C11) ^ 2 + LOG(C11 / C12) ^ 2 + LOG(C12 / C13) ^ 2 + LOG(C13 / C14) ^ 2 + LOG(C14 / C15) ^ 2 + LOG(C15 / C16) ^ 2 + LOG(C16 / C17) ^ 2 + LOG(C17 / C18) ^ 2 + LOG(C18 / C19) ^ 2 + LOG(C19 / C20) ^ 2 + LOG(C20 / C21) ^ 2 + LOG(C21 / C22) ^ 2 + LOG(C22 / C23) ^ 2 + LOG(C23 / C24) ^ 2 + LOG(C24 / C25) ^ 2 + LOG(C25 / C26) ^ 2 + LOG(C26 / C27) ^ 2 + LOG(C27 / C28) ^ 2 + LOG(C28 / C29) ^ 2 + LOG(C29 / C30) ^ 2 + LOG(C30 / C31) ^ 2 + LOG(C31 / C32) ^ 2 + LOG(C32 / C33) ^ 2 + LOG(C33 / C34) ^ 2 + LOG(C34 / C35) ^ 2 + LOG(C35 / C36) ^ 2 + LOG(C36 / C37) ^ 2 + LOG(C37 / C38) ^ 2 + LOG(C38 / C39) ^ 2 + LOG(C39 / C40) ^ 2 + LOG(C40 / C41) ^ 2 + LOG(C41 / C42) ^ 2 + LOG(C42 / C43) ^ 2 + LOG(C43 / C44) ^ 2 + LOG(C44 / C45) ^ 2 + LOG(C45 / C46) ^ 2 + LOG(C46 / C47) ^ 2 + LOG(C47 / C48) ^ 2 + LOG(C48 / C49) ^ 2 + LOG(C49 / C50) ^ 2 + LOG(C50 / C51) ^ 2 + LOG(C51 / C52) ^ 2 + LOG(C52 / C53) ^ 2 + LOG(C53 / C54) ^ 2 + LOG(C54 / C55) ^ 2 + LOG(C55 / C56) ^ 2 + LOG(C56 / C57) ^ 2 + LOG(C57 / C58) ^ 2 + LOG(C58 / C59) ^ 2 + LOG(C59 / C60) ^ 2 + LOG(C60 / C61) ^ 2 + LOG(C61 / C62) ^ 2 + LOG(C62 / C63) ^ 2 + LOG(C63 / C64) ^ 2 + LOG(C64 / C65) ^ 2 + LOG(C65 / C66) ^ 2 + LOG(C66 / C67) ^ 2 + LOG(C67 / C68) ^ 2 + LOG(C68 / C69) ^ 2 + LOG(C69 / C70) ^ 2 + LOG(C70 / C71) ^ 2 + LOG(C71 / C72) ^ 2 + LOG(C72 / C73) ^ 2 + LOG(C73 / C74) ^ 2 + LOG(C74 / C75) ^ 2 + LOG(C75 / C76) ^ 2 + LOG(C76 / C77) ^ 2 + LOG(C77 / C78) ^ 2 + LOG(C78 / C79) ^ 2 + LOG(C79 / C80) ^ 2 + LOG(C80 / C81) ^ 2 + LOG(C81 / C82) ^ 2 + LOG(C82 / C83) ^ 2 + LOG(C83 / C84) ^ 2 + LOG(C84 / C85) ^ 2 + LOG(C85 / C86) ^ 2 + LOG(C86 / C87) ^ 2 + LOG(C87 / C88) ^ 2 + LOG(C88 / C89) ^ 2 + LOG(C89 / C90) ^ 2 + LOG(C90 / C91) ^ 2 + LOG(C91 / C92) ^ 2 + LOG(C92 / C93) ^ 2 + LOG(C93 / C94) ^ 2 + LOG(C94 / C95) ^ 2 + LOG(C95 / C96) ^ 2 + LOG(C96 / C97) ^ 2 + LOG(C97 / C98) ^ 2 + LOG(C98 / C99) ^ 2 + LOG(C99 / C100) ^ 2 - (LOG(C / C100) ^ 2) / 100) / 100)
-Bruce
Personal Criteria Formulas
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 Platinum Customer
Joined: 10/7/2004
Posts: 15
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I have taken your Historical volatility formula and have created an indicator out of it. Now I would like to label it a variable and add a second condition, such that if HV is above a certain value and another condition exists, then it will trigger an event. How do I get my HV formula converted to a defined variable?
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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The Personal Criteria Formula Language does not contain user assignable variables. If you wanted to find out if Historical Volatility is above 100, you would need to include the entire formula and add a > 100 to the end of it:
1600 * SQR((LOG(C / C1) ^ 2 + LOG(C1 / C2) ^ 2 + LOG(C2 / C3) ^ 2 + LOG(C3 / C4) ^ 2 + LOG(C4 / C5) ^ 2 + LOG(C5 / C6) ^ 2 + LOG(C6 / C7) ^ 2 + LOG(C7 / C8) ^ 2 + LOG(C8 / C9) ^ 2 + LOG(C9 / C10) ^ 2 + LOG(C10 / C11) ^ 2 + LOG(C11 / C12) ^ 2 + LOG(C12 / C13) ^ 2 + LOG(C13 / C14) ^ 2 + LOG(C14 / C15) ^ 2 + LOG(C15 / C16) ^ 2 + LOG(C16 / C17) ^ 2 + LOG(C17 / C18) ^ 2 + LOG(C18 / C19) ^ 2 + LOG(C19 / C20) ^ 2 + LOG(C20 / C21) ^ 2 + LOG(C21 / C22) ^ 2 + LOG(C22 / C23) ^ 2 + LOG(C23 / C24) ^ 2 + LOG(C24 / C25) ^ 2 + LOG(C25 / C26) ^ 2 + LOG(C26 / C27) ^ 2 + LOG(C27 / C28) ^ 2 + LOG(C28 / C29) ^ 2 + LOG(C29 / C30) ^ 2 + LOG(C30 / C31) ^ 2 + LOG(C31 / C32) ^ 2 + LOG(C32 / C33) ^ 2 + LOG(C33 / C34) ^ 2 + LOG(C34 / C35) ^ 2 + LOG(C35 / C36) ^ 2 + LOG(C36 / C37) ^ 2 + LOG(C37 / C38) ^ 2 + LOG(C38 / C39) ^ 2 + LOG(C39 / C40) ^ 2 + LOG(C40 / C41) ^ 2 + LOG(C41 / C42) ^ 2 + LOG(C42 / C43) ^ 2 + LOG(C43 / C44) ^ 2 + LOG(C44 / C45) ^ 2 + LOG(C45 / C46) ^ 2 + LOG(C46 / C47) ^ 2 + LOG(C47 / C48) ^ 2 + LOG(C48 / C49) ^ 2 + LOG(C49 / C50) ^ 2 + LOG(C50 / C51) ^ 2 + LOG(C51 / C52) ^ 2 + LOG(C52 / C53) ^ 2 + LOG(C53 / C54) ^ 2 + LOG(C54 / C55) ^ 2 + LOG(C55 / C56) ^ 2 + LOG(C56 / C57) ^ 2 + LOG(C57 / C58) ^ 2 + LOG(C58 / C59) ^ 2 + LOG(C59 / C60) ^ 2 + LOG(C60 / C61) ^ 2 + LOG(C61 / C62) ^ 2 + LOG(C62 / C63) ^ 2 + LOG(C63 / C64) ^ 2 + LOG(C64 / C65) ^ 2 + LOG(C65 / C66) ^ 2 + LOG(C66 / C67) ^ 2 + LOG(C67 / C68) ^ 2 + LOG(C68 / C69) ^ 2 + LOG(C69 / C70) ^ 2 + LOG(C70 / C71) ^ 2 + LOG(C71 / C72) ^ 2 + LOG(C72 / C73) ^ 2 + LOG(C73 / C74) ^ 2 + LOG(C74 / C75) ^ 2 + LOG(C75 / C76) ^ 2 + LOG(C76 / C77) ^ 2 + LOG(C77 / C78) ^ 2 + LOG(C78 / C79) ^ 2 + LOG(C79 / C80) ^ 2 + LOG(C80 / C81) ^ 2 + LOG(C81 / C82) ^ 2 + LOG(C82 / C83) ^ 2 + LOG(C83 / C84) ^ 2 + LOG(C84 / C85) ^ 2 + LOG(C85 / C86) ^ 2 + LOG(C86 / C87) ^ 2 + LOG(C87 / C88) ^ 2 + LOG(C88 / C89) ^ 2 + LOG(C89 / C90) ^ 2 + LOG(C90 / C91) ^ 2 + LOG(C91 / C92) ^ 2 + LOG(C92 / C93) ^ 2 + LOG(C93 / C94) ^ 2 + LOG(C94 / C95) ^ 2 + LOG(C95 / C96) ^ 2 + LOG(C96 / C97) ^ 2 + LOG(C97 / C98) ^ 2 + LOG(C98 / C99) ^ 2 + LOG(C99 / C100) ^ 2 - (LOG(C / C100) ^ 2) / 100) / 100) > 100
Adding another requirement would generally involve creating a Boolean PCF for it and connecting the two PCFs with an AND.
-Bruce
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