Need formula for the "Net Change" value of the current bar. The "Time Frame" selected would of course determine the value. 

The chart "Toolbar" has an indicator called "Bar Net Change" that seems to accomplish my objective but I've been unable to duplicate the result. 

Appreciate your help..

Bill S


 

C - C1 seems to work.. 

Bill S

Bruce,

Please, how to write the following PCF's:

How to calculate AVG Bar Net Change for past 15 trading days.  And standard dev.

How to calculate AVG Bar % Change for past 15 trading days. And standard dev.

And AVG Daily Typical Price Spread ((H + L + C) / 3) for (15 day).   And standard dev.

An Indicator Formula for the 15-period simple moving average of net change is just:

AVGC15 - AVGC15.1

Which can be simplified to:

(C - C15) / 15

The 15-period standard deviation of the net change can be written as:

SQR(ABS((C - C1) ^ 2 + (C1 - C2) ^ 2 + (C2 - C3) ^ 2 + (C3 - C4) ^ 2 + (C4 - C5) ^ 2 + (C5 - C6) ^ 2 + (C6 - C7) ^ 2 + (C7 - C8) ^ 2 + (C8 - C9) ^ 2 + (C9 - C10) ^ 2 + (C10 - C11) ^ 2 + (C11 - C12) ^ 2 + (C12 - C13) ^ 2 + (C13 - C14) ^ 2 + (C14 - C15) ^ 2 - 15 * ((C - C15) / 15) ^ 2) / 15)

An Indicator Formula for the 15-period simple moving average of the % change can be written as:

100 * ((C / C1 + C1 / C2 + C2 / C3 + C3 / C4 + C4 / C5 + C5 / C6 + C6 / C7 + C7 / C8 + C8 / C9 + C9 / C10 + C10 / C11 + C11 / C12 + C12 / C13 + C13 / C14 + C14 / C15) / 15 - 1)

An Indicator formula for the 15-period standard deviation of the % change can be written as:

100 * SQR(ABS((C / C1 - 1) ^ 2 + (C1 / C2 - 1) ^ 2 + (C2 / C3 - 1) ^ 2 + (C3 / C4 - 1) ^ 2 + (C4 / C5 - 1) ^ 2 + (C5 / C6 - 1) ^ 2 + (C6 / C7 - 1) ^ 2 + (C7 / C8 - 1) ^ 2 + (C8 / C9 - 1) ^ 2 + (C9 / C10 - 1) ^ 2 + (C10 / C11 - 1) ^ 2 + (C11 / C12 - 1) ^ 2 + (C12 / C13 - 1) ^ 2 + (C13 / C14 - 1) ^ 2 + (C14 / C15 - 1) ^ 2 - 15 * ((C / C1 + C1 / C2 + C2 / C3 + C3 / C4 + C4 / C5 + C5 / C6 + C6 / C7 + C7 / C8 + C8 / C9 + C9 / C10 + C10 / C11 + C11 / C12 + C12 / C13 + C13 / C14 + C14 / C15) / 15 - 1) ^ 2) / 15)

An Indicator Formula for the 15-period simple moving average of typical price can be written as:

(AVGH15 + AVGL15 + AVGC15) / 3

An Indicator Formula for the 15-period standard deviation of typical price can be written as:

SQR(ABS((H + L + C) ^ 2 + (H1 + L1 + C1) ^ 2 + (H2 + L2 + C2) ^ 2 + (H3 + L3 + C3) ^ 2 + (H4 + L4 + C4) ^ 2 + (H5 + L5 + C5) ^ 2 + (H6 + L6 + C6) ^ 2 + (H7 + L7 + C7) ^ 2 + (H8 + L8 + C8) ^ 2 + (H9 + L9 + C9) ^ 2 + (H10 + L10 + C10) ^ 2 + (H11 + L11 + C11) ^ 2 + (H12 + L12 + C12) ^ 2 + (H13 + L13 + C13) ^ 2 + (H14 + L14 + C14) ^ 2 - 15 * (AVGH15 + AVGL15 + AVGC15) ^ 2) / 15) / 3

Modelling Bollinger Bands (& Standard Deviation) in a TC PCF