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Registered User
Joined: 7/11/2010
Posts: 12
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Does anyone know what I should write to use front weighted moving averages in pcfs?
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Front Weighted Moving Averages are not built into the Personal Criteria Formula Language. A 2-Period Front Weighted Moving Average could be written as:
(2 * C + C1) / 3
A 3-Period Front Weighted Moving Average could be written as:
(3 * C + 2 * C1 + C2) / 6
A 4-Period Front Weighted Moving Average could be written as:
(4 * C + 3 * C1 + 2 * C2 + C3) / 10
A 5-Period Front Weighted Moving Average could be written as:
(5 * C + 4 * C1 + 3 * C2 + 2 * C3 + C4) / 15
A 6-Period Front Weighted Moving Average could be written as:
(6 * C + 5 * C1 + 4 * C2 + 3 * C3 + 2 * C4 + C5) / 21
A 7-Period Front Weighted Moving Average could be written as:
(7 * C + 6 * C1 + 5 * C2 + 4 * C3 + 3 * C4 + 2 * C5 + C6) / 28
An 8-Period Front Weighted Moving Average could be written as:
(8 * C + 7 * C1 + 6 * C2 + 5 * C3 + 4 * C4 + 3 * C5 + 2 * C6 + C7) / 36
A 9-Period Front Weighted Moving Average could be written as:
(9 * C + 8 * C1 + 7 * C2 + 6 * C3 + 5 * C4 + 4 * C5 + 3 * C6 + 2 * C7 + C8) / 45
A 10-Period Front Weighted Moving Average could be written as:
(10 * C + 9 * C1 + 8 * C2 + 7 * C3 + 6 * C4 + 5 * C5 + 4 * C6 + 3 * C7 + 2 * C8 + C9) / 55
The basic pattern continues as the period increases.
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!
-Bruce
Personal Criteria Formulas
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Registered User
Joined: 7/11/2010
Posts: 12
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Thanks for those
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Registered User
Joined: 12/5/2007
Posts: 29
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Dear Trainer
Using the The formula for a 10-Period Front Weighted Moving Average as:
(10 * C + 9 * C1 + 8 * C2 + 7 * C3 + 6 * C4 + 5 * C5 + 4 * C6 + 3 * C7 + 2 * C8 + C9) / 55 for example
How do we write a 5 period front weighted moving average for the 10 period front weighted moving average as an example.
I'am stuck. Couldn't find anthing in the search for this.
Thanks in advance.
Sloop22
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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You would need to manually substitute the values of the FWMA5 into the FWMA10 or the other way around (it ends up being the same thing). So a FWMA5 of an FWMA10 could be written as:
(5 * (10 * C + 9 * C1 + 8 * C2 + 7 * C3 + 6 * C4 + 5 * C5 + 4 * C6 + 3 * C7 + 2 * C8 + C9) / 55 + 4 * (10 * C1 + 9 * C2 + 8 * C3 + 7 * C4 + 6 * C5 + 5 * C6 + 4 * C7 + 3 * C8 + 2 * C9 + C10) / 55 + 3 * (10 * C2 + 9 * C3 + 8 * C4 + 7 * C5 + 6 * C6 + 5 * C7 + 4 * C8 + 3 * C9 + 2 * C10 + C11) / 55 + 2 * (10 * C3 + 9 * C4 + 8 * C5 + 7 * C6 + 6 * C7 + 5 * C8 + 4 * C9 + 3 * C10 + 2 * C11 + C12) / 55 + (10 * C4 + 9 * C5 + 8 * C6 + 7 * C7 + 6 * C8 + 5 * C9 + 4 * C10 + 3 * C11 + 2 * C12 + C13) / 55) / 15
But we can shorten this because a lot of the terms are duplicated.
(50 * C + 85 * C1 + 106 * C2 + 114 * C3 + 110 * C4 + 95 * C5 + 80 * C6 + 65 * C7 + 50 * C8 + 35 * C9 + 20 * C10 + 10 * C11 + 4 * C12 + C13) / 825
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 12/5/2007
Posts: 29
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Thanks Bruce your the best.
I can see it and understand how it is done.
Thanks again.
Sloop22
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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