Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Ichimoku Cloud Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
ora1dba
Posted : Monday, January 16, 2012 10:17:22 AM
Registered User
Joined: 10/25/2006
Posts: 22

Please provide PCFs for the following:

TC-2000/Gold

Chart Settings:Daily
Ichimoku Cloud: Default (9, 26, 52)
Volume =9.EMA
Wilders RSI (5) / Simple Mvg. Avg. 3
TSV =14 / Exp.Mvg.Avg. 5
DMI (DI) =14
Stochastic (10, 5, 3)
---

#1.PCF(Long):

Price Crossing Kejen Sen. /Base Line (Magenta)
And Price Close > Price Open
And Conversion Line > Base Line
And Price above Cloud (Price > Leading Span A and Leading Span B)
And Volume > 9.EMA
And Volume 9.EMA > 250,000
And W.RSI (5) < 67
And W.RSI (5) > Simple Mvg. Avg. 3
And TSV (14) > 0
And TSV (14) > Exp.Mvg.Avg. 5
And DI(14)= +DI  > -DI

--
#2.PCF(Short):

Price Crossing Kejen Sen. /Base Line (Magenta)
And Price Close < Price Open
And Conversion Line < Base Line
And Price below Cloud (Price < Leading Span A and Leading Span B)
And Volume > 9.EMA
And Volume 9.EMA > 250,000
And TSV (14) < 0
And TSV (14) < Exp.Mvg.Avg. 5
And Stochastic (10, 5, 3) = %D3 > 10%K5
And %D3 > 40

 

Bruce_L
Posted : Monday, January 16, 2012 11:55:58 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
The first Condition Formula (for Long) is too long and slow (Very Slow) for me to post. You should be able to create Conditions for everything except Price crossing the Base Line in either direction (you can just click on Price History and select Create Condition for either crossing up or crossing down through the Base Line):

SGN(C - (MAXH26 + MINL26) / 2) <> SGN(C1 - (MAXH26.1 + MINL26.1) / 2)

And Price Close > Price Open:

C > O

By clicking on the various indicators and selecting Create Condition. You can then add all of the Conditions to the same Scan.

Indicators, Sorting & Scanning

The following Condition Formula (for Short) makes the assumption that Price can be crossing the Base Line in either direction, the TSV is Exponential (as this seemed more consistent with EMA5 being applied to TSV), Stochastics and its Moving Average are Simple (as this is the default) and compares the various Ichimoku components at the point where price is most recently plotted.

SGN(C - (MAXH26 + MINL26) / 2) <> SGN(C1 - (MAXH26.1 + MINL26.1) / 2) AND C < O AND (MAXH9 + MINL9) / 2 < (MAXH26 + MINL26) / 2 AND C < (MAXH9.26 + MINL9.26 + MAXH26.26 + MINL26.26) / 4 AND C < (MAXH52.26 + MINL52.26) / 2 AND V > XAVGV9 AND XAVGV9 > 250000 AND XAVG(TSV,14) < 0 AND XAVG(TSV,14) > XAVG(TSV,5) AND AVG(STOC10.5,3) > STOC10.5 AND AVG(STOC10.5,3) > 40

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

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
ora1dba
Posted : Monday, January 16, 2012 9:52:12 PM
Registered User
Joined: 10/25/2006
Posts: 22
Thanks Bruce.
For PCF(Long): Today I tried following that did Not capture MMC,
 Pl. try and advise what needs to be changed in this PCF

SGN(C - (MAXH26 + MINL26) / 2) <> SGN(C1 - (MAXH26.1 + MINL26.1) / 2)
AND V > XAVGV9
AND XAVGV9 > 250000
AND XAVG(TSV,14)  > 0
AND (MAXH9 + MINL9) / 2 > (MAXH26 + MINL26) / 2
Bruce_L
Posted : Tuesday, January 17, 2012 9:04:27 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
Price did not cross the Base Line. Both 1/12/2012 and 1/13/2012 closed above the Base Line. All of the rest of the requirements in the Condition Formula were true.

If you want MMC to pass, you would alter the crossing portion of the formula to something else or eliminate it altogether.

For example, if you wanted the Base Line to touch the current bar instead of having Price crossing the Base Line you could use:

L <= (MAXH26 + MINL26) / 2 AND (MAXH26 + MINL26) / 2 <= H

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
ora1dba
Posted : Sunday, January 22, 2012 8:29:48 PM
Registered User
Joined: 10/25/2006
Posts: 22
Hi Bruce,

Please provide following PCFs:

PCF(L1): Lagging Span Crosses-UP Base Line
PCF(S1): Lagging Span Crosses-DN Base Line
PCF(S2): Lagging Span Crosses-DN Conversion Line

Thanks.
Bruce_L
Posted : Monday, January 23, 2012 10:36:25 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
All of the following Condition Formulas check for a cross at the most recent point where the Lagging Span is plotted.

QUOTE (ora1dba)
PCF(L1): Lagging Span Crosses-UP Base Line

C > (MAXH26.26 + MINL26.26) / 2 AND C1 <= (MAXH26.27 + MINL26.27) / 2

QUOTE (ora1dba)
PCF(S1): Lagging Span Crosses-DN Base Line

C < (MAXH26.26 + MINL26.26) / 2 AND C1 >= (MAXH26.27 + MINL26.27) / 2

QUOTE (ora1dba)
PCF(S2): Lagging Span Crosses-DN Conversion Line

C < (MAXH9.26 + MINL9.26) / 2 AND C1 >= (MAXH9.27 + MINL9.27) / 2

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
ora1dba
Posted : Monday, January 23, 2012 9:58:41 PM
Registered User
Joined: 10/25/2006
Posts: 22
Thanks Bruce.
Bruce_L
Posted : Tuesday, January 24, 2012 9:06:36 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
You're welcome.

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Users browsing this topic
Guest-1

Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.