QUOTE (celo) ((C - C1) / C1 * 100) 1 day price change
This would be correct, but could be shortened to:
100 * (C / C1 - 1)
QUOTE (celo) ((C9 - C10) / C10 * 100) 1 day price change 10 days ago
This would actually be the Price Percent Change from 9-trading days ago. An Indicator Formula for the Price Percent Change from 10-trading days ago would be:
100 * (C10 / C11 - 1)
QUOTE (celo) 100 * ( V / AVGV136) 136 day volume surge today
Assuming you see 136 day volume surge today as the ratio between the current volume and the 136-Period Simple Moving Average of volume, then yes, this formula would be correct.
QUOTE (celo) 100 * V1 / AVGV136.1 136 day volume surge 1 day ago
As would this formula.
QUOTE (celo) 100 * V10 / AVGV136.10 136 day volume surge 10 days ago
And this formula.
QUOTE (celo) 100 * ((C - C136) / C136 + (C - MINL252) / (MAXH252 - MINL252)) / 2 136 day price change and 252 day range
This is correct (assuming I am understanding your nomenclature), but could be shortened considerably to:
(100 * (C / C136 - 1) + STOC252) / 2
QUOTE (celo) 100 * ((C1 - C137) / C137 + (C1 - MINL252.1) / (MAXH252.1 - MINL252.1)) / 2 136 day price change and 252 day range 1 day ago
This is also correct but could be shortened as well:
(100 * (C1 / C137 - 1) + STOC252.1.1) / 2
QUOTE (celo) 100 * ((C10 - C146) / C146 + (C10 - MINL252.10) / (MAXH252.10 - MINL252.10)) / 2 136 day price change and 252 day range 2 days ago
Your formula actually seems to be for 10-trading days ago instead of 2-trading days ago. An Indicator Formula for 2-trading days ago would be:
(100 * (C2 / C138 - 1) + STOC252.1.2) / 2
QUOTE (celo) C1 price one day ago
Correct.
QUOTE (celo) C10 price 10 days ago
Also correct.
QUOTE (celo) AVGC5 * AVGV5 / 100 5 day average dollar volume
It is decent approximation if dollar volume is in units of $10,000 (the shortest possible using daily data). You would actually need to multiply by 100 to get the units in actual dollars because volume in TC2000 version 7 is reported in blocks of 100 shares.
100 * AVGC5 * AVGV5
QUOTE (celo) AVGC5.1* AVGV5.1/ 100 5 day average dollar volume 1 day ago
Correct for $10,000 units. In $1 units it would be:
100 * AVGC5.1 * AVGV5.1
QUOTE (celo) AVGC5.10* AVGV5.10 100 5 day average dollar volume 10 days ago
You appear to be missing either a / or a * sign in your formula. In units of $10,000 it would be:
AVGC5.10 * AVGV5.10 / 100
In units of $1 it would be:
100 * AVGC5.10 * AVGV5.10
QUOTE (celo) Are these any other reasons why you would believe the older tests could be incorrect? Also,are there any limitations on using these PCF's back in time besides the availability of data for the days I would want to test?
I cannot think of a reason the older results would be incorrect as long as you realize the offsets are in trading days and not calendar days. Can you provide some specific examples?
-Bruce Personal Criteria Formulas TC2000 Support Articles
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