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celo
Posted : Monday, September 10, 2012 12:35:02 PM
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Joined: 10/7/2004
Posts: 131

I am using the following PCF for testing 136 day Money Stream Range today

 100 * (MS - MIN(MS,136)) / (MAX(MS,136) - MIN(MS,136))

I am trying to use this for backtesting 136 day Money Stream Range yesterday and  2 days ago etc?

Is this the correct way to write the PCF for yesterday?

100 * (MS - MIN(MS,136.1)) / (MAX(MS,136.1) - MIN(MS,136.1))

Would the PCF for 2 days ago be ?

100 * (MS - MIN(MS,136.2)) / (MAX(MS,136.2) - MIN(MS,136.2))

I don't know if this is correct.

Thanks very much

 

 

Bruce_L
Posted : Monday, September 10, 2012 12:39:07 PM


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Joined: 10/7/2004
Posts: 65,138

A version for 1-bar ago would be:

100 * (MS1.1 - MIN(MS1.1,136)) / (MAX(MS1.1,136) - MIN(MS1.1,136))

A version for 2-bars ago would be:

100 * (MS1.2 - MIN(MS1.2,136)) / (MAX(MS1.2,136) - MIN(MS1.2,136))

Dealing with OBV & MS in PCF's - how to interp their "values"
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!



-Bruce
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celo
Posted : Monday, September 10, 2012 12:53:59 PM
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Joined: 10/7/2004
Posts: 131

Thanks for your quick reply

 

 

Bruce_L
Posted : Monday, September 10, 2012 12:54:56 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

You're welcome.



-Bruce
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