Registered User
Joined: 10/7/2004
Posts: 131
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I am trying to write a PCF for moneystream range for yesterday, 2 days ago, etc. for backtesting.
Would this be the correct PCF for 78 day Moneystream range yesterday?
100 * (MS.1 - MIN(MS,78.1)) / (MAX(MS,78.1) - MIN(MS,78.1))
78 day Moneystream 2 days ago
100 * (MS.2 - MIN(MS,78.2)) / (MAX(MS,78.2) - MIN(MS,78.2))
I am dong a lot of back testing and want to make sure this is correct. Thanks
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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As with your previous post in the Backtesting Moneystream Range, this format is not correct.
A version for 1-bar ago would be:
100 * (MS1.1 - MIN(MS1.1,78)) / (MAX(MS1.1,78) - MIN(MS1.1,78))
A version for 2-bars ago would be:
100 * (MS1.2 - MIN(MS1.2,78)) / (MAX(MS1.2,78) - MIN(MS1.2,78))
Dealing with OBV & MS in PCF's - how to interp their "values"
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Handy PCF example formulas to help you learn the syntax of PCFs!
-Bruce
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