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rodche
Posted : Friday, May 31, 2013 6:41:26 AM
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Joined: 1/31/2005
Posts: 7

Does someone have a PCF for a 252 period HV?  Also, is there a shortcut to creating the formula that doesn't require the typing of each price of the formula?  Thanks for any help you can provide!

Bruce_L
Posted : Friday, May 31, 2013 8:12:51 AM


Worden Trainer

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

The Historical Volatility (HV) topic explores the creation of Historical Volatility formulas. You should be able to highlight a formula in the forums, right-click on it and select Copy to get it into the clipboard. You should then be able to right-click in an Edit Formula window and select Paste to get the formula into an Indicator Formula in TC2000. You can use ctrl-v to paste in TC2000 if right-click to copy is not available.

1600 * SQR((LOG(C / C1) ^ 2 + LOG(C1 / C2) ^ 2 + LOG(C2 / C3) ^ 2 + LOG(C3 / C4) ^ 2 + LOG(C4 / C5) ^ 2 + LOG(C5 / C6) ^ 2 + LOG(C6 / C7) ^ 2 + LOG(C7 / C8) ^ 2 + LOG(C8 / C9) ^ 2 + LOG(C9 / C10) ^ 2 + LOG(C10 / C11) ^ 2 + LOG(C11 / C12) ^ 2 + LOG(C12 / C13) ^ 2 + LOG(C13 / C14) ^ 2 + LOG(C14 / C15) ^ 2 + LOG(C15 / C16) ^ 2 + LOG(C16 / C17) ^ 2 + LOG(C17 / C18) ^ 2 + LOG(C18 / C19) ^ 2 + LOG(C19 / C20) ^ 2 + LOG(C20 / C21) ^ 2 + LOG(C21 / C22) ^ 2 + LOG(C22 / C23) ^ 2 + LOG(C23 / C24) ^ 2 + LOG(C24 / C25) ^ 2 + LOG(C25 / C26) ^ 2 + LOG(C26 / C27) ^ 2 + LOG(C27 / C28) ^ 2 + LOG(C28 / C29) ^ 2 + LOG(C29 / C30) ^ 2 + LOG(C30 / C31) ^ 2 + LOG(C31 / C32) ^ 2 + LOG(C32 / C33) ^ 2 + LOG(C33 / C34) ^ 2 + LOG(C34 / C35) ^ 2 + LOG(C35 / C36) ^ 2 + LOG(C36 / C37) ^ 2 + LOG(C37 / C38) ^ 2 + LOG(C38 / C39) ^ 2 + LOG(C39 / C40) ^ 2 + LOG(C40 / C41) ^ 2 + LOG(C41 / C42) ^ 2 + LOG(C42 / C43) ^ 2 + LOG(C43 / C44) ^ 2 + LOG(C44 / C45) ^ 2 + LOG(C45 / C46) ^ 2 + LOG(C46 / C47) ^ 2 + LOG(C47 / C48) ^ 2 + LOG(C48 / C49) ^ 2 + LOG(C49 / C50) ^ 2 + LOG(C50 / C51) ^ 2 + LOG(C51 / C52) ^ 2 + LOG(C52 / C53) ^ 2 + LOG(C53 / C54) ^ 2 + LOG(C54 / C55) ^ 2 + LOG(C55 / C56) ^ 2 + LOG(C56 / C57) ^ 2 + LOG(C57 / C58) ^ 2 + LOG(C58 / C59) ^ 2 + LOG(C59 / C60) ^ 2 + LOG(C60 / C61) ^ 2 + LOG(C61 / C62) ^ 2 + LOG(C62 / C63) ^ 2 + LOG(C63 / C64) ^ 2 + LOG(C64 / C65) ^ 2 + LOG(C65 / C66) ^ 2 + LOG(C66 / C67) ^ 2 + LOG(C67 / C68) ^ 2 + LOG(C68 / C69) ^ 2 + LOG(C69 / C70) ^ 2 + LOG(C70 / C71) ^ 2 + LOG(C71 / C72) ^ 2 + LOG(C72 / C73) ^ 2 + LOG(C73 / C74) ^ 2 + LOG(C74 / C75) ^ 2 + LOG(C75 / C76) ^ 2 + LOG(C76 / C77) ^ 2 + LOG(C77 / C78) ^ 2 + LOG(C78 / C79) ^ 2 + LOG(C79 / C80) ^ 2 + LOG(C80 / C81) ^ 2 + LOG(C81 / C82) ^ 2 + LOG(C82 / C83) ^ 2 + LOG(C83 / C84) ^ 2 + LOG(C84 / C85) ^ 2 + LOG(C85 / C86) ^ 2 + LOG(C86 / C87) ^ 2 + LOG(C87 / C88) ^ 2 + LOG(C88 / C89) ^ 2 + LOG(C89 / C90) ^ 2 + LOG(C90 / C91) ^ 2 + LOG(C91 / C92) ^ 2 + LOG(C92 / C93) ^ 2 + LOG(C93 / C94) ^ 2 + LOG(C94 / C95) ^ 2 + LOG(C95 / C96) ^ 2 + LOG(C96 / C97) ^ 2 + LOG(C97 / C98) ^ 2 + LOG(C98 / C99) ^ 2 + LOG(C99 / C100) ^ 2 + LOG(C100 / C101) ^ 2 + LOG(C101 / C102) ^ 2 + LOG(C102 / C103) ^ 2 + LOG(C103 / C104) ^ 2 + LOG(C104 / C105) ^ 2 + LOG(C105 / C106) ^ 2 + LOG(C106 / C107) ^ 2 + LOG(C107 / C108) ^ 2 + LOG(C108 / C109) ^ 2 + LOG(C109 / C110) ^ 2 + LOG(C110 / C111) ^ 2 + LOG(C111 / C112) ^ 2 + LOG(C112 / C113) ^ 2 + LOG(C113 / C114) ^ 2 + LOG(C114 / C115) ^ 2 + LOG(C115 / C116) ^ 2 + LOG(C116 / C117) ^ 2 + LOG(C117 / C118) ^ 2 + LOG(C118 / C119) ^ 2 + LOG(C119 / C120) ^ 2 + LOG(C120 / C121) ^ 2 + LOG(C121 / C122) ^ 2 + LOG(C122 / C123) ^ 2 + LOG(C123 / C124) ^ 2 + LOG(C124 / C125) ^ 2 + LOG(C125 / C126) ^ 2 + LOG(C126 / C127) ^ 2 + LOG(C127 / C128) ^ 2 + LOG(C128 / C129) ^ 2 + LOG(C129 / C130) ^ 2 + LOG(C130 / C131) ^ 2 + LOG(C131 / C132) ^ 2 + LOG(C132 / C133) ^ 2 + LOG(C133 / C134) ^ 2 + LOG(C134 / C135) ^ 2 + LOG(C135 / C136) ^ 2 + LOG(C136 / C137) ^ 2 + LOG(C137 / C138) ^ 2 + LOG(C138 / C139) ^ 2 + LOG(C139 / C140) ^ 2 + LOG(C140 / C141) ^ 2 + LOG(C141 / C142) ^ 2 + LOG(C142 / C143) ^ 2 + LOG(C143 / C144) ^ 2 + LOG(C144 / C145) ^ 2 + LOG(C145 / C146) ^ 2 + LOG(C146 / C147) ^ 2 + LOG(C147 / C148) ^ 2 + LOG(C148 / C149) ^ 2 + LOG(C149 / C150) ^ 2 + LOG(C150 / C151) ^ 2 + LOG(C151 / C152) ^ 2 + LOG(C152 / C153) ^ 2 + LOG(C153 / C154) ^ 2 + LOG(C154 / C155) ^ 2 + LOG(C155 / C156) ^ 2 + LOG(C156 / C157) ^ 2 + LOG(C157 / C158) ^ 2 + LOG(C158 / C159) ^ 2 + LOG(C159 / C160) ^ 2 + LOG(C160 / C161) ^ 2 + LOG(C161 / C162) ^ 2 + LOG(C162 / C163) ^ 2 + LOG(C163 / C164) ^ 2 + LOG(C164 / C165) ^ 2 + LOG(C165 / C166) ^ 2 + LOG(C166 / C167) ^ 2 + LOG(C167 / C168) ^ 2 + LOG(C168 / C169) ^ 2 + LOG(C169 / C170) ^ 2 + LOG(C170 / C171) ^ 2 + LOG(C171 / C172) ^ 2 + LOG(C172 / C173) ^ 2 + LOG(C173 / C174) ^ 2 + LOG(C174 / C175) ^ 2 + LOG(C175 / C176) ^ 2 + LOG(C176 / C177) ^ 2 + LOG(C177 / C178) ^ 2 + LOG(C178 / C179) ^ 2 + LOG(C179 / C180) ^ 2 + LOG(C180 / C181) ^ 2 + LOG(C181 / C182) ^ 2 + LOG(C182 / C183) ^ 2 + LOG(C183 / C184) ^ 2 + LOG(C184 / C185) ^ 2 + LOG(C185 / C186) ^ 2 + LOG(C186 / C187) ^ 2 + LOG(C187 / C188) ^ 2 + LOG(C188 / C189) ^ 2 + LOG(C189 / C190) ^ 2 + LOG(C190 / C191) ^ 2 + LOG(C191 / C192) ^ 2 + LOG(C192 / C193) ^ 2 + LOG(C193 / C194) ^ 2 + LOG(C194 / C195) ^ 2 + LOG(C195 / C196) ^ 2 + LOG(C196 / C197) ^ 2 + LOG(C197 / C198) ^ 2 + LOG(C198 / C199) ^ 2 + LOG(C199 / C200) ^ 2 + LOG(C200 / C201) ^ 2 + LOG(C201 / C202) ^ 2 + LOG(C202 / C203) ^ 2 + LOG(C203 / C204) ^ 2 + LOG(C204 / C205) ^ 2 + LOG(C205 / C206) ^ 2 + LOG(C206 / C207) ^ 2 + LOG(C207 / C208) ^ 2 + LOG(C208 / C209) ^ 2 + LOG(C209 / C210) ^ 2 + LOG(C210 / C211) ^ 2 + LOG(C211 / C212) ^ 2 + LOG(C212 / C213) ^ 2 + LOG(C213 / C214) ^ 2 + LOG(C214 / C215) ^ 2 + LOG(C215 / C216) ^ 2 + LOG(C216 / C217) ^ 2 + LOG(C217 / C218) ^ 2 + LOG(C218 / C219) ^ 2 + LOG(C219 / C220) ^ 2 + LOG(C220 / C221) ^ 2 + LOG(C221 / C222) ^ 2 + LOG(C222 / C223) ^ 2 + LOG(C223 / C224) ^ 2 + LOG(C224 / C225) ^ 2 + LOG(C225 / C226) ^ 2 + LOG(C226 / C227) ^ 2 + LOG(C227 / C228) ^ 2 + LOG(C228 / C229) ^ 2 + LOG(C229 / C230) ^ 2 + LOG(C230 / C231) ^ 2 + LOG(C231 / C232) ^ 2 + LOG(C232 / C233) ^ 2 + LOG(C233 / C234) ^ 2 + LOG(C234 / C235) ^ 2 + LOG(C235 / C236) ^ 2 + LOG(C236 / C237) ^ 2 + LOG(C237 / C238) ^ 2 + LOG(C238 / C239) ^ 2 + LOG(C239 / C240) ^ 2 + LOG(C240 / C241) ^ 2 + LOG(C241 / C242) ^ 2 + LOG(C242 / C243) ^ 2 + LOG(C243 / C244) ^ 2 + LOG(C244 / C245) ^ 2 + LOG(C245 / C246) ^ 2 + LOG(C246 / C247) ^ 2 + LOG(C247 / C248) ^ 2 + LOG(C248 / C249) ^ 2 + LOG(C249 / C250) ^ 2 + LOG(C250 / C251) ^ 2 + LOG(C251 / C252) ^ 2 - (LOG(C / C252) ^ 2) / 252) / 252)



-Bruce
Personal Criteria Formulas
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rodche
Posted : Friday, May 31, 2013 8:44:17 AM
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Joined: 1/31/2005
Posts: 7

Bruce:  Thank you for your quick response and your help!

harryrange
Posted : Friday, October 11, 2013 10:07:46 AM
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Joined: 11/7/2008
Posts: 5

I am trying to create the HV formula for HV(100) but am struggling a bit to get the correct result. I assume the 1600 at the beginning must change for 100 day volitility and of course all the log ratios past 100 we dont need. Also the "  - (LOG(C / C252) ^ 2   "  at the very end confuses me as to why that is there. All the formulas for HV I have looked at dont seem to use that ?                                          

QUOTE (Bruce_L)

The Historical Volatility (HV) topic explores the creation of Historical Volatility formulas. You should be able to highlight a formula in the forums, right-click on it and select Copy to get it into the clipboard. You should then be able to right-click in an Edit Formula window and select Paste to get the formula into an Indicator Formula in TC2000. You can use ctrl-v to paste in TC2000 if right-click to copy is not available.

1600 * SQR((LOG(C / C1) ^ 2 + LOG(C1 / C2) ^ 2 + LOG(C2 / C3) ^ 2 + LOG(C3 / C4) ^ 2 + LOG(C4 / C5) ^ 2 + LOG(C5 / C6) ^ 2 + LOG(C6 / C7) ^ 2 + LOG(C7 / C8) ^ 2 + LOG(C8 / C9) ^ 2 + LOG(C9 / C10) ^ 2 + LOG(C10 / C11) ^ 2 + LOG(C11 / C12) ^ 2 + LOG(C12 / C13) ^ 2 + LOG(C13 / C14) ^ 2 + LOG(C14 / C15) ^ 2 + LOG(C15 / C16) ^ 2 + LOG(C16 / C17) ^ 2 + LOG(C17 / C18) ^ 2 + LOG(C18 / C19) ^ 2 + LOG(C19 / C20) ^ 2 + LOG(C20 / C21) ^ 2 + LOG(C21 / C22) ^ 2 + LOG(C22 / C23) ^ 2 + LOG(C23 / C24) ^ 2 + LOG(C24 / C25) ^ 2 + LOG(C25 / C26) ^ 2 + LOG(C26 / C27) ^ 2 + LOG(C27 / C28) ^ 2 + LOG(C28 / C29) ^ 2 + LOG(C29 / C30) ^ 2 + LOG(C30 / C31) ^ 2 + LOG(C31 / C32) ^ 2 + LOG(C32 / C33) ^ 2 + LOG(C33 / C34) ^ 2 + LOG(C34 / C35) ^ 2 + LOG(C35 / C36) ^ 2 + LOG(C36 / C37) ^ 2 + LOG(C37 / C38) ^ 2 + LOG(C38 / C39) ^ 2 + LOG(C39 / C40) ^ 2 + LOG(C40 / C41) ^ 2 + LOG(C41 / C42) ^ 2 + LOG(C42 / C43) ^ 2 + LOG(C43 / C44) ^ 2 + LOG(C44 / C45) ^ 2 + LOG(C45 / C46) ^ 2 + LOG(C46 / C47) ^ 2 + LOG(C47 / C48) ^ 2 + LOG(C48 / C49) ^ 2 + LOG(C49 / C50) ^ 2 + LOG(C50 / C51) ^ 2 + LOG(C51 / C52) ^ 2 + LOG(C52 / C53) ^ 2 + LOG(C53 / C54) ^ 2 + LOG(C54 / C55) ^ 2 + LOG(C55 / C56) ^ 2 + LOG(C56 / C57) ^ 2 + LOG(C57 / C58) ^ 2 + LOG(C58 / C59) ^ 2 + LOG(C59 / C60) ^ 2 + LOG(C60 / C61) ^ 2 + LOG(C61 / C62) ^ 2 + LOG(C62 / C63) ^ 2 + LOG(C63 / C64) ^ 2 + LOG(C64 / C65) ^ 2 + LOG(C65 / C66) ^ 2 + LOG(C66 / C67) ^ 2 + LOG(C67 / C68) ^ 2 + LOG(C68 / C69) ^ 2 + LOG(C69 / C70) ^ 2 + LOG(C70 / C71) ^ 2 + LOG(C71 / C72) ^ 2 + LOG(C72 / C73) ^ 2 + LOG(C73 / C74) ^ 2 + LOG(C74 / C75) ^ 2 + LOG(C75 / C76) ^ 2 + LOG(C76 / C77) ^ 2 + LOG(C77 / C78) ^ 2 + LOG(C78 / C79) ^ 2 + LOG(C79 / C80) ^ 2 + LOG(C80 / C81) ^ 2 + LOG(C81 / C82) ^ 2 + LOG(C82 / C83) ^ 2 + LOG(C83 / C84) ^ 2 + LOG(C84 / C85) ^ 2 + LOG(C85 / C86) ^ 2 + LOG(C86 / C87) ^ 2 + LOG(C87 / C88) ^ 2 + LOG(C88 / C89) ^ 2 + LOG(C89 / C90) ^ 2 + LOG(C90 / C91) ^ 2 + LOG(C91 / C92) ^ 2 + LOG(C92 / C93) ^ 2 + LOG(C93 / C94) ^ 2 + LOG(C94 / C95) ^ 2 + LOG(C95 / C96) ^ 2 + LOG(C96 / C97) ^ 2 + LOG(C97 / C98) ^ 2 + LOG(C98 / C99) ^ 2 + LOG(C99 / C100) ^ 2 + LOG(C100 / C101) ^ 2 + LOG(C101 / C102) ^ 2 + LOG(C102 / C103) ^ 2 + LOG(C103 / C104) ^ 2 + LOG(C104 / C105) ^ 2 + LOG(C105 / C106) ^ 2 + LOG(C106 / C107) ^ 2 + LOG(C107 / C108) ^ 2 + LOG(C108 / C109) ^ 2 + LOG(C109 / C110) ^ 2 + LOG(C110 / C111) ^ 2 + LOG(C111 / C112) ^ 2 + LOG(C112 / C113) ^ 2 + LOG(C113 / C114) ^ 2 + LOG(C114 / C115) ^ 2 + LOG(C115 / C116) ^ 2 + LOG(C116 / C117) ^ 2 + LOG(C117 / C118) ^ 2 + LOG(C118 / C119) ^ 2 + LOG(C119 / C120) ^ 2 + LOG(C120 / C121) ^ 2 + LOG(C121 / C122) ^ 2 + LOG(C122 / C123) ^ 2 + LOG(C123 / C124) ^ 2 + LOG(C124 / C125) ^ 2 + LOG(C125 / C126) ^ 2 + LOG(C126 / C127) ^ 2 + LOG(C127 / C128) ^ 2 + LOG(C128 / C129) ^ 2 + LOG(C129 / C130) ^ 2 + LOG(C130 / C131) ^ 2 + LOG(C131 / C132) ^ 2 + LOG(C132 / C133) ^ 2 + LOG(C133 / C134) ^ 2 + LOG(C134 / C135) ^ 2 + LOG(C135 / C136) ^ 2 + LOG(C136 / C137) ^ 2 + LOG(C137 / C138) ^ 2 + LOG(C138 / C139) ^ 2 + LOG(C139 / C140) ^ 2 + LOG(C140 / C141) ^ 2 + LOG(C141 / C142) ^ 2 + LOG(C142 / C143) ^ 2 + LOG(C143 / C144) ^ 2 + LOG(C144 / C145) ^ 2 + LOG(C145 / C146) ^ 2 + LOG(C146 / C147) ^ 2 + LOG(C147 / C148) ^ 2 + LOG(C148 / C149) ^ 2 + LOG(C149 / C150) ^ 2 + LOG(C150 / C151) ^ 2 + LOG(C151 / C152) ^ 2 + LOG(C152 / C153) ^ 2 + LOG(C153 / C154) ^ 2 + LOG(C154 / C155) ^ 2 + LOG(C155 / C156) ^ 2 + LOG(C156 / C157) ^ 2 + LOG(C157 / C158) ^ 2 + LOG(C158 / C159) ^ 2 + LOG(C159 / C160) ^ 2 + LOG(C160 / C161) ^ 2 + LOG(C161 / C162) ^ 2 + LOG(C162 / C163) ^ 2 + LOG(C163 / C164) ^ 2 + LOG(C164 / C165) ^ 2 + LOG(C165 / C166) ^ 2 + LOG(C166 / C167) ^ 2 + LOG(C167 / C168) ^ 2 + LOG(C168 / C169) ^ 2 + LOG(C169 / C170) ^ 2 + LOG(C170 / C171) ^ 2 + LOG(C171 / C172) ^ 2 + LOG(C172 / C173) ^ 2 + LOG(C173 / C174) ^ 2 + LOG(C174 / C175) ^ 2 + LOG(C175 / C176) ^ 2 + LOG(C176 / C177) ^ 2 + LOG(C177 / C178) ^ 2 + LOG(C178 / C179) ^ 2 + LOG(C179 / C180) ^ 2 + LOG(C180 / C181) ^ 2 + LOG(C181 / C182) ^ 2 + LOG(C182 / C183) ^ 2 + LOG(C183 / C184) ^ 2 + LOG(C184 / C185) ^ 2 + LOG(C185 / C186) ^ 2 + LOG(C186 / C187) ^ 2 + LOG(C187 / C188) ^ 2 + LOG(C188 / C189) ^ 2 + LOG(C189 / C190) ^ 2 + LOG(C190 / C191) ^ 2 + LOG(C191 / C192) ^ 2 + LOG(C192 / C193) ^ 2 + LOG(C193 / C194) ^ 2 + LOG(C194 / C195) ^ 2 + LOG(C195 / C196) ^ 2 + LOG(C196 / C197) ^ 2 + LOG(C197 / C198) ^ 2 + LOG(C198 / C199) ^ 2 + LOG(C199 / C200) ^ 2 + LOG(C200 / C201) ^ 2 + LOG(C201 / C202) ^ 2 + LOG(C202 / C203) ^ 2 + LOG(C203 / C204) ^ 2 + LOG(C204 / C205) ^ 2 + LOG(C205 / C206) ^ 2 + LOG(C206 / C207) ^ 2 + LOG(C207 / C208) ^ 2 + LOG(C208 / C209) ^ 2 + LOG(C209 / C210) ^ 2 + LOG(C210 / C211) ^ 2 + LOG(C211 / C212) ^ 2 + LOG(C212 / C213) ^ 2 + LOG(C213 / C214) ^ 2 + LOG(C214 / C215) ^ 2 + LOG(C215 / C216) ^ 2 + LOG(C216 / C217) ^ 2 + LOG(C217 / C218) ^ 2 + LOG(C218 / C219) ^ 2 + LOG(C219 / C220) ^ 2 + LOG(C220 / C221) ^ 2 + LOG(C221 / C222) ^ 2 + LOG(C222 / C223) ^ 2 + LOG(C223 / C224) ^ 2 + LOG(C224 / C225) ^ 2 + LOG(C225 / C226) ^ 2 + LOG(C226 / C227) ^ 2 + LOG(C227 / C228) ^ 2 + LOG(C228 / C229) ^ 2 + LOG(C229 / C230) ^ 2 + LOG(C230 / C231) ^ 2 + LOG(C231 / C232) ^ 2 + LOG(C232 / C233) ^ 2 + LOG(C233 / C234) ^ 2 + LOG(C234 / C235) ^ 2 + LOG(C235 / C236) ^ 2 + LOG(C236 / C237) ^ 2 + LOG(C237 / C238) ^ 2 + LOG(C238 / C239) ^ 2 + LOG(C239 / C240) ^ 2 + LOG(C240 / C241) ^ 2 + LOG(C241 / C242) ^ 2 + LOG(C242 / C243) ^ 2 + LOG(C243 / C244) ^ 2 + LOG(C244 / C245) ^ 2 + LOG(C245 / C246) ^ 2 + LOG(C246 / C247) ^ 2 + LOG(C247 / C248) ^ 2 + LOG(C248 / C249) ^ 2 + LOG(C249 / C250) ^ 2 + LOG(C250 / C251) ^ 2 + LOG(C251 / C252) ^ 2 - (LOG(C / C252) ^ 2) / 252) / 252)

Bruce_L
Posted : Friday, October 11, 2013 10:19:03 AM


Worden Trainer

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

There is a 100-Period Historical Volatility formula in the Historical Volatility (HV) topic referenced in my first reply.

1600*SQR((LOG(C/C1)^2 +LOG(C1/C2)^2 +LOG(C2/C3)^2 +LOG(C3/C4)^2 +LOG(C4/C5)^2 +LOG(C5/C6)^2 +LOG(C6/C7)^2 +LOG(C7/C8)^2 +LOG(C8/C9)^2 +LOG(C9/C10)^2 +LOG(C10/C11)^2 +LOG(C11/C12)^2 +LOG(C12/C13)^2 +LOG(C13/C14)^2 +LOG(C14/C15)^2 +LOG(C15/C16)^2 +LOG(C16/C17)^2 +LOG(C17/C18)^2 +LOG(C18/C19)^2 +LOG(C19/C20)^2 +LOG(C20/C21)^2 +LOG(C21/C22)^2 +LOG(C22/C23)^2 +LOG(C23/C24)^2 +LOG(C24/C25)^2 +LOG(C25/C26)^2 +LOG(C26/C27)^2 +LOG(C27/C28)^2 +LOG(C28/C29)^2 +LOG(C29/C30)^2 +LOG(C30/C31)^2 +LOG(C31/C32)^2 +LOG(C32/C33)^2 +LOG(C33/C34)^2 +LOG(C34/C35)^2 +LOG(C35/C36)^2 +LOG(C36/C37)^2 +LOG(C37/C38)^2 +LOG(C38/C39)^2 +LOG(C39/C40)^2 +LOG(C40/C41)^2 +LOG(C41/C42)^2 +LOG(C42/C43)^2 +LOG(C43/C44)^2 +LOG(C44/C45)^2 +LOG(C45/C46)^2 +LOG(C46/C47)^2 +LOG(C47/C48)^2 +LOG(C48/C49)^2 +LOG(C49/C50)^2 +LOG(C50/C51)^2 +LOG(C51/C52)^2 +LOG(C52/C53)^2 +LOG(C53/C54)^2 +LOG(C54/C55)^2 +LOG(C55/C56)^2 +LOG(C56/C57)^2 +LOG(C57/C58)^2 +LOG(C58/C59)^2 +LOG(C59/C60)^2 +LOG(C60/C61)^2 +LOG(C61/C62)^2 +LOG(C62/C63)^2 +LOG(C63/C64)^2 +LOG(C64/C65)^2 +LOG(C65/C66)^2 +LOG(C66/C67)^2 +LOG(C67/C68)^2 +LOG(C68/C69)^2 +LOG(C69/C70)^2 +LOG(C70/C71)^2 +LOG(C71/C72)^2 +LOG(C72/C73)^2 +LOG(C73/C74)^2 +LOG(C74/C75)^2 +LOG(C75/C76)^2 +LOG(C76/C77)^2 +LOG(C77/C78)^2 +LOG(C78/C79)^2 +LOG(C79/C80)^2 +LOG(C80/C81)^2 +LOG(C81/C82)^2 +LOG(C82/C83)^2 +LOG(C83/C84)^2 +LOG(C84/C85)^2 +LOG(C85/C86)^2 +LOG(C86/C87)^2 +LOG(C87/C88)^2 +LOG(C88/C89)^2 +LOG(C89/C90)^2 +LOG(C90/C91)^2 +LOG(C91/C92)^2 +LOG(C92/C93)^2 +LOG(C93/C94)^2 +LOG(C94/C95)^2 +LOG(C95/C96)^2 +LOG(C96/C97)^2 +LOG(C97/C98)^2 +LOG(C98/C99)^2 +LOG(C99/C100)^2-(LOG(C/C100)^2)/100)/100)

The 1600 at the beginning of the formula does not change as it is a result of multiplying 100 by the square root of 256.

The - (LOG(C / C100) ^ 2) / 100 section at the end of the formula is part of calculating the standard deviation of the logarithm of today's close divided by yesterday's close. The portion being calculated is the square of the moving average of the logarithm of today's close divided by yesterday's close.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
harryrange
Posted : Friday, October 11, 2013 12:32:30 PM
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Joined: 11/7/2008
Posts: 5

Bruce,  thanks a bunch for that and apologies for missing it earlier. I have not used the forums before. Great help. I have checked the formula results against my other source ( Conners ) and get excellent agreement. Thanks again for the help.

Bruce_L
Posted : Friday, October 11, 2013 12:40:19 PM


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

You're welcome.



-Bruce
Personal Criteria Formulas
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