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yjshaham
Posted : Monday, July 29, 2013 5:30:08 PM
Registered User
Joined: 4/9/2011
Posts: 30

Many system indicators have one or more key parameters  I would like to be able to modify the key parameter which is usually in the indicator title. For example, I would like to know the Price Growth Rate  for N months (e.g., 3, 6).  Is this available or possible?

More genrally, can the code for simple (or well known) system indicators be made available so I can generate my (modified) PCF from it?

Jeff

Bruce_L
Posted : Monday, August 5, 2013 4:13:58 PM


Worden Trainer

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

Most of the built in system criteria are not created using the Personal Criteria Formula Language. If they are, there will be an Edit icon next to them if you try to add them as a WatchList Column. This will give you the option to look at the formula, create a copy and edit it.

An annualized 3-Month Price Growth Rate Indicator Formula could be written as:

100 * (EXP(253 * (31 * LOG(C ) + 30 * LOG(C1) + 29 * LOG(C2) + 28 * LOG(C3) + 27 * LOG(C4) + 26 * LOG(C5) + 25 * LOG(C6) + 24 * LOG(C7) + 23 * LOG(C8) + 22 * LOG(C9) + 21 * LOG(C10) + 20 * LOG(C11) + 19 * LOG(C12) + 18 * LOG(C13) + 17 * LOG(C14) + 16 * LOG(C15) + 15 * LOG(C16) + 14 * LOG(C17) + 13 * LOG(C18) + 12 * LOG(C19) + 11 * LOG(C20) + 10 * LOG(C21) + 9 * LOG(C22) + 8 * LOG(C23) + 7 * LOG(C24) + 6 * LOG(C25) + 5 * LOG(C26) + 4 * LOG(C27) + 3 * LOG(C28) + 2 * LOG(C29) + LOG(C30) - LOG(C32) - 2 * LOG(C33) - 3 * LOG(C34) - 4 * LOG(C35) - 5 * LOG(C36) - 6 * LOG(C37) - 7 * LOG(C38) - 8 * LOG(C39) - 9 * LOG(C40) - 10 * LOG(C41) - 11 * LOG(C42) - 12 * LOG(C43) - 13 * LOG(C44) - 14 * LOG(C45) - 15 * LOG(C46) - 16 * LOG(C47) - 17 * LOG(C48) - 18 * LOG(C49) - 19 * LOG(C50) - 20 * LOG(C51) - 21 * LOG(C52) - 22 * LOG(C53) - 23 * LOG(C54) - 24 * LOG(C55) - 25 * LOG(C56) - 26 * LOG(C57) - 27 * LOG(C58) - 28 * LOG(C59) - 29 * LOG(C60) - 30 * LOG(C61) - 31 * LOG(C62)) / 20832) - 1)

An annualized 6-Month Price Growth Rate Indicator Formula could be written as:

100 * (EXP(253 * (62.5 * LOG(C ) + 61.5 * LOG(C1) + 60.5 * LOG(C2) + 59.5 * LOG(C3) + 58.5 * LOG(C4) + 57.5 * LOG(C5) + 56.5 * LOG(C6) + 55.5 * LOG(C7) + 54.5 * LOG(C8) + 53.5 * LOG(C9) + 52.5 * LOG(C10) + 51.5 * LOG(C11) + 50.5 * LOG(C12) + 49.5 * LOG(C13) + 48.5 * LOG(C14) + 47.5 * LOG(C15) + 46.5 * LOG(C16) + 45.5 * LOG(C17) + 44.5 * LOG(C18) + 43.5 * LOG(C19) + 42.5 * LOG(C20) + 41.5 * LOG(C21) + 40.5 * LOG(C22) + 39.5 * LOG(C23) + 38.5 * LOG(C24) + 37.5 * LOG(C25) + 36.5 * LOG(C26) + 35.5 * LOG(C27) + 34.5 * LOG(C28) + 33.5 * LOG(C29) + 32.5 * LOG(C30) + 31.5 * LOG(C31) + 30.5 * LOG(C32) + 29.5 * LOG(C33) + 28.5 * LOG(C34) + 27.5 * LOG(C35) + 26.5 * LOG(C36) + 25.5 * LOG(C37) + 24.5 * LOG(C38) + 23.5 * LOG(C39) + 22.5 * LOG(C40) + 21.5 * LOG(C41) + 20.5 * LOG(C42) + 19.5 * LOG(C43) + 18.5 * LOG(C44) + 17.5 * LOG(C45) + 16.5 * LOG(C46) + 15.5 * LOG(C47) + 14.5 * LOG(C48) + 13.5 * LOG(C49) + 12.5 * LOG(C50) + 11.5 * LOG(C51) + 10.5 * LOG(C52) + 9.5 * LOG(C53) + 8.5 * LOG(C54) + 7.5 * LOG(C55) + 6.5 * LOG(C56) + 5.5 * LOG(C57) + 4.5 * LOG(C58) + 3.5 * LOG(C59) + 2.5 * LOG(C60) + 1.5 * LOG(C61) + 0.5 * LOG(C62) - 0.5 * LOG(C63) - 1.5 * LOG(C64) - 2.5 * LOG(C65) - 3.5 * LOG(C66) - 4.5 * LOG(C67) - 5.5 * LOG(C68) - 6.5 * LOG(C69) - 7.5 * LOG(C70) - 8.5 * LOG(C71) - 9.5 * LOG(C72) - 10.5 * LOG(C73) - 11.5 * LOG(C74) - 12.5 * LOG(C75) - 13.5 * LOG(C76) - 14.5 * LOG(C77) - 15.5 * LOG(C78) - 16.5 * LOG(C79) - 17.5 * LOG(C80) - 18.5 * LOG(C81) - 19.5 * LOG(C82) - 20.5 * LOG(C83) - 21.5 * LOG(C84) - 22.5 * LOG(C85) - 23.5 * LOG(C86) - 24.5 * LOG(C87) - 25.5 * LOG(C88) - 26.5 * LOG(C89) - 27.5 * LOG(C90) - 28.5 * LOG(C91) - 29.5 * LOG(C92) - 30.5 * LOG(C93) - 31.5 * LOG(C94) - 32.5 * LOG(C95) - 33.5 * LOG(C96) - 34.5 * LOG(C97) - 35.5 * LOG(C98) - 36.5 * LOG(C99) - 37.5 * LOG(C100) - 38.5 * LOG(C101) - 39.5 * LOG(C102) - 40.5 * LOG(C103) - 41.5 * LOG(C104) - 42.5 * LOG(C105) - 43.5 * LOG(C106) - 44.5 * LOG(C107) - 45.5 * LOG(C108) - 46.5 * LOG(C109) - 47.5 * LOG(C110) - 48.5 * LOG(C111) - 49.5 * LOG(C112) - 50.5 * LOG(C113) - 51.5 * LOG(C114) - 52.5 * LOG(C115) - 53.5 * LOG(C116) - 54.5 * LOG(C117) - 55.5 * LOG(C118) - 56.5 * LOG(C119) - 57.5 * LOG(C120) - 58.5 * LOG(C121) - 59.5 * LOG(C122) - 60.5 * LOG(C123) - 61.5 * LOG(C124) - 62.5 * LOG(C125)) / 166687.5) - 1)

Using Linear Regression vs Classical Peaks/Valleys for Divergence Analysis

The best way to create WatchList Columns or Conditions based on indicators is to add the indicator to the chart, adjust it as desired and then select Show Values in WatchList or Create Scan Condition.

Sorting with Indicators
Create Conditions from Your Chart



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
yjshaham
Posted : Wednesday, August 7, 2013 11:19:44 AM
Registered User
Joined: 4/9/2011
Posts: 30

Bruce,

Thank you for these, but I meant something simpler.  I need the following clarifications:

  1. The column set "Recent Performance" has columns for % change (the last) N months  and 1 week.  What are the formulas for these?  Are they simply  (C/C.Mdays -1)*100   with no averaging at all?  
  2. Are the Mdays trading rather than calendar days?
  3. What are the Mdays for the "Recent Performance" column set?
  4. Pre-built column have "30 Day Price Trend vs. Market" and also for 5 days.  Are they with the same formula as above?
  5. Are the 30 days here calendar days?
  6. Can they be generalized to M days?
  7. Does the word "Trend" implies change in trend (some kind of average) values?
  8. Are these $ changes not percent?
  9. If for 6 months I want to average the current (last) 3 days and 5 days 6 months ago, what would be the formula?

Your help is appreciated

Jeff

Bruce_L
Posted : Wednesday, August 7, 2013 12:13:54 PM


Worden Trainer

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

QUOTE (yjshaham)
The column set "Recent Performance" has columns for % change (the last) N months  and 1 week.  What are the formulas for these?  Are they simply  (C/C.Mdays -1)*100   with no averaging at all?

There is no averaging. The WatchList Columns were probably created by adding a Rate of Change Percent indicator to the chart, adjusting its settings as desired and clicking on the indicator to Show Values in WatchList.

That said, it is possible to create these using Indicator Formulas. The formula for %Chg seems to be:

100 * (C / C1 - 1)

The formula for %Chg1W appears to be:

100 * (C / C5 - 1)

The formula for %Chg1M appears to be:

100 * (C / C21 - 1)

The formula for %Chg3M appears to be:

100 * (C / C63 - 1)

The formula for %Chg6M appears to be:

100 * (C / C126 - 1)

The formula for % Chg1% appears to be:

100 * (C / C252 - 1)

QUOTE (yjshaham)
Are the Mdays trading rather than calendar days?

The formulas (and charts) are based on bars. In a daily time frame (which is used for the formulas in the Recent Performance WatchList Column Group), each bar is one trading day.

In a weekly time frame each bar would be a calendar week, in a monthly time frame each bar would be a calendar month and in a yearly time frame each bar would be a calendar year.

QUOTE (yjshaham)
What are the Mdays for the "Recent Performance" column set?

1, 5, 21, 63, 126 and 252 (formulas to replicate the values in a daily time frame are given above).

QUOTE (yjshaham)
Pre-built column have "30 Day Price Trend vs. Market" and also for 5 days.  Are they with the same formula as above?

Are the 30 days here calendar days?

Can they be generalized to M days?

Does the word "Trend" implies change in trend (some kind of average) values?

Are these $ changes not percent?

They are not the same as the formula above. Both the 30 days and the 5 days are market days and not calendar days. The help file has a detailed description of the calculations.

Price Trend vs Market

While the Price Trend vs Market topic has a simpler summary.

An even more concise summary would be that it is a comparison of the linear regression slopes of the symbol versus the linear regression slope of the market or a linear regression slope of the relative strength between the symbol and the market (which works out to be the same thing).

It is ratio based and not a percentage with negative values meaning the linear regression slope of the symbol is less than the market and positive values meaning the linear regression slope of the symbol is greater than the market.

QUOTE (yjshaham)
If for 6 months I want to average the current (last) 3 days and 5 days 6 months ago, what would be the formula?

I do not know specifically what is intended. If you want to average the percent changes over 3 days, 5 days and 126 days, you might write this as:

100 * (C / C3 + C / C5 + C / C126) / 3 - 100

That said, there are numerous other possible interpretations of your request.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
yjshaham
Posted : Monday, October 14, 2013 12:44:43 PM
Registered User
Joined: 4/9/2011
Posts: 30

In ver 12.3 I have 2 columns:

1. CAR 1-yr, originally listed (I believe) as Price Growth Rate 1 year

2. CAR 3-yr ...

These column work in 12.3, (column set yjs5e) but not in12.4 beta.

Also in 12.3, I can't find columns named Price Growth Rate 1 (or 3) year  (%) that I found originally listed.  (They may have had some averaging there to make it a smooth value.)

Please help.

Jeff

Bruce_L
Posted : Monday, October 14, 2013 1:04:27 PM


Worden Trainer

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

The Price Growth Rate fundentals had been removed from 12.4, but have been added back. It may take a while for the changes to be reflected in the program (and the changes will probably require a restart in any case).



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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