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elson2
Posted : Tuesday, December 19, 2017 3:05:03 PM
Registered User
Joined: 6/25/2005
Posts: 441

hi

there is  way to create PCF that combine intrady data and daily data?

 

i want somthing like that

vol of 5 min chart  of today  >than daily avgv20 

 

THX 

Bruce_L
Posted : Tuesday, December 19, 2017 3:09:24 PM


Worden Trainer

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

No, there is not a way to mix daily and intraday time frames in the same Personal Criteria Formula.

There wouldn't be enough 5 minute bars to write your formula in a 5-minute time frame. You would need 1560+ five minute bars for the calculations, but there are only going to be between 500 and 578 five minute bars available.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
elson2
Posted : Tuesday, December 19, 2017 3:12:35 PM
Registered User
Joined: 6/25/2005
Posts: 441

ok and what is the formula for 500 five minute bars ?

Bruce_L
Posted : Tuesday, December 19, 2017 3:22:52 PM


Worden Trainer

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

So you want the most recent 5 minutes to have more volume than the entire full average trading day? All of the following formulas use a 5-minute time frame.

If we end the average 5 minutes ago.

V > AVG(SUM(V1, 78), 420)

If we end the average 24 hours ago.

V > AVG(SUM(V78, 78), 340)

Note the above checks a bunch of 24 hour spans only 5 minutes apart. If you want them a full trading day apart, then the version ending 5 minutes ago would be:

V > (SUMV1, 78) + SUM(V79, 78) + SUM(V157, 78) + SUM(V235, 78) + SUM(V313, 78) + SUM(V391, 78)) / 6

And the version ending 24 hours ago would be:

V > (SUM(V78, 78) + SUM(V156, 78) + SUM(V234, 78) + SUM(V312, 78) + SUM(V390, 78)) / 5

If you mean something else, we would need further clarification as to the actual intent of the request.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
elson2
Posted : Wednesday, December 20, 2017 4:42:45 AM
Registered User
Joined: 6/25/2005
Posts: 441

i m not sure that i uderstand

why ii cant check this a s precent true indicator?

Bruce_L
Posted : Wednesday, December 20, 2017 9:26:58 AM


Worden Trainer

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

I don't understand the question. All of these formulas could be used as Custom PCF % True Indicators.

Keep in mind that the time frame would be the time frame of the chart. Only in a 5 minute time frame would the instances of 78 actually be a trading day. Other time frames would have a different number of bars in each full trading day.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
elson2
Posted : Wednesday, December 20, 2017 9:45:35 AM
Registered User
Joined: 6/25/2005
Posts: 441

hi bruce

i think that one is  ok 

V > AVG(SUM(V1, 78), 420)

thx for now

Bruce_L
Posted : Wednesday, December 20, 2017 9:50:59 AM


Worden Trainer

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

You're welcome.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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