Hello Bruce,

Please help me with a formula/scan.   If I have a  20 period Hull moving average of a standard Coppock curve, and I want to scan for stocks that have made the largest 1 day percentage move away from that Hull moving average (either up or down)  how would  I code that?  What about a 5 day move too?

Many thanks,

Dave S.

A formula for the standard 11,14,10 Coppock Curve minus its own 20 period Hull Moving Average can be written as follows.

100 * FAVG(C / C11 + C / C14 - 2, 10) - HAVG(100 * FAVG(C / C11 + C / C14 - 2, 10), 20)

The absolute value of difference (the distance) can be written as follows.

ABS(100 * FAVG(C / C11 + C / C14 - 2, 10) - HAVG(100 * FAVG(C / C11 + C / C14 - 2, 10), 20))

So the change in this distance from one bar to the next can be written as follows.

ABS(100 * FAVG(C / C11 + C / C14 - 2, 10) - HAVG(100 * FAVG(C / C11 + C / C14 - 2, 10), 20)) - ABS(100 * FAVG(C1 / C12 + C1 / C15 - 2, 10) - HAVG(100 * FAVG(C1 / C12 + C1 / C15 - 2, 10), 20))

Expressing this as a percent change in the distance can be written as follows (altohugh I don't think this is desirable).

100 * (ABS(100 * FAVG(C / C11 + C / C14 - 2, 10) - HAVG(100 * FAVG(C / C11 + C / C14 - 2, 10), 20)) / ABS(100 * FAVG(C1 / C12 + C1 / C15 - 2, 10) - HAVG(100 * FAVG(C1 / C12 + C1 / C15 - 2, 10), 20)) - 1)

And the change in this distance from five bars ago to the current value can be written as follows.

ABS(100 * FAVG(C / C11 + C / C14 - 2, 10) - HAVG(100 * FAVG(C / C11 + C / C14 - 2, 10), 20)) - ABS(100 * FAVG(C5 / C16 + C5 / C19 - 2, 10) - HAVG(100 * FAVG(C5 / C16 + C5 / C19 - 2, 10), 20))

Expressing this as a percent change in the distance can be written as follows (altohugh I don't think this is desirable).

100 * (ABS(100 * FAVG(C / C11 + C / C14 - 2, 10) - HAVG(100 * FAVG(C / C11 + C / C14 - 2, 10), 20)) / ABS(100 * FAVG(C5 / C16 + C5 / C19 - 2, 10) - HAVG(100 * FAVG(C5 / C16 + C5 / C19 - 2, 10), 20)) - 1)