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Profile: thomasjenkinsjr
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User Name: thomasjenkinsjr
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Joined: Friday, April 1, 2011
Last Visit: Tuesday, June 9, 2020 4:56:41 PM
Number of Posts: 90
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Last 10 Posts
Topic: PCF standard deviation
Posted: Friday, March 29, 2019 1:55:53 PM

Hi Bruce,

I wasnt to add the following values as columns the stocks and options in my watch list.

Can you write the PCF's for each of these that will tell me the value of XX? 

 

XX price is 1 standard deviation above the current price.

XX price is 2 standard deviations above from the current price.

XX price is 1 standard deviation below the current price.

XX price is 2 standard deviations below the current price.

 

Thanks in advance.
Topic: Custom PCF
Posted: Friday, March 29, 2019 1:38:47 PM

Hi Bruce,,

I read that an option is overpriced when it's implied Volatility is greater than it's Historical Volatility.

Is there any way to have those two values (with the same if not similar criteria) as columns on the option chain so they can be compared againgst each other? 

Thanks in advance.
Topic: PCF Help
Posted: Tuesday, July 17, 2018 10:55:38 PM

Ok Bruce, So here is what i have so far...

For (#1):

MIN(IIF(L<L1 AND L1<C AND WSTOC12.3<10 AND (100 * SUM(IIF(H + L + C > H1 + L1 + C1, (H + L + C) * V, 0), 12) / SUM((H + L + C) * V, 12) < 30), L, 3.4028 * 10 ^ 38), 250)

Currently, this shows the lowest value when this event was true over the last 250 bars (regardless of how many times the event was true), I need it to show the lowest value the last (or most recent) time this was true within the last 250 bars.

For (#3):

MIN(IIF(H > H1 AND C < C1 AND WSTOC12.3>80 AND (100 * SUM(IIF(H + L + C > H1 + L1 + C1, (H + L + C) * V, 0), 12) / SUM((H + L + C) * V, 12) > 80), H, 3.4028 * 10 ^ 38),250)

Same for this one, i need it to show the highest value the last (or most recent) time this event was true within the last 250 bars.

Thanks in advance.
Topic: PCF Help
Posted: Tuesday, July 17, 2018 4:39:59 PM

Sorry for the confusion..

so for (#1) i want to know the lowest value of the most recent time when that event was true.

and for (#3) i want to know the highest value of the most recent time when that event was true.

Thanks
Topic: PCF Help
Posted: Tuesday, July 17, 2018 4:19:38 PM

i forgot to add....

i want to see the low / high of the most recent of these PCF% true events.  

Thanks
Topic: PCF Help
Posted: Tuesday, July 17, 2018 4:12:22 PM

Hi Bruce, 

I need your help, along the same lines as above.

 

For the below PCF % true event:

(#1) Can you write a PCF that will tell me the LOWEST value the stock went to when the below PCF was true?

(#2) Can you take the results of (#1) and express the value as a percentage away from the current price?

PCF% true event:

L<L1 AND L1<C AND WSTOC12.3<10 AND (100 * SUM(IIF(H + L + C > H1 + L1 + C1, (H + L + C) * V, 0), 12) / SUM((H + L + C) * V, 12) < 30)

 

 

Also....

For the below PCF% true event:

(#3) Can you write a PCF that will tell me the HIGHEST value the stock went to when the below PCF was true?

(#4) Can you take the results of (#3) and express the value as a percentage away from the current price?

PCF% true event:

H > H1 AND C < C1 AND WSTOC12.3>80 AND (100 * SUM(IIF(H + L + C > H1 + L1 + C1, (H + L + C) * V, 0), 12) / SUM((H + L + C) * V, 12) > 80)

Thanks in advance.
Topic: Slope of Linear Regression formula and Random Walk Index Code
Posted: Wednesday, July 11, 2018 4:18:57 PM

Hi Bruce,

First of all, thanks for all your help. Can you write a PCF that will tell me the price percent change on the below PCF % True event? up to 20 bars if possible.

 

L<L1 AND H>L1

Thanks in advance.
Topic: Options Scan
Posted: Tuesday, July 10, 2018 2:59:55 PM

Hi Bruce,

With regards to options, a lot of times when you look at the price action for an option there is not always activity everyday on every option within the chain. 

I want to add a few columns to the chain that would tell me:

(1) how many bars ago was the first trading activity in that particular option.

(2) how many of the bars from (#1) actually had trading activity (sometimes the price action looks flat, like there was no trading activity in that session).

(3) the number of recent bars that had trading activity (i&rsquo;m not sure if I worded that correctly).

Thanks in advance
Topic: Slope of Linear Regression formula and Random Walk Index Code
Posted: Tuesday, July 10, 2018 11:54:33 AM

Understood..that&#39;s the PCF enhancement i&#39;m waiting for.

If i can PLEASE trouble you to do the same with one more PCF % true event (then i&#39;ll won&#39;t bother you for the rest of the day - i promise).

You&#39;ll definitely need to shorten this PCF % true event (because its way too long) and just give me the price percent change for up to 5 bars since this event (or what ever you can do would be apreciated), i&#39;ll catch the pattern and figure out how to extend the number of bars.

If it&#39;s too long to post, can you send it to me via TCMail?

Thanks in advance.

 

PCF % True event:

((O + H + L + C) * V + (O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2) / 12 / AVGV3 + ((O + H + L + C) * V + (O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4) / 20 / AVGV5 + ((O + H + L + C) * V + (O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7) / 32 / AVGV8 + ((O + H + L + C) * V + (O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7 + (O8 + H8 + L8 + C8) * V8 + (O9 + H9 + L9 + C9) * V9) / 40 / AVGV10 + ((O + H + L + C) * V + (O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7 + (O8 + H8 + L8 + C8) * V8 + (O9 + H9 + L9 + C9) * V9 + (O10 + H10 + L10 + C10) * V10 + (O11 + H11 + L11 + C11) * V11) / 48 / AVGV12 > ((O + H + L + C) * V + (O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7 + (O8 + H8 + L8 + C8) * V8 + (O9 + H9 + L9 + C9) * V9 + (O10 + H10 + L10 + C10) * V10 + (O11 + H11 + L11 + C11) * V11 + (O12 + H12 + L12 + C12) * V12 + (O13 + H13 + L13 + C13) * V13 + (O14 + H14 + L14 + C14) * V14 + (O15 + H15 + L15 + C15) * V15 + (O16 + H16 + L16 + C16) * V16 + (O17 + H17 + L17 + C17) * V17 + (O18 + H18 + L18 + C18) * V18 + (O19 + H19 + L19 + C19) * V19 + (O20 + H20 + L20 + C20) * V20 + (O21 + H21 + L21 + C21) * V21 + (O22 + H22 + L22 + C22) * V22 + (O23 + H23 + L23 + C23) * V23 + (O24 + H24 + L24 + C24) * V24 + (O25 + H25 + L25 + C25) * V25 + (O26 + H26 + L26 + C26) * V26 + (O27 + H27 + L27 + C27) * V27 + (O28 + H28 + L28 + C28) * V28 + (O29 + H29 + L29 + C29) * V29) / 120 / AVGV30 + ((O + H + L + C) * V + (O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7 + (O8 + H8 + L8 + C8) * V8 + (O9 + H9 + L9 + C9) * V9 + (O10 + H10 + L10 + C10) * V10 + (O11 + H11 + L11 + C11) * V11 + (O12 + H12 + L12 + C12) * V12 + (O13 + H13 + L13 + C13) * V13 + (O14 + H14 + L14 + C14) * V14 + (O15 + H15 + L15 + C15) * V15 + (O16 + H16 + L16 + C16) * V16 + (O17 + H17 + L17 + C17) * V17 + (O18 + H18 + L18 + C18) * V18 + (O19 + H19 + L19 + C19) * V19 + (O20 + H20 + L20 + C20) * V20 + (O21 + H21 + L21 + C21) * V21 + (O22 + H22 + L22 + C22) * V22 + (O23 + H23 + L23 + C23) * V23 + (O24 + H24 + L24 + C24) * V24 + (O25 + H25 + L25 + C25) * V25 + (O26 + H26 + L26 + C26) * V26 + (O27 + H27 + L27 + C27) * V27 + (O28 + H28 + L28 + C28) * V28 + (O29 + H29 + L29 + C29) * V29 + (O30 + H30 + L30 + C30) * V30 + (O31 + H31 + L31 + C31) * V31 + (O32 + H32 + L32 + C32) * V32 + (O33 + H33 + L33 + C33) * V33 + (O34 + H34 + L34 + C34) * V34) / 140 / AVGV35 + ((O + H + L + C) * V + (O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7 + (O8 + H8 + L8 + C8) * V8 + (O9 + H9 + L9 + C9) * V9 + (O10 + H10 + L10 + C10) * V10 + (O11 + H11 + L11 + C11) * V11 + (O12 + H12 + L12 + C12) * V12 + (O13 + H13 + L13 + C13) * V13 + (O14 + H14 + L14 + C14) * V14 + (O15 + H15 + L15 + C15) * V15 + (O16 + H16 + L16 + C16) * V16 + (O17 + H17 + L17 + C17) * V17 + (O18 + H18 + L18 + C18) * V18 + (O19 + H19 + L19 + C19) * V19 + (O20 + H20 + L20 + C20) * V20 + (O21 + H21 + L21 + C21) * V21 + (O22 + H22 + L22 + C22) * V22 + (O23 + H23 + L23 + C23) * V23 + (O24 + H24 + L24 + C24) * V24 + (O25 + H25 + L25 + C25) * V25 + (O26 + H26 + L26 + C26) * V26 + (O27 + H27 + L27 + C27) * V27 + (O28 + H28 + L28 + C28) * V28 + (O29 + H29 + L29 + C29) * V29 + (O30 + H30 + L30 + C30) * V30 + (O31 + H31 + L31 + C31) * V31 + (O32 + H32 + L32 + C32) * V32 + (O33 + H33 + L33 + C33) * V33 + (O34 + H34 + L34 + C34) * V34 + (O35 + H35 + L35 + C35) * V35 + (O36 + H36 + L36 + C36) * V36 + (O37 + H37 + L37 + C37) * V37 + (O38 + H38 + L38 + C38) * V38 + (O39 + H39 + L39 + C39) * V39) / 160 / AVGV40 + ((O + H + L + C) * V + (O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7 + (O8 + H8 + L8 + C8) * V8 + (O9 + H9 + L9 + C9) * V9 + (O10 + H10 + L10 + C10) * V10 + (O11 + H11 + L11 + C11) * V11 + (O12 + H12 + L12 + C12) * V12 + (O13 + H13 + L13 + C13) * V13 + (O14 + H14 + L14 + C14) * V14 + (O15 + H15 + L15 + C15) * V15 + (O16 + H16 + L16 + C16) * V16 + (O17 + H17 + L17 + C17) * V17 + (O18 + H18 + L18 + C18) * V18 + (O19 + H19 + L19 + C19) * V19 + (O20 + H20 + L20 + C20) * V20 + (O21 + H21 + L21 + C21) * V21 + (O22 + H22 + L22 + C22) * V22 + (O23 + H23 + L23 + C23) * V23 + (O24 + H24 + L24 + C24) * V24 + (O25 + H25 + L25 + C25) * V25 + (O26 + H26 + L26 + C26) * V26 + (O27 + H27 + L27 + C27) * V27 + (O28 + H28 + L28 + C28) * V28 + (O29 + H29 + L29 + C29) * V29 + (O30 + H30 + L30 + C30) * V30 + (O31 + H31 + L31 + C31) * V31 + (O32 + H32 + L32 + C32) * V32 + (O33 + H33 + L33 + C33) * V33 + (O34 + H34 + L34 + C34) * V34 + (O35 + H35 + L35 + C35) * V35 + (O36 + H36 + L36 + C36) * V36 + (O37 + H37 + L37 + C37) * V37 + (O38 + H38 + L38 + C38) * V38 + (O39 + H39 + L39 + C39) * V39 + (O40 + H40 + L40 + C40) * V40 + (O41 + H41 + L41 + C41) * V41 + (O42 + H42 + L42 + C42) * V42 + (O43 + H43 + L43 + C43) * V43 + (O44 + H44 + L44 + C44) * V44) / 180 / AVGV45 + ((O + H + L + C) * V + (O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7 + (O8 + H8 + L8 + C8) * V8 + (O9 + H9 + L9 + C9) * V9 + (O10 + H10 + L10 + C10) * V10 + (O11 + H11 + L11 + C11) * V11 + (O12 + H12 + L12 + C12) * V12 + (O13 + H13 + L13 + C13) * V13 + (O14 + H14 + L14 + C14) * V14 + (O15 + H15 + L15 + C15) * V15 + (O16 + H16 + L16 + C16) * V16 + (O17 + H17 + L17 + C17) * V17 + (O18 + H18 + L18 + C18) * V18 + (O19 + H19 + L19 + C19) * V19 + (O20 + H20 + L20 + C20) * V20 + (O21 + H21 + L21 + C21) * V21 + (O22 + H22 + L22 + C22) * V22 + (O23 + H23 + L23 + C23) * V23 + (O24 + H24 + L24 + C24) * V24 + (O25 + H25 + L25 + C25) * V25 + (O26 + H26 + L26 + C26) * V26 + (O27 + H27 + L27 + C27) * V27 + (O28 + H28 + L28 + C28) * V28 + (O29 + H29 + L29 + C29) * V29 + (O30 + H30 + L30 + C30) * V30 + (O31 + H31 + L31 + C31) * V31 + (O32 + H32 + L32 + C32) * V32 + (O33 + H33 + L33 + C33) * V33 + (O34 + H34 + L34 + C34) * V34 + (O35 + H35 + L35 + C35) * V35 + (O36 + H36 + L36 + C36) * V36 + (O37 + H37 + L37 + C37) * V37 + (O38 + H38 + L38 + C38) * V38 + (O39 + H39 + L39 + C39) * V39 + (O40 + H40 + L40 + C40) * V40 + (O41 + H41 + L41 + C41) * V41 + (O42 + H42 + L42 + C42) * V42 + (O43 + H43 + L43 + C43) * V43 + (O44 + H44 + L44 + C44) * V44 + (O45 + H45 + L45 + C45) * V45 + (O46 + H46 + L46 + C46) * V46 + (O47 + H47 + L47 + C47) * V47 + (O48 + H48 + L48 + C48) * V48 + (O49 + H49 + L49 + C49) * V49) / 200 / AVGV50 AND ((O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3) / 12 / AVGV3.1 + ((O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5) / 20 / AVGV5.1 + ((O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7 + (O8 + H8 + L8 + C8) * V8) / 32 / AVGV8.1 + ((O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7 + (O8 + H8 + L8 + C8) * V8 + (O9 + H9 + L9 + C9) * V9 + (O10 + H10 + L10 + C10) * V10) / 40 / AVGV10.1 + ((O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7 + (O8 + H8 + L8 + C8) * V8 + (O9 + H9 + L9 + C9) * V9 + (O10 + H10 + L10 + C10) * V10 + (O11 + H11 + L11 + C11) * V11 + (O12 + H12 + L12 + C12) * V12) / 48 / AVGV12.1 <= ((O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7 + (O8 + H8 + L8 + C8) * V8 + (O9 + H9 + L9 + C9) * V9 + (O10 + H10 + L10 + C10) * V10 + (O11 + H11 + L11 + C11) * V11 + (O12 + H12 + L12 + C12) * V12 + (O13 + H13 + L13 + C13) * V13 + (O14 + H14 + L14 + C14) * V14 + (O15 + H15 + L15 + C15) * V15 + (O16 + H16 + L16 + C16) * V16 + (O17 + H17 + L17 + C17) * V17 + (O18 + H18 + L18 + C18) * V18 + (O19 + H19 + L19 + C19) * V19 + (O20 + H20 + L20 + C20) * V20 + (O21 + H21 + L21 + C21) * V21 + (O22 + H22 + L22 + C22) * V22 + (O23 + H23 + L23 + C23) * V23 + (O24 + H24 + L24 + C24) * V24 + (O25 + H25 + L25 + C25) * V25 + (O26 + H26 + L26 + C26) * V26 + (O27 + H27 + L27 + C27) * V27 + (O28 + H28 + L28 + C28) * V28 + (O29 + H29 + L29 + C29) * V29 + (O30 + H30 + L30 + C30) * V30) / 120 / AVGV30.1 + ((O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7 + (O8 + H8 + L8 + C8) * V8 + (O9 + H9 + L9 + C9) * V9 + (O10 + H10 + L10 + C10) * V10 + (O11 + H11 + L11 + C11) * V11 + (O12 + H12 + L12 + C12) * V12 + (O13 + H13 + L13 + C13) * V13 + (O14 + H14 + L14 + C14) * V14 + (O15 + H15 + L15 + C15) * V15 + (O16 + H16 + L16 + C16) * V16 + (O17 + H17 + L17 + C17) * V17 + (O18 + H18 + L18 + C18) * V18 + (O19 + H19 + L19 + C19) * V19 + (O20 + H20 + L20 + C20) * V20 + (O21 + H21 + L21 + C21) * V21 + (O22 + H22 + L22 + C22) * V22 + (O23 + H23 + L23 + C23) * V23 + (O24 + H24 + L24 + C24) * V24 + (O25 + H25 + L25 + C25) * V25 + (O26 + H26 + L26 + C26) * V26 + (O27 + H27 + L27 + C27) * V27 + (O28 + H28 + L28 + C28) * V28 + (O29 + H29 + L29 + C29) * V29 + (O30 + H30 + L30 + C30) * V30 + (O31 + H31 + L31 + C31) * V31 + (O32 + H32 + L32 + C32) * V32 + (O33 + H33 + L33 + C33) * V33 + (O34 + H34 + L34 + C34) * V34 + (O35 + H35 + L35 + C35) * V35) / 140 / AVGV35.1 + ((O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7 + (O8 + H8 + L8 + C8) * V8 + (O9 + H9 + L9 + C9) * V9 + (O10 + H10 + L10 + C10) * V10 + (O11 + H11 + L11 + C11) * V11 + (O12 + H12 + L12 + C12) * V12 + (O13 + H13 + L13 + C13) * V13 + (O14 + H14 + L14 + C14) * V14 + (O15 + H15 + L15 + C15) * V15 + (O16 + H16 + L16 + C16) * V16 + (O17 + H17 + L17 + C17) * V17 + (O18 + H18 + L18 + C18) * V18 + 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H29 + L29 + C29) * V29 + (O30 + H30 + L30 + C30) * V30 + (O31 + H31 + L31 + C31) * V31 + (O32 + H32 + L32 + C32) * V32 + (O33 + H33 + L33 + C33) * V33 + (O34 + H34 + L34 + C34) * V34 + (O35 + H35 + L35 + C35) * V35 + (O36 + H36 + L36 + C36) * V36 + (O37 + H37 + L37 + C37) * V37 + (O38 + H38 + L38 + C38) * V38 + (O39 + H39 + L39 + C39) * V39 + (O40 + H40 + L40 + C40) * V40 + (O41 + H41 + L41 + C41) * V41 + (O42 + H42 + L42 + C42) * V42 + (O43 + H43 + L43 + C43) * V43 + (O44 + H44 + L44 + C44) * V44 + (O45 + H45 + L45 + C45) * V45 + (O46 + H46 + L46 + C46) * V46 + (O47 + H47 + L47 + C47) * V47 + (O48 + H48 + L48 + C48) * V48 + (O49 + H49 + L49 + C49) * V49 + (O50 + H50 + L50 +C50) * V50) / 200 / AVGV50.1
 
Topic: Slope of Linear Regression formula and Random Walk Index Code
Posted: Tuesday, July 10, 2018 10:46:10 AM

Thanks Bruce. This works fine.

I got another question, using the new PCF lanuage in v18 is there an eaiser way to write PCF that will tell you the price percent change since a PCF % event was true?

If so, can you wrie one for this event?

L<L1 AND C>L1 AND WSTOC12.3<10 AND (100 * SUM(IIF(H + L + C > H1 + L1 + C1, (H + L + C) * V, 0), 12) / SUM((H + L + C) * V, 12) < 30)

Thanks