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Profile: raymondlevy.zw
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User Name: raymondlevy.zw
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Joined: Monday, January 9, 2012
Last Visit: Wednesday, May 2, 2012 9:44:19 AM
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Topic: PCF for "30 mins after the open" on a specific Date?
Posted: Tuesday, May 1, 2012 2:54:25 PM

Hi Bruce,


I am looking for gappers in the morning, but i am really only interested where the stock is 30 mins after the open.  For example, i would like to know if, say at 10AM a stock that has gapped up from yesterday is still above today's open at 10 AM.   The key here is not to have to run the scan at 10AM or any specific time ( If that were the case, i would simply do a PCF based on the shorter time frames - say 10 mins or 5 mins - making sure i run the scan at a specific time. )

Hope i am clear  in what i am asking.

Please advise.

Topic: Linear Regresion PCF - 5 day , 10 day 20 day.........(visual Sort)
Posted: Monday, March 19, 2012 12:57:02 PM

So..... is ghthe Value of 4.67 the "percentage of the price range" between the High and low of the last 46 days?

I checked the change in the price... over that period, and is  far from 4.67%

Please can you explain...

 

thanx

Topic: Linear Regresion PCF - 5 day , 10 day 20 day.........(visual Sort)
Posted: Monday, March 19, 2012 12:54:51 PM

I just plugged in your  most recent Linear regression slope...

Topic: Linear Regresion PCF - 5 day , 10 day 20 day.........(visual Sort)
Posted: Monday, March 19, 2012 12:42:44 PM

thnx for amazingly quick response.

Topic: Linear Regresion PCF - 5 day , 10 day 20 day.........(visual Sort)
Posted: Sunday, March 18, 2012 11:52:07 PM

My confusion is ....how can the Value returned be the same (0.08) and yet the angle of the Slope be so different? 

What am i missing.....?

Please help.......

 

My objective is to use the Linear Regression to do scan searches for SLOPE OF TREND (more or less - I know that big moves will skew the result.)


Please help.

Thnx

Topic: Linear Regresion PCF - 5 day , 10 day 20 day.........(visual Sort)
Posted: Sunday, March 18, 2012 11:49:27 PM

Topic: Linear Regresion PCF - 5 day , 10 day 20 day.........(visual Sort)
Posted: Sunday, March 18, 2012 11:47:46 PM

Here are the chart pictures

Topic: Linear Regresion PCF - 5 day , 10 day 20 day.........(visual Sort)
Posted: Sunday, March 18, 2012 11:43:57 PM

Hi Burce,..... ok a few hours later.... i figured out how to get the Sum of the Squares coefficient....but now i am REALLY confused....

 

I ran a formula for the 20 Period LInear Regression and this is what i got....

(9.5*C+8.5*C1+7.5*C2+6.5*C3+5.5*C4+4.5*C5+3.5*C6+2.5*C7+1.5*C8+0.5*C9+-0.5*C10+-1.5*C11+-2.5*C12+-3.5*C13+-4.5*C14+-5.5*C15+-6.5*C16+-7.5*C17+-8.5*C18+-9.5*C19)/665

 

So i ran an Easyscan.... and here are the two results that confuse me.....

 

1.  Test Result for FAST -

 

2. Test Result for VZ -

 

Same Exact Result.... However the Charts for that time period, using LInear Regression tool for that period tells a completely different Story....??

Look......at next post.....

Topic: Linear Regresion PCF - 5 day , 10 day 20 day.........(visual Sort)
Posted: Sunday, March 18, 2012 9:11:51 PM

Hi Bruce,

I have spent hours and hours trying to figure out the LR PCF for 5 day, 10 day and 20 Day. 

Please can you help me build them.  I think i have figured out the formula for the most part, but there are a couple elements that i dont know how to calculate....

1.    the sum of the squares of the coefficents.

2.   Why you multiply the Formula by the number of periods.... Example (60,0,10 - Visual Slope)  Why do you multply the formula by 100 and the divide it by (MAXH62 - MINL62)>

Here is what i mean....

100 * (29.5 * C + 28.5 * C1 + 27.5 * C2 + 26.5 * C3 + 25.5 * C4 + 24.5 * C5 + 23.5 * C6 + 22.5 * C7 + 21.5 * C8 + 20.5 * C9 + 19.5 * C10 + 18.5 * C11 + 17.5 * C12 + 16.5 * C13 + 15.5 * C14 + 14.5 * C15 + 13.5 * C16 + 12.5 * C17 + 11.5 * C18 + 10.5 * C19 + 9.5 * C20 + 8.5 * C21 + 7.5 * C22 + 6.5 * C23 + 5.5 * C24 + 4.5 * C25 + 3.5 * C26 + 2.5 * C27 + 1.5 * C28 + 0.5 * C29 - 0.5 * C30 - 1.5 * C31 - 2.5 * C32 - 3.5 * C33 - 4.5 * C34 - 5.5 * C35 - 6.5 * C36 - 7.5 * C37 - 8.5 * C38 - 9.5 * C39 - 10.5 * C40 - 11.5 * C41 - 12.5 * C42 - 13.5 * C43 - 14.5 * C44 - 15.5 * C45 - 16.5 * C46 - 17.5 * C47 - 18.5 * C48 - 19.5 * C49 - 20.5 * C50 - 21.5 * C51 - 22.5 * C52 - 23.5 * C53 - 24.5 * C54 - 25.5 * C55 - 26.5 * C56 - 27.5 * C57 - 28.5 * C58 - 29.5 * C59) / 17995 / (MAXH62 - MINL62)

 

If you could, please can you help me write the formula for 5, 10 and 20 days.  I would love it if you could explain the above questions, that way i could build my own formulas in future.

Thanks.

Raymond

Topic: Plotting Industries
Posted: Wednesday, March 14, 2012 9:54:18 PM

Beld......  Good point. I agree with your thinking... i was wanting to do EXACTLY the same search.

 

It will certainly roll over one industry at a time...

Bruce.... Question for you.... is there any way to run a search which compares Price history of a particular stock to that of an Index?