| docmba |
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| Thursday, October 7, 2004 |
| Friday, September 20, 2019 9:15:18 PM |
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Hi ,
I'm interesting in constructing a PCF for Macd Divergence . Since I'm not versed in technical analysis lingo ,let me describe the chart I would to put in in a formula to do a search:
- during a correction the macd drops to -.13 then ascends > zero line ,followed by another sellof and Macd drops to-.05 . During both drops in MAcd the price maintains a support .
I hope this description helps somewhat.
Thank you,
Steve
Ps see link below for chart of FTR with ie. of Macd Divergence setup from March thru May
http://bigcharts.marketwatch.com/advchart/frames/frames.asp?show=&insttype=Stock&symb=ftr&time=8&startdate=1%2F4%2F1999&enddate=7%2F17%2F2011&freq=1&compidx=aaaaa%3A0&comptemptext=&comp=none&ma=0&maval=9&uf=0&lf=1&lf2=4&lf3=0&type=2&style=320&size=2&timeFrameToggle=false&compareToToggle=false&indicatorsToggle=false&chartStyleToggle=false&state=10&x=67&y=12ve
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Topic: Custom sorting tool to find True : candidates @ lower 2nd Stand deviation
Posted 2ND REQUEST (PLEASE !!) |
Hello , 4/29/2010
I am revisiting the notion of using the lower 2nd stand dev to find stock or etfs indicating a True when sorting thru the universe of ETFS or Stocks . From a risk- reward point of view the security found at the lower 2nd stand dev should eventually regress 95% of time( in a normal distribution ) to the mean . iI will be using the 20 day moving average as the average Price (C) .
Conceptually ,would it go something like this?
Sort indicates True when C = AVGC20 -lower 2nd stand
further described as ...True when C= (AVGC20 - (2 * SQR(((C - AVGC20) ^ 2 + (C1 - AVGC20) ^ 2 + (C2 - AVGC20) ^ 2 + (C3 - AVGC20) ^ 2 + (C4 - AVGC20) ^ 2 + (C5 - AVGC20) ^ 2 + (C6 - AVGC20) ^ 2 + (C7 - AVGC20) ^ 2 + (C8 - AVGC20) ^ 2 + (C9 - AVGC20) ^ 2 + (C10 - AVGC20) ^ 2 + (C11 - AVGC20) ^ 2 + (C12 - AVGC20) ^ 2 + (C13 - AVGC20) ^ 2 + (C14 - AVGC20) ^ 2 + (C15 - AVGC20) ^ 2 + (C16 - AVGC20) ^ 2 + (C17 - AVGC20) ^ 2 + (C18 - AVGC20) ^ 2 + (C19 - AVGC20) ^ 2) / 19)))
IN additon , because it is unlikely a security will close on its exact lower 2nd stand dev. ,I would like to incorporate the notion using 20% < or > than lower 2nd stand dev as follows :
True when C < 1.20 *(AVGC20 - (2 * SQR(((C - AVGC20) ^ 2 + (C1 - AVGC20) ^ 2 + (C2 - AVGC20) ^ 2 + (C3 - AVGC20) ^ 2 + (C4 - AVGC20) ^ 2 + (C5 - AVGC20) ^ 2 + (C6 - AVGC20) ^ 2 + (C7 - AVGC20) ^ 2 + (C8 - AVGC20) ^ 2 + (C9 - AVGC20) ^ 2 + (C10 - AVGC20) ^ 2 + (C11 - AVGC20) ^ 2 + (C12 - AVGC20) ^ 2 + (C13 - AVGC20) ^ 2 + (C14 - AVGC20) ^ 2 + (C15 - AVGC20) ^ 2 + (C16 - AVGC20) ^ 2 + (C17 - AVGC20) ^ 2 + (C18 - AVGC20) ^ 2 + (C19 - AVGC20) ^ 2) / 19)))) OR C> .8* (AVGC20 - (2 * SQR(((C - AVGC20) ^ 2 + (C1 - AVGC20) ^ 2 + (C2 - AVGC20) ^ 2 + (C3 - AVGC20) ^ 2 + (C4 - AVGC20) ^ 2 + (C5 - AVGC20) ^ 2 + (C6 - AVGC20) ^ 2 + (C7 - AVGC20) ^ 2 + (C8 - AVGC20) ^ 2 + (C9 - AVGC20) ^ 2 + (C10 - AVGC20) ^ 2 + (C11 - AVGC20) ^ 2 + (C12 - AVGC20) ^ 2 + (C13 - AVGC20) ^ 2 + (C14 - AVGC20) ^ 2 + (C15 - AVGC20) ^ 2 + (C16 - AVGC20) ^ 2 + (C17 - AVGC20) ^ 2 + (C18 - AVGC20) ^ 2 + (C19 - AVGC20) ^ 2) / 20))))
THankyou
docmba |
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Hello , 4/23/2010
I am revisiting the notion of using the lower 2nd stand dev to find stock or etfs indicating a True when sorting thru the universe of ETFS or Stocks . From a risk- reward point of view the security found at the lower 2nd stand dev should eventually regress 95% of time( in a normal distribution ) to the mean using the 20 day moving average as the sample mean .
Conceptually ,would it go something like this?
Sort indicates True when C = AVGC20 -lower 2nd stand
further described ... True when C= (AVGC20 - (2 * SQR(((C - AVGC20) ^ 2 + (C1 - AVGC20) ^ 2 + (C2 - AVGC20) ^ 2 + (C3 - AVGC20) ^ 2 + (C4 - AVGC20) ^ 2 + (C5 - AVGC20) ^ 2 + (C6 - AVGC20) ^ 2 + (C7 - AVGC20) ^ 2 + (C8 - AVGC20) ^ 2 + (C9 - AVGC20) ^ 2 + (C10 - AVGC20) ^ 2 + (C11 - AVGC20) ^ 2 + (C12 - AVGC20) ^ 2 + (C13 - AVGC20) ^ 2 + (C14 - AVGC20) ^ 2 + (C15 - AVGC20) ^ 2 + (C16 - AVGC20) ^ 2 + (C17 - AVGC20) ^ 2 + (C18 - AVGC20) ^ 2 + (C19 - AVGC20) ^ 2) / 19)))
IN additon , because the likelyhood of a security closing on its exact lower 2nd stand dev. ,I would like to incorporate the notion using 20% < or > than lower 2nd stand dev as follows :
True when C < .20 *(AVGC20 - (2 * SQR(((C - AVGC20) ^ 2 + (C1 - AVGC20) ^ 2 + (C2 - AVGC20) ^ 2 + (C3 - AVGC20) ^ 2 + (C4 - AVGC20) ^ 2 + (C5 - AVGC20) ^ 2 + (C6 - AVGC20) ^ 2 + (C7 - AVGC20) ^ 2 + (C8 - AVGC20) ^ 2 + (C9 - AVGC20) ^ 2 + (C10 - AVGC20) ^ 2 + (C11 - AVGC20) ^ 2 + (C12 - AVGC20) ^ 2 + (C13 - AVGC20) ^ 2 + (C14 - AVGC20) ^ 2 + (C15 - AVGC20) ^ 2 + (C16 - AVGC20) ^ 2 + (C17 - AVGC20) ^ 2 + (C18 - AVGC20) ^ 2 + (C19 - AVGC20) ^ 2) / 19)))) OR C> .8* (AVGC20 - (2 * SQR(((C - AVGC20) ^ 2 + (C1 - AVGC20) ^ 2 + (C2 - AVGC20) ^ 2 + (C3 - AVGC20) ^ 2 + (C4 - AVGC20) ^ 2 + (C5 - AVGC20) ^ 2 + (C6 - AVGC20) ^ 2 + (C7 - AVGC20) ^ 2 + (C8 - AVGC20) ^ 2 + (C9 - AVGC20) ^ 2 + (C10 - AVGC20) ^ 2 + (C11 - AVGC20) ^ 2 + (C12 - AVGC20) ^ 2 + (C13 - AVGC20) ^ 2 + (C14 - AVGC20) ^ 2 + (C15 - AVGC20) ^ 2 + (C16 - AVGC20) ^ 2 + (C17 - AVGC20) ^ 2 + (C18 - AVGC20) ^ 2 + (C19 - AVGC20) ^ 2) / 19))))
Could you please help me refine the PCF formula so the that I could sort thru Etfs and find any ETF marked TRUE if it closed > .80 or < .20 of the lower 2nd stand dev that day.As you can tell Im not a math guy ,I apologize if I am loosely using terminology that I am not familair with.
THankyou,
Steve
(email removed by moderator)
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Hi,
I have designed a PC formula .When i checked it for syntax ,it was ok .HOwever it wont update ?
Belw is the formula .PLease check syntax and see if you can udate the formula .
Thankyou,
Dr Silverhardt
Here is the original message i sent to support@worden.com .:
From Dr Silverhardt
(phone and user numbers removed by moderator)
RE: Updating TC Funds Personal Criteria
Hi ,
I have designed a personal criteria for TC funds which is part of this email ..below this message.
Here is the Problem:
when I completed this personal criteria formula and tested it , there were no errors .
But when I tried to update it , an error message appeared .PLease fix this problem so i can update this personal criteria formula and use it.(see below ):
Thankyou,
Dr Silverhardt
AVGC200 - 2 * SQR(((C * C + C1 * C1 + C2 * C2 + C3 * C3 + C4 * C4 + C5 * C5 + C6 * C6 + C7 * C7 + C8 * C8 + C9 * C9 + C10 * C10 + C11 * C11 + C12 * C12 + C13 * C13 + C14 * C14 + C15 * C15 + C16 * C16 + C17 * C17 + C18 * C18 + C19 * C19 + C20 * C20 + C21 * C21 + C22 * C22 + C23 * C23 + C24 * C24 + C25 * C25 + C26 * C26 + C27 * C27 + C28 * C28 + C29 * C29 + C30 * C30 + C31 * C31 + C32 * C32 + C33 * C33 + C34 * C34 + C35 * C35 + C36 * C36 + C37 * C37 + C38 * C38 + C39 * C39 + C40 * C40 + C41 * C41 + C42 * C42 + C43 * C43 + C44 * C44 + C45 * C45 + C46 * C46 + C47 * C47 + C48 * C48 + C49 * C49 + C50 * C50 + C51 * C51 + C52 * C52 + C53 * C53 + C54 * C54 + C55 * C55 + C56 * C56 + C57 * C57 + C58 * C58 + C59 * C59 + C60 * C60 + C61 * C61 + C62 * C62 + C63 * C63 + C64 * C64 + C65 * C65 + C66 * C66 + C67 * C67 + C68 * C68 + C69 * C69 + C70 * C70 + C71 * C71 + C72 * C72 + C73 * C73 + C74 * C74 + C75 * C75 + C76 * C76 + C77 * C77 + C78 * C78 + C79 * C79 + C80 * C80 + C81 * C81 + C82 * C82 + C83 * C83 + C84 * C84 + C85 * C85 + C86 * C86 + C87 * C87 + C88 * C88 + C89 * C89 + C90 * C90 + C91 * C91 + C92 * C92 + C93 * C93 + C94 * C94 + C95 * C95 + C96 * C96 + C97 * C97 + C98 * C98 + C99 * C99 + C100 * C100 + C101 * C101 + C102 * C102 + C103 * C103 + C104 * C104 + C105 * C105 + C106 * C106 + C107 * C107 + C108 * C108 + C109 * C109 + C110 * C110 + C111 * C111 + C112 * C112 + C113 * C113 + C114 * C114 + C115 * C115 + C116 * C116 + C117 * C117 + C118 * C118 + C119 * C119 + C120 * C120 + C121 * C121 + C122 * C122 + C123 * C123 + C124 * C124 + C125 * C125 + C126 * C126 + C127 * C127 + C128 * C128 + C129 * C129 + C130 * C130 + C131 * C131 + C132 * C132 + C133 * C133 + C134 * C134 + C135 * C135 + C136 * C136 + C137 * C137 + C138 * C138 + C139 * C139 + C140 * C140 + C141 * C141 + C142 * C142 + C143 * C143 + C144 * C144 + C145 * C145 + C146 * C146 + C147 * C147 + C148 * C148 + C149 * C149 + C150 * C150 + C151 * C151 + C152 * C152 + C153 * C153 + C154 * C154 + C155 * C155 + C156 * C156 + C157 * C157 + C158 * 158 + C159 * * C159 + C160 * C160 + C161 * C161 + C162 * C162 + C163 * C163 + C164 * C164 + C165 * C165 + C166 * C166 + C167 * C167 + C168 * C168 + C169 * C169 + C170 * C170 + C171 * C171 + C172 * C172 + C173 * C173 + C174 * C174 + C175 * C175 + C176 * C176 + C177 * C177 + C178 * C178 + C179 * C179 + C180 * C180 + C181 * C181 + C182 * C182 + C183 * C183 + C184 * C184 + C185 * C185 + C186 * C186 + C187 * C187 + C188 * C188 + C189 * C189 + C190 * C190 + C191 * C191 + C192 * C192 + C193 * C193 + C194 * C194 + C195 * C195 + C196 * C196 + C197 * C197 + C198 * C198 + C199 * C199) - (200 * AVGC200 * AVGC200)) / 199)
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Hi Bruce,
I posted a question 2/19/08 . I designed nad pasted a p.c formula for trying to find those funds that :(see formula below ,at bottom of page)
1. at the 2nd standard dev , from the 200 simple moving average
AND
2. Covering the last 3 yrs of prices.
PLease look at the formula and tell me will it find the candidates at the 2nd LOWER stand dev. from the 200 mov. ave. COVERING the last 3 yrs of sample prices.
Thankyou,
DR Silverhardt
PS I hope i made my question a little clearer this time
AVGC200 - 2 * SQR(ABS(C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 + C16 ^ 2 + C17 ^ 2 + C18 ^ 2 + C19 ^ 2 + C20 ^ 2 + C21 ^ 2 + C22 ^ 2 + C23 ^ 2 + C24 ^ 2 + C25 ^ 2 + C26 ^ 2 + C27 ^ 2 + C28 ^ 2 + C29 ^ 2 + C30 ^ 2 + C31 ^ 2 + C32 ^ 2 + C33 ^ 2 + C34 ^ 2 + C35 ^ 2 + C36 ^ 2 + C37 ^ 2 + C38 ^ 2 + C39 ^ 2 + C40 ^ 2 + C41 ^ 2 + C42 ^ 2 + C43 ^ 2 + C44 ^ 2 + C45 ^ 2 + C46 ^ 2 + C47 ^ 2 + C48 ^ 2 + C49 ^ 2 + C50 ^ 2 + C51 ^ 2 + C52 ^ 2 + C53 ^ 2 + C54 ^ 2 + C55 ^ 2 + C56 ^ 2 + C57 ^ 2 + C58 ^ 2 + C59 ^ 2 + C60 ^ 2 + C61 ^ 2 + C62 ^ 2 + C63 ^ 2 + C64 ^ 2 + C65 ^ 2 + C66 ^ 2 + C67 ^ 2 + C68 ^ 2 + C69 ^ 2 + C70 ^ 2 + C71 ^ 2 + C72 ^ 2 + C73 ^ 2 + C74 ^ 2 + C75 ^ 2 + C76 ^ 2 + C77 ^ 2 + C78 ^ 2 + C79 ^ 2 + C80 ^ 2 + C81 ^ 2 + C82 ^ 2 + C83 ^ 2 + C84 ^ 2 + C85 ^ 2 + C86 ^ 2 + C87 ^ 2 + C88 ^ 2 + C89 ^ 2 + C90 ^ 2 + C91 ^ 2 + C92 ^ 2 + C93 ^ 2 + C94 ^ 2 + C95 ^ 2 + C96 ^ 2 + C97 ^ 2 + C98 ^ 2 + C99 ^ 2 + C100 ^ 2 + C101 ^ 2 + C102 ^ 2 + C103 ^ 2 + C104 ^ 2 + C105 ^ 2 + C106 ^ 2 + C107 ^ 2 + C108 ^ 2 + C109 ^ 2 + C110 ^ 2 + C111 ^ 2 + C112 ^ 2 + C113 ^ 2 + C114 ^ 2 + C115 ^ 2 + C116 ^ 2 + C117 ^ 2 + C118 ^ 2 + C119 ^ 2 + C120 ^ 2 + C121 ^ 2 + C122 ^ 2 + C123 ^ 2 + C124 ^ 2 + C125 ^ 2 + C126 ^ 2 + C127 ^ 2 + C128 ^ 2 + C129 ^ 2 + C130 ^ 2 + C131 ^ 2 + C132 ^ 2 + C133 ^ 2 + C134 ^ 2 + C135 ^ 2 + C136 ^ 2 + C137 ^ 2 + C138 ^ 2 + C139 ^ 2 + C140 ^ 2 + C141 ^ 2 + C142 ^ 2 + C143 ^ 2 + C144 ^ 2 + C145 ^ 2 + C146 ^ 2 + C147 ^ 2 + C148 ^ 2 + C149 ^ 2 + C150 ^ 2 + C151 ^ 2 + C152 ^ 2 + C153 ^ 2 + C154 ^ 2 + C155 ^ 2 + C156 ^ 2 + C157 ^ 2 + C158 ^ 2 + C159 ^ 2 + C160 ^ 2 + C161 ^ 2 + C162 ^ 2 + C163 ^ 2 + C164 ^ 2 + C165 ^ 2 + C166 ^ 2 + C167 ^ 2 + C168 ^ 2 + C169 ^ 2 + C170 ^ 2 + C171 ^ 2 + C172 ^ 2 + C173 ^ 2 + C174 ^ 2 + C175 ^ 2 + C176 ^ 2 + C177 ^ 2 + C178 ^ 2 + C179 ^ 2 + C180 ^ 2 + C181 ^ 2 + C182 ^ 2 + C183 ^ 2 + C184 ^ 2 + C185 ^ 2 + C186 ^ 2 + C187 ^ 2 + C188 ^ 2 + C189 ^ 2 + C190 ^ 2 + C191 ^ 2 + C192 ^ 2 + C193 ^ 2 + C194 ^ 2 + C195 ^ 2 + C196 ^ 2 + C197 ^ 2 + C198 ^ 2 + C199 ^ 2 + C200 ^ 2 + C201 ^ 2 + C202 ^ 2 + C203 ^ 2 + C204 ^ 2 + C205 ^ 2 + C206 ^ 2 + C207 ^ 2 + C208 ^ 2 + C209 ^ 2 + C210 ^ 2 + C211 ^ 2 + C212 ^ 2 + C213 ^ 2 + C214 ^ 2 + C215 ^ 2 + C216 ^ 2 + C217 ^ 2 + C218 ^ 2 + C219 ^ 2 + C220 ^ 2 + C221 ^ 2 + C222 ^ 2 + C223 ^ 2 + C224 ^ 2 + C225 ^ 2 + C226 ^ 2 + C227 ^ 2 + C228 ^ 2 + C229 ^ 2 + C230 ^ 2 + C231 ^ 2 + C232 ^ 2 + C233 ^ 2 + C234 ^ 2 + C235 ^ 2 + C236 ^ 2 + C237 ^ 2 + C238 ^ 2 + C239 ^ 2 + C240 ^ 2 + C241 ^ 2 + C242 ^ 2 + C243 ^ 2 + C244 ^ 2 + C245 ^ 2 + C246 ^ 2 + C247 ^ 2 + C248 ^ 2 + C249 ^ 2 + C250 ^ 2 + C251 ^ 2 + C252 ^ 2 + C253 ^ 2 + C254 ^ 2 + C255 ^ 2 + C256 ^ 2 + C257 ^ 2 + C258 ^ 2 + C259 ^ 2 + C260 ^ 2 + C261 ^ 2 + C262 ^ 2 + C263 ^ 2 + C264 ^ 2 + C265 ^ 2 + C266 ^ 2 + C267 ^ 2 + C268 ^ 2 + C269 ^ 2 + C270 ^ 2 + C271 ^ 2 + C272 ^ 2 + C273 ^ 2 + C274 ^ 2 + C275 ^ 2 + C276 ^ 2 + C277 ^ 2 + C278 ^ 2 + C279 ^ 2 + C280 ^ 2 + C281 ^ 2 + C282 ^ 2 + C283 ^ 2 + C284 ^ 2 + C285 ^ 2 + C286 ^ 2 + C287 ^ 2 + C288 ^ 2 + C289 ^ 2 + C290 ^ 2 + C291 ^ 2 + C292 ^ 2 + C293 ^ 2 + C294 ^ 2 + C295 ^ 2 + C296 ^ 2 + C297 ^ 2 + C298 ^ 2 + C299 ^ 2 + C300 ^ 2 + C301 ^ 2 + C302 ^ 2 + C303 ^ 2 + C304 ^ 2 + C305 ^ 2 + C306 ^ 2 + C307 ^ 2 + C308 ^ 2 + C309 ^ 2 + C310 ^ 2 + C311 ^ 2 + C312 ^ 2 + C313 ^ 2 + C314 ^ 2 + C315 ^ 2 + C316 ^ 2 + C317 ^ 2 + C318 ^ 2 + C319 ^ 2 + C320 ^ 2 + C321 ^ 2 + C322 ^ 2 + C323 ^ 2 + C324 ^ 2 + C325 ^ 2 + C326 ^ 2 + C327 ^ 2 + C328 ^ 2 + C329 ^ 2 + C330 ^ 2 + C331 ^ 2 + C332 ^ 2 + C333 ^ 2 + C334 ^ 2 + C335 ^ 2 + C336 ^ 2 + C337 ^ 2 + C338 ^ 2 + C339 ^ 2 + C340 ^ 2 + C341 ^ 2 + C342 ^ 2 + C343 ^ 2 + C344 ^ 2 + C345 ^ 2 + C346 ^ 2 + C347 ^ 2 + C348 ^ 2 + C349 ^ 2 + C350 ^ 2 + C351 ^ 2 + C352 ^ 2 + C353 ^ 2 + C354 ^ 2 + C355 ^ 2 + C356 ^ 2 + C357 ^ 2 + C358 ^ 2 + C359 ^ 2 + C360 ^ 2 + C361 ^ 2 + C362 ^ 2 + C363 ^ 2 + C364 ^ 2 + C365 ^ 2 + C366 ^ 2 + C367 ^ 2 + C368 ^ 2 + C369 ^ 2 + C370 ^ 2 + C371 ^ 2 + C372 ^ 2 + C373 ^ 2 + C374 ^ 2 + C375 ^ 2 + C376 ^ 2 + C377 ^ 2 + C378 ^ 2 + C379 ^ 2 + C380 ^ 2 + C381 ^ 2 + C382 ^ 2 + C383 ^ 2 + C384 ^ 2 + C385 ^ 2 + C386 ^ 2 + C387 ^ 2 + C388 ^ 2 + C389 ^ 2 + C390 ^ 2 + C391 ^ 2 + C392 ^ 2 + C393 ^ 2 + C394 ^ 2 + C395 ^ 2 + C396 ^ 2 + C397 ^ 2 + C398 ^ 2 + C399 ^ 2 + C400 ^ 2 + C401 ^ 2 + C402 ^ 2 + C403 ^ 2 + C404 ^ 2 + C405 ^ 2 + C406 ^ 2 + C407 ^ 2 + C408 ^ 2 + C409 ^ 2 + C410 ^ 2 + C411 ^ 2 + C412 ^ 2 + C413 ^ 2 + C414 ^ 2 + C415 ^ 2 + C416 ^ 2 + C417 ^ 2 + C418 ^ 2 + C419 ^ 2 + C420 ^ 2 + C421 ^ 2 + C422 ^ 2 + C423 ^ 2 + C424 ^ 2 + C425 ^ 2 + C426 ^ 2 + C427 ^ 2 + C428 ^ 2 + C429 ^ 2 + C430 ^ 2 + C431 ^ 2 + C432 ^ 2 + C433 ^ 2 + C434 ^ 2 + C435 ^ 2 + C436 ^ 2 + C437 ^ 2 + C438 ^ 2 + C439 ^ 2 + C440 ^ 2 + C441 ^ 2 + C442 ^ 2 + C443 ^ 2 + C444 ^ 2 + C445 ^ 2 + C446 ^ 2 + C447 ^ 2 + C448 ^ 2 + C449 ^ 2 + C450 ^ 2 + C451 ^ 2 + C452 ^ 2 + C453 ^ 2 + C454 ^ 2 + C455 ^ 2 + C456 ^ 2 + C457 ^ 2 + C458 ^ 2 + C459 ^ 2 + C460 ^ 2 + C461 ^ 2 + C462 ^ 2 + C463 ^ 2 + C464 ^ 2 + C465 ^ 2 + C466 ^ 2 + C467 ^ 2 + C468 ^ 2 + C469 ^ 2 + C470 ^ 2 + C471 ^ 2 + C472 ^ 2 + C473 ^ 2 + C474 ^ 2 + C475 ^ 2 + C476 ^ 2 + C477 ^ 2 + C478 ^ 2 + C479 ^ 2 + C480 ^ 2 + C481 ^ 2 + C482 ^ 2 + C483 ^ 2 + C484 ^ 2 + C485 ^ 2 + C486 ^ 2 + C487 ^ 2 + C488 ^ 2 + C489 ^ 2 + C490 ^ 2 + C491 ^ 2 + C492 ^ 2 + C493 ^ 2 + C494 ^ 2 + C495 ^ 2 + C496 ^ 2 + C497 ^ 2 + C498 ^ 2 + C499 ^ 2 + C500 ^ 2 + C501 ^ 2 + C502 ^ 2 + C503 ^ 2 + C504 ^ 2 + C505 ^ 2 + C506 ^ 2 + C507 ^ 2 + C508 ^ 2 + C509 ^ 2 + C510 ^ 2 + C511 ^ 2 + C512 ^ 2 + C513 ^ 2 + C514 ^ 2 + C515 ^ 2 + C516 ^ 2 + C517 ^ 2 + C518 ^ 2 + C519 ^ 2 + C520 ^ 2 + C521 ^ 2 + C522 ^ 2 + C523 ^ 2 + C524 ^ 2 + C525 ^ 2 + C526 ^ 2 + C527 ^ 2 + C528 ^ 2 + C529 ^ 2 + C530 ^ 2 + C531 ^ 2 + C532 ^ 2 + C533 ^ 2 + C534 ^ 2 + C535 ^ 2 + C536 ^ 2 + C537 ^ 2 + C538 ^ 2 + C539 ^ 2 + C540 ^ 2 + C541 ^ 2 + C542 ^ 2 + C543 ^ 2 + C544 ^ 2 + C545 ^ 2 + C546 ^ 2 + C547 ^ 2 + C548 ^ 2 + C549 ^ 2 + C550 ^ 2 + C551 ^ 2 + C552 ^ 2 + C553 ^ 2 + C554 ^ 2 + C555 ^ 2 + C556 ^ 2 + C557 ^ 2 + C558 ^ 2 + C559 ^ 2 + C560 ^ 2 + C561 ^ 2 + C562 ^ 2 + C563 ^ 2 + C564 ^ 2 + C565 ^ 2 + C566 ^ 2 + C567 ^ 2 + C568 ^ 2 + C569 ^ 2 + C570 ^ 2 + C571 ^ 2 + C572 ^ 2 + C573 ^ 2 + C574 ^ 2 + C575 ^ 2 + C576 ^ 2 + C577 ^ 2 + C578 ^ 2 + C579 ^ 2 + C580 ^ 2 + C581 ^ 2 + C582 ^ 2 + C583 ^ 2 + C584 ^ 2 + C585 ^ 2 + C586 ^ 2 + C587 ^ 2 + C588 ^ 2 + C589 ^ 2 + C590 ^ 2 + C591 ^ 2 + C592 ^ 2 + C593 ^ 2 + C594 ^ 2 + C595 ^ 2 + C596 ^ 2 + C597 ^ 2 + C598 ^ 2 + C599 ^ 2 + C600 ^ 2 + C601 ^ 2 + C602 ^ 2 + C603 ^ 2 + C604 ^ 2 + C605 ^ 2 + C606 ^ 2 + C607 ^ 2 + C608 ^ 2 + C609 ^ 2 + C610 ^ 2 + C611 ^ 2 + C612 ^ 2 + C613 ^ 2 + C614 ^ 2 + C615 ^ 2 + C616 ^ 2 + C617 ^ 2 + C618 ^ 2 + C619 ^ 2 + C620 ^ 2 + C621 ^ 2 + C622 ^ 2 + C623 ^ 2 + C624 ^ 2 + C625 ^ 2 + C626 ^ 2 + C627 ^ 2 + C628 ^ 2 + C629 ^ 2 + C630 ^ 2 + C631 ^ 2 + C632 ^ 2 + C633 ^ 2 + C634 ^ 2 + C635 ^ 2 + C636 ^ 2 + C637 ^ 2 + C638 ^ 2 + C639 ^ 2 + C640 ^ 2 + C641 ^ 2 + C642 ^ 2 + C643 ^ 2 + C644 ^ 2 + C645 ^ 2 + C646 ^ 2 + C647 ^ 2 + C648 ^ 2 + C649 ^ 2 + C650 ^ 2 + C651 ^ 2 + C652 ^ 2 + C653 ^ 2 + C654 ^ 2 + C655 ^ 2 + C656 ^ 2 + C657 ^ 2 + C658 ^ 2 + C659 ^ 2 + C660 ^ 2 + C661 ^ 2 + C662 ^ 2 + C663 ^ 2 + C664 ^ 2 + C665 ^ 2 + C666 ^ 2 + C667 ^ 2 + C668 ^ 2 + C669 ^ 2 + C670 ^ 2 + C671 ^ 2 + C672 ^ 2 + C673 ^ 2 + C674 ^ 2 + C675 ^ 2 + C676 ^ 2 + C677 ^ 2 + C678 ^ 2 + C679 ^ 2 + C680 ^ 2 + C681 ^ 2 + C682 ^ 2 + C683 ^ 2 + C684 ^ 2 + C685 ^ 2 + C686 ^ 2 + C687 ^ 2 + C688 ^ 2 + C689 ^ 2 + C690 ^ 2 + C691 ^ 2 + C692 ^ 2 + C693 ^ 2 + C694 ^ 2 + C695 ^ 2 + C696 ^ 2 + C697 ^ 2 + C698 ^ 2 + C699 ^ 2 + C700 ^ 2 + C701 ^ 2 + C702 ^ 2 + C703 ^ 2 + C704 ^ 2 + C705 ^ 2 + C706 ^ 2 + C707 ^ 2 + C708 ^ 2 + C709 ^ 2 + C710 ^ 2 + C711 ^ 2 + C712 ^ 2 + C713 ^ 2 + C714 ^ 2 + C715 ^ 2 + C716 ^ 2 + C717 ^ 2 + C718 ^ 2 + C719 ^ 2 + C720 ^ 2 + C721 ^ 2 + C722 ^ 2 + C723 ^ 2 + C724 ^ 2 + C725 ^ 2 + C726 ^ 2 + C727 ^ 2 + C728 ^ 2 + C729 ^ 2 + C730 ^ 2 + C731 ^ 2 + C732 ^ 2 + C733 ^ 2 + C734 ^ 2 + C735 ^ 2 + C736 ^ 2 + C737 ^ 2 + C738 ^ 2 + C739 ^ 2 + C740 ^ 2 + C741 ^ 2 + C742 ^ 2 + C743 ^ 2 + C744 ^ 2 + C745 ^ 2 + C746 ^ 2 + C747 ^ 2 + C748 ^ 2 + C749 ^ 2 - 750 * AVGC750 ^ 2) / 749)
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Hi ,
I have wirtten a pc for finding the lower 2nd stand. deviation from the 200 moving average on TC funds .
However this would only cover those candiates from the last 200 days.How would I find the funds that are at the lower 2nd stand from the 200ma covering the last 3yrs? What do you add to the formula below to include the last 3 yrs ?
Thank You,
Dr Silverhardt MBA
(email removed by moderator)
see PC below:
AVGC200 - 2 * SQR(((C - AVGC200) ^ 2 + (C1 - AVGC200) ^ 2 + (C2 - AVGC200) ^ 2 + (C3 - AVGC200) ^ 2 + (C4 - AVGC200 ) ^ 2 + (C5 - AVGC200) ^ 2 + (C6 - AVGC200) ^ 2 + (C7 - AVGC200) ^ 2 + (C8 - AVGC200) ^ 2 + (C9 - AVGC200) ^ 2 + (C10 - AVGC200) ^ 2 + (C11 - AVGC200) ^ 2 + (C12 - AVGC200) ^ 2 + (C13 - AVGC200) ^ 2 + (C14 - AVGC200) ^ 2 + (C$15 - AVGC200) ^ 2 + (C16 - AVGC200) ^ 2 + (C17 - AVGC200) ^ 2 + (C18 - AVGC200) ^ 2 + (C19 - AVGC200) ^ 2 + (C20 - AVGC200) ^ 2 + (C21 - AVGC200) ^ 2 + (C22 - AVGC200) ^ 2 + (C23 - AVGC200) ^ 2 + (C24 - AVGC200) ^ 2 + (C25 - AVGC200) ^ 2 + (C26 - AVGC200) ^ 2 + (C27 - AVGC200) ^ 2 + (C28 - AVGC200) ^ 2 + (C29 - AVGC200) ^ 2 + (C30 - AVGC200) ^ 2 + (C31 - AVGC200) ^ 2 + (C32 - AVGC200) ^ 2 + (C33 - AVGC200) ^ 2 + (C34 - AVGC200) ^ 2 + (C35 - AVGC200) ^ 2 + (C36 - AVGC200) ^ 2 + (C37 - AVGC200) ^ 2 + (C38 - AVGC200) ^ 2 + (C39 - AVGC200) ^ 2 + (C40 - AVGC200) ^ 2 + (C41 - AVGC200) ^ 2 + (C42 - AVGC200) ^ 2 + (C43 - AVGC200) ^ 2 + (C44 - AVGC200) ^ 2 + (C45 - AVGC200) ^ 2 + (C46 - AVGC200) ^ 2 + (C47 - AVGC200) ^ 2 + (C48 - AVGC200) ^ 2 + (C49 - AVGC200) ^ 2 + (C50 - AVGC200) ^ 2 + (C51 - AVGC200) ^ 2 + (C52 - AVGC200) ^ 2 + (C53 - AVGC200) ^ 2 + (C54 - AVGC200) ^ 2 + (C55 - AVGC200) ^ 2 + (C56 - AVGC200) ^ 2 + (C57 - AVGC200) ^ 2 + (C58 - AVGC200) ^ 2 + (C59 - AVGC200) ^ 2 + (C60 - AVGC200) ^ 2 + (C61 - AVGC200) ^ 2 + (C62 - AVGC200) ^ 2 + (C63 - AVGC200) ^ 2 + (C64 - AVGC200) ^ 2 + (C65 - AVGC200) ^ 2 + (C66 - AVGC200) ^ 2 + (C67 - AVGC200) ^ 2 + (C68 - AVGC200) ^ 2 + (C69 - AVGC200) ^ 2 + (C70 - AVGC200) ^ 2 + (C71 - AVGC200) ^ 2 + (C72 - AVGC200) ^ 2 + (C7 - AVGC200)3 ^ 2 + (C74 - AVGC200) ^ 2 + (C75 - AVGC200) ^ 2 + (C76 - AVGC200) ^ 2 + (C77 - AVGC200) ^ 2 + (C78 - AVGC200) ^ 2 + (C79 - AVGC200) ^ 2 + (C80 - AVGC200) ^ 2 + (C81 - AVGC200) ^ 2 + (C82 - AVGC200) ^ 2 + (C83 - AVGC200) ^ 2 + (C84 - AVGC200) ^ 2 + (C85 - AVGC200) ^ 2 + (C86 - AVGC200) ^ 2 + (C87 - AVGC200) ^ 2 + (C88 - AVGC200) ^ 2 + (C89 - AVGC200) ^ 2 + (C90 - AVGC200) ^ 2 + (C91 - AVGC200) ^ 2 + (C92 - AVGC200) ^ 2 + (C93 - AVGC200) ^ 2 + (C94 - AVGC200) ^ 2 + (C95 - AVGC200) ^ 2 + (C96 - AVGC200) ^ 2 + (C97 - AVGC200) ^ 2 + (C98 - AVGC200) ^ 2 + (C99 - AVGC200) ^ 2 + (C100 - AVGC200) ^ 2 + (C101 - AVGC200) ^ 2 + (C102 - AVGC200) ^ 2 + (C103 - AVGC200) ^ 2 + (C104 - AVGC200) ^ 2 + (C105 - AVGC200) ^ 2 + (C106 - AVGC200) ^ 2 + (C107 - AVGC200) ^ 2 + (C108 - AVGC200) ^ 2 + (C109 - AVGC200) ^ 2 + (C110 - AVGC200) ^ 2 + (C111 - AVGC200) ^ 2 + (C112 - AVGC200) ^ 2 + (113 - AVGC200) ^ 2 + (C114 - AVGC200) ^ 2 + (C115 - AVGC200) ^ 2 + (C116 - AVGC200) ^ 2 + (C117 - AVGC200) ^ 2 + (C118 - AVGC200) ^ 2 + (C119 - AVGC200) ^ 2 + (C120 - AVGC200) ^ 2 + (C121 - AVGC200) ^ 2 + (C122 - AVGC200) ^ 2 + (C123 - AVGC200) ^ 2 + (C124 - AVGC200) ^ 2 + (C125 - AVGC200) ^ 2 + (C126 - AVGC200) ^ 2 + (C127 - AVGC200) ^ 2 + (C128 - AVGC200) ^ 2 + (C129 - AVGC200) ^ 2 + (C130 - AVGC200) ^ 2 + (C131 - AVGC200) ^ 2 + (C132 - AVGC200) ^ 2 + (C133 - AVGC200) ^ 2 + (C134 - AVGC200) ^ 2 + (C135 - AVGC200) ^ 2 + (C136 - AVGC200) ^ 2 + (C137 - AVGC200) ^ 2 + (C138 - AVGC200) ^ 2 + (C139 - AVGC200) ^ 2 + (C140 - AVGC200) ^ 2 + (C141 - AVGC200) ^ 2 + (C142 - AVGC200) ^ 2 + (C143 - AVGC200) ^ 2 + (C144 - AVGC200) ^ 2 + (C145 - AVGC200) ^ 2 + (C146 - AVGC200) ^ 2 + (C147 - AVGC200) ^ 2 + (C148 - AVGC200) ^ 2 + (C149 - AVGC200) ^ 2 + (C150 - AVGC200) ^ 2 + (C151 - AVGC200) ^ 2 + (C152 - AVGC200) ^ 2 + (C153 - AVGC200) ^ 2 + (C154 - AVGC200) ^ 2 + (C155 - AVGC200) ^ 2 + (C156 - AVGC200) ^ 2 + (C157 - AVGC200) ^ 2 + (C158 - AVGC200) ^ 2 + (C159 - AVGC200) ^ 2 + (C160 - AVGC200) ^ 2 + (C161 - AVGC200) ^ 2 + (C162 - AVGC200) ^ 2 + (C163 - AVGC200) ^ 2 + (C164 - AVGC200) ^ 2 + (C165 - AVGC200) ^ 2 + (C166 - AVGC200) ^ 2 + (C167 - AVGC200) ^ 2 + (C168 - AVGC200) ^ 2 + (C169 - AVGC200) ^ 2 + (C170 - AVGC200) ^ 2 + (C171 - AVGC200) ^ 2 + (C172 - AVGC200) ^ 2 + (C173 - AVGC200) ^ 2 + (C174 - AVGC200) ^ 2 + (C175 - AVGC200) ^ 2 + (C176 - AVGC200) ^ 2 + (C177 - AVGC200) ^ 2 + (C178 - AVGC200) ^ 2 + (C179 - AVGC200) ^ 2 + (C180 - AVGC200) ^ 2 + (C181 - AVGC200) ^ 2 + (C182 - AVGC200) ^ 2 + (C183 - AVGC200) ^ 2 + (C184 - AVGC200) ^ 2 + (C185 - AVGC200) ^ 2 + (C186 - AVGC200) ^ 2 + (C187 - AVGC200) ^ 2 + (C188 - AVGC200) ^ 2 + (C189 - AVGC200) ^ 2 + (C190 - AVGC200) ^ 2 + (C191 - AVGC200) ^ 2 + (C192 - AVGC200) ^ 2 + (C193 - AVGC200) ^ 2 + (C194 - AVGC200) ^ 2 + (C195 - AVGC200) ^ 2 + (C196 - AVGC200) ^ 2 + (C197 - AVGC200) ^ 2 + (C198 - AVGC200) ^ 2 + (C199 - AVGC200) ^ 2) / 199 )
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Hi Bruce, 12/18/06
I am trying to hone a pcf for lower 2nd stand dev using the
stand dev formula : 2stand dev= 2*SQR(Sum((mean- entry1)^2 +(mean -entry2)^2 + ...etc)/n-1)) or something like this
If we apply the above to get the lower 2nd stand dev for 1 year of trading days ,would the following be a start:
2* SQR(Sum (avgc-c200)^2+ (avgc-C199)^2 + (AvgC-C198)^2+ .....(AvgC200-C1)^2)/199 ?
Please fine tune the above .
Also why is 10 considered 1 a standard dev for 1 bollinger band from the moving avergae ? Or do i not understand something here.
thankyou..happy holiday!
Dr Silverhardt
docmba (user)
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Hello,
I requested your feedback/help on stand dev 11/28/06 tues.I haven't seen any response?
Thankyou,
Dr Silverhardt
docmba
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Hello
I am trying to write 2 pcfs:
1) for gap up greater than 20% in price within the last 50 days.
2) for gap downs > 20% in price within the last 50 days
thankyou,
Dr Silverhardt
docmba
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Hi Bruce ,
Tryng to use 2 standard dev to signal 5 % probability on the upper price limit as a signal to buy puts , bear call spreads . The formula below was harnessed from previous requests. Tell if I am wrong on how to sort for these upper 2 stand dev sorts.
Here is what i did:
1.created custom indicator as follows -
BB(20,2) = set period = 20 & width =20 . I using a 20 day smooth moving ave.
2.created a pcf for 2 standard dev as demonstrated below:
AvgC20 - 2 * SQR((( C*C +C1*C1
+C2*C2 +C3*C3 +C4*C4 +C5*C5 +C6*C6
+C7*C7 +C8*C8 +C9*C9 +C10*C10
+C11*C11 +C12*C12 +C13*C13 +C14*C14
+C15*C15 +C16*C16 +C17*C17 +C18*C18
+C19*C19 ) - ( 20 * AvgC20*AvgC20 ) ) / 19 )
Below is what I observed:
1.the upper bolinger band does not intersect the "sorted" 2 stand price.
2.The sorted 2 stand dev price lagged the close for that day.The "sorted" number i.e 34 (I presume thia is price at 2nd stand) while the closing was 29.THe market close always lagged resulting in missed opportunity.
What I am not understanding as I want to find stocks at their upper 2nd stand dev ,which is demonstrated by a sort number and 2nd stand dev baND .The 2nd stand dev sorted price COINCIDES WITH THE CLOSE .In other words, using the templates written out above: PCF 2 stand dev & BB formual custom indicator I want to find where the market close coincides with upper 2nd stand. ?
Thankyou,
Dr Silverhardt
docmba (user)
(email removed by Moderator)
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