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Profile: celo
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User Name: celo
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Joined: Thursday, October 7, 2004
Last Visit: Tuesday, October 2, 2012 9:03:23 PM
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Last 10 Posts
Topic: 5 day price change on previous day
Posted: Tuesday, October 2, 2012 10:40:25 AM

 I use the following PCF for finding the price change over the last 5 days ending today

(C - C5) / C5 * 100

I am trying to write a PCF fo finding the price change over the last 5 days at yesterdays close, two days ago close, three days etc for backtesting

I wondered if this is the correct PCF for 5 day price change at yesterdays close.

(C1 - C5.1) / C5.1 * 100

Is this the correct PCF for 5 day price change at close 2 days ago

 (C2- C5.2) / C5.2 * 100

Thanks very much

 

Topic: Price change and range
Posted: Friday, September 21, 2012 11:41:19 AM

 I am using the following PCF in telechart version 6. I am trying to use this real time in Stockfinder. I have no idea how to convert this to Stockfinder. Could you please supply me with the code to convert this PCF for Stockfinder., This PCF combines the 78 day change and the 252 day range to give me a numerical value for both of the values combined.

 

100 * ((C - C78) / C78 + (C - MINL252) / (MAXH252 - MINL252)) / 2

Topic: MoneyStream range on prior days
Posted: Monday, September 17, 2012 11:14:29 AM

I am trying to write a PCF for moneystream range for yesterday, 2 days ago, etc. for backtesting.

 

Would this be the correct PCF for 78 day Moneystream range yesterday?

 100 * (MS.1 - MIN(MS,78.1)) / (MAX(MS,78.1) - MIN(MS,78.1))

78 day Moneystream 2 days ago

 100 * (MS.2 - MIN(MS,78.2)) / (MAX(MS,78.2) - MIN(MS,78.2))

I am dong a lot of back testing and want to make sure this is correct. Thanks

Topic: Backtesting Moneystream Range
Posted: Monday, September 10, 2012 12:53:59 PM

Thanks for your quick reply

 

 

Topic: Backtesting Moneystream Range
Posted: Monday, September 10, 2012 12:35:02 PM

I am using the following PCF for testing 136 day Money Stream Range today

 100 * (MS - MIN(MS,136)) / (MAX(MS,136) - MIN(MS,136))

I am trying to use this for backtesting 136 day Money Stream Range yesterday and  2 days ago etc?

Is this the correct way to write the PCF for yesterday?

100 * (MS - MIN(MS,136.1)) / (MAX(MS,136.1) - MIN(MS,136.1))

Would the PCF for 2 days ago be ?

100 * (MS - MIN(MS,136.2)) / (MAX(MS,136.2) - MIN(MS,136.2))

I don't know if this is correct.

Thanks very much

 

 

Topic: backtesting with PCF's
Posted: Tuesday, September 4, 2012 1:37:02 PM

Bruce,

Thanks for you very thorough and precise response.

I actually had all of the the PCF's written correctly for other days, I screwed up the  (2) 10 days PCF's  since I wrote them only for this question and apparently I wrote them inproperly by mistake.

I checked the new PCF'S  put into this question multiple times but you found the errors and I did not and I definitely appreciate your  attention to detail.

I did check the one days price change for previous days since this is easy to check I did find that my PCF works for this. We must count  the number of days in the past in a different way than I do. I look at the number of days after the market is closed and the program is updated. Regardless,  the way I have the PCF written works for me the way I count days  but I appreciate you pointing this out.

As I have been doing tests full time backtesting for weeks I really wanted to make sure these PCF's were correct as I found differences in some days test run 20 or 30 days ago. I am not sure why there are differences except perhaps I did the tests wrong originally and now I am doing them correctly.

I was really freaking out last night when I ran the tests for twenty days ago and compared them to the evening I ran the test the results were not even close. I was afraid I had a mistake somewhere in my calculations and the last 4 weeks work were all in vain, apparently this is not the case.

Thanks very much again.

 

Topic: backtesting with PCF's
Posted: Tuesday, September 4, 2012 12:17:08 PM

I have been having some issues  backtesting with the PCF's below. I am getting different results on some of the older tests than I believe I should be getting. The  more recent tests seem to be correct,  but the further back in time I go the more incorrect the tests seem to be.

 I would appreciate it if you could check to see if I have the following PCF's  written correctly. I have put in PCF's for today, yesterday and 10 days ago for most of the tests to make sure they are all correct and I have not made any mistakes on the PCF's on the older scans. Since I have been spending my full time backtesting I want to make sure the PCF's are correct.  

Are these any other reasons why you would believe the older tests could be incorrect?

Also,are there any limitations on using these PCF's back in time besides the availability of data for the days I would want to test?  Thanks very much.

 ((C - C1) / C1 * 100)  1 day price change

 ((C9 - C10) / C10 * 100)  1 day price change 10 days ago

 100 * ( V / AVGV136)  136 day volume surge today

 100 * V1 / AVGV136.1  136 day volume surge 1 day ago

 100 * V10 / AVGV136.10   136 day volume surge 10 days ago

 100 * ((C - C136) / C136 + (C - MINL252) / (MAXH252 - MINL252)) / 2    136 day price change and 252 day range  

100 * ((C1 - C137) / C137 + (C1 - MINL252.1) / (MAXH252.1 - MINL252.1)) / 2   136 day price change and 252 day range 1 day ago  

100 * ((C10 - C146) / C146 + (C10 - MINL252.10) / (MAXH252.10 - MINL252.10)) / 2  136 day price change and 252 day range 2 days ago  

C1  price one day ago

C10  price 10 days ago

 AVGC5 * AVGV5 / 100   5 day average dollar volume

AVGC5.1* AVGV5.1/ 100   5 day average dollar volume 1 day ago

AVGC5.10* AVGV5.10 100   5 day average dollar volume 10 days ago

Topic: Average Dollar Volume
Posted: Monday, August 6, 2012 1:34:54 PM

Decent approximations are good enough i this case. Just wanted to make sure I was on the right track.

Thanks for you insights

Topic: Average Dollar Volume
Posted: Monday, August 6, 2012 12:30:20 PM
Topic: Average Dollar Volume
Posted: Monday, August 6, 2012 12:29:27 PM

I have been using the pcf below for average dollar volume over the last 5 days. Are these PCF's correct?

 AVGC5 * AVGV5 / 100

and the pcf below for average dollar volume for the last 5 days yesterday

 AVGC5.1 * AVGV5.1 / 100

I like this PCF since it give you smaller numbers than the PCF below which give you average dollar volume over the last 5 days

 100 * AVGC5 * AVGV5

 

Thanks