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Profile: Kendallman
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User Name: Kendallman
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Joined: Thursday, October 7, 2004
Last Visit: Friday, May 1, 2020 1:32:03 PM
Number of Posts: 15
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Last 10 Posts
Topic: Option Chain PCFs
Posted: Saturday, August 26, 2017 6:31:49 PM

I too would like this very same feature.  We are now building lots of column setting scans and would be very helpful to have PCF's off of option value and days till expiration.  Please this feature and thank you.

 

Topic: Option Chain PCFs
Posted: Saturday, August 26, 2017 6:30:42 PM

QUOTE (UnclePennybags)

Bruce, apologies if I asked this already. Sounds vaguely familiar, but...

Can PCFs be written using Option Chain values?

The specific value I'm interested in (at least until my next cup of coffee, LOL) is the average price per day of an option's time value, or...

avg price per day = Time Value / Days Till Expiration

I know time decay doesn't happen in a linear fashion, but the calculation does have its uses.

If not, any other way to do the same thing in TC2000?

If not, and I think I already suggested this, but no harm in stuffing the ballot box for v18 ... exporting the Option Chain data would allow further analysis. The sticky bit is probably the data provide not being happy about letting exporting their data into the wild.

Thanks.

Topic: 50 Day Historical Volatility
Posted: Wednesday, September 30, 2015 2:01:58 PM

We are utilizing this historical volatility indicator.  Now we monitor many equities with this indicator.

We have taken this PCF and have created a columni in our watchlist. 

We woud like to have the values displayed as a percentage of the volatility in relation to te historical volatiity.  Then we can scan and sort based on those equities in our watch list in relation to the highest current volatility as a percent to its historical volatility. 

How do we do this?

Topic: Changing Stochastics Condition
Posted: Monday, June 18, 2012 4:58:25 PM

We are looking to have a second bar confirmation from a PCF that we have created.

 

Current PCF is

STOC14.1.1 > 80 AND STOC14.1 <= 80

 

what does STOC14.1.1 mean?  I believe the .1 means 1 bar ago.

We would like to change to 1 and 2 bars ago.  How do I add this addtional 2nd bar confirmation?

 

Topic: converting indicators to Formulas and then having Formulas displayed on Charts
Posted: Monday, May 21, 2012 10:59:09 PM

We are looking to create true/False  line conditions such that we %R goes above -80 a line a appears and when %R goes below -20 a line appears from the True condition.

 

How do I create the this PCF?

Topic: converting indicators to Formulas and then having Formulas displayed on Charts
Posted: Thursday, May 17, 2012 8:37:52 PM

We are trying to create lines on Charts such that when certain true/false indicator conditions are met from and indicator, they are actually displayed on the screen.  We understand how to take a chart indicator and create a scan condition and then save it in the easy scan library.

 

What we need to do is have this indicator true/false PCF converted such that iti becomes an indicator forumula.  This way we can then display the PCF condition as a formula indicator on the charts.

 

How do we do this?

 

 

Topic: True Range Indicator
Posted: Saturday, August 20, 2011 11:44:57 PM
We would like to create an indicator that list the price of a stock as a % of the true range of the stock in the last year.  i.e. we would like as a % the current volatility of a stock in the last 14 days as a percentage to the volatility of the stock in the last year.
Topic: rsi
Posted: Thursday, July 7, 2011 5:37:25 PM
How do I take this PCF and create it as an indicator
Topic: rsi
Posted: Thursday, July 7, 2011 5:36:51 PM
QUOTE (dcan4)
o.k. --
if I want to scan for rsi less than 5 days ago, can the pcf be written to include the smoothing? 
thanks for the help.


How do I take this information and create it as an indicator?
Topic: Can Someone Decode This Scan?
Posted: Tuesday, June 21, 2011 10:20:44 PM
I have taken your Historical volatility formula and have created an indicator out of it.  Now I would like to label it a variable and add a second condition, such that if HV is above a certain value and another condition exists, then it will trigger an event.  How do I get my HV formula converted to a defined variable?