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Need help with PowerPivots formula - Need help with PowerPivots formula
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pedromalzoni  
#1 Posted : Wednesday, October 12, 2005 12:20:25 AM(UTC)
pedromalzoni

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I'm trying this one on a 1-min chart with 6500 pieces of data and it doesn't plot anything :? . Pls help. Thank you :D . priceType:=3; length:=20; factor:=5; offset:=0; htfData:=ExtFml("PowerPivots.TDataCreate",priceType, factor); ma1:=Mov(htfData, length, S); priceType:=3; length:=20; factor:=15; offset:=0; htfData:=ExtFml("PowerPivots.TDataCreate",priceType, factor); ma2:=Mov(htfData, length, S); priceType:=3; length:=20; factor:=30; offset:=0; htfData:=ExtFml("PowerPivots.TDataCreate",priceType, factor); ma3:=Mov(htfData, length, S); priceType:=3; length:=20; factor:=60; offset:=0; htfData:=ExtFml("PowerPivots.TDataCreate",priceType, factor); ma4:=Mov(htfData, length, S); Ma1Wave:=If(C > ma1, +5, -5); Ma2Wave:=If(C > ma2, +15, -15); Ma3Wave:=If(C > ma3, +30, -30); Ma4Wave:=If(C > ma4, +60, -60); Ma1Wave + Ma2Wave + Ma3Wave + Ma4Wave
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henry1224  
#2 Posted : Wednesday, October 12, 2005 1:46:31 AM(UTC)
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Here is a formula for Time Average MA priceType:=Input("Price (Open=0 High=1 Low=2 Close=3)", 0, 3, 3); length:=Input("Length", 1, 1000, 20); factor:=Input("TFactor", 0, 1000, 1); offset:=Input("Offset", 0, 1000, 0); Mat:=Input("MA 1=Sim 2=Exp 3=Var 4=Weight 5 =tria 6=Time",1,6,1); htfData:=ExtFml("PowerPivots.TDataCreate",priceType, factor); X:=If(Mat=1, Mov(htfData, length, S),If(Mat=2, Mov(htfData, length, E),If(Mat=3, Mov(htfData, length, VAR),If(Mat=4, Mov(htfData, length, W),If(Mat=5, Mov(htfData, length, TRI), Mov(htfData, length, T)))))); results:=ExtFml("PowerPivots.TDataLocalize", x, factor, offset); results;
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henry1224  
#3 Posted : Wednesday, October 12, 2005 1:49:33 AM(UTC)
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ExtFml("PowerPivots.TDataLocalize", x, factor, offset) is missing in your formula
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pedromalzoni  
#4 Posted : Wednesday, October 12, 2005 4:52:07 AM(UTC)
pedromalzoni

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Thank you Henry, I tried adding DataLocalize (below) but still gives the same error message : "Period value out of range in Mov() function". :? Pls help , I've been trying forever to make this formula work in many ways :D htfData:=ExtFml("PowerPivots.TDataCreate",3, 5); ma1:=Mov(htfData, 20, S); results:=ExtFml("PowerPivots.TDataLocalize", ma1, 5, 0); results; htfData:=ExtFml("PowerPivots.TDataCreate",3, 15); ma2:=Mov(htfData, 20, S); results:=ExtFml("PowerPivots.TDataLocalize", ma2, 15, 0); results; htfData:=ExtFml("PowerPivots.TDataCreate",3, 30); ma3:=Mov(htfData, 20, S); results:=ExtFml("PowerPivots.TDataLocalize", ma3, 30, 0); results; htfData:=ExtFml("PowerPivots.TDataCreate",3, 60); ma4:=Mov(htfData, 20, S); results:=ExtFml("PowerPivots.TDataLocalize", ma4, 60, 0); results; Ma1Wave:=If(C > ma1, +5, -5); Ma2Wave:=If(C > ma2, +15, -15); Ma3Wave:=If(C > ma3, +30, -30); Ma4Wave:=If(C > ma4, +60, -60); Ma1Wave + Ma2Wave + Ma3Wave + Ma4Wave
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henry1224  
#5 Posted : Wednesday, October 12, 2005 11:53:14 PM(UTC)
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htfData:=ExtFml("PowerPivots.TDataCreate",3, 5); ma1:=Mov(htfData, 20, S); results1:=ExtFml("PowerPivots.TDataLocalize", ma1, 5, 0); htfData:=ExtFml("PowerPivots.TDataCreate",3, 15); ma2:=Mov(htfData, 20, S); results2:=ExtFml("PowerPivots.TDataLocalize", ma2, 15, 0); htfData:=ExtFml("PowerPivots.TDataCreate",3, 30); ma3:=Mov(htfData, 20, S); results3:=ExtFml("PowerPivots.TDataLocalize", ma3, 30, 0); htfData:=ExtFml("PowerPivots.TDataCreate",3, 60); ma4:=Mov(htfData, 20, S); results4:=ExtFml("PowerPivots.TDataLocalize", ma4, 60, 0); Ma1Wave:=If(C > results1, +5, -5); Ma2Wave:=If(C > results2, +15, -15); Ma3Wave:=If(C > results3, +30, -30); Ma4Wave:=If(C > results4, +60, -60); Ma1Wave + Ma2Wave + Ma3Wave + Ma4Wave
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pedromalzoni  
#6 Posted : Thursday, October 13, 2005 7:26:27 PM(UTC)
pedromalzoni

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Thank you Henry !!! :D But I'm still getting the same error message: "Period value out of range in Mov() function". Do you get this same error message or is it just me ? :?
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Patrick  
#7 Posted : Thursday, October 13, 2005 7:38:36 PM(UTC)
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This means you do not have enough data ... Load more data on your char and try again ... Patrick :mrgreen:
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TerminmarktWelt.de  
#8 Posted : Friday, October 21, 2005 9:26:11 PM(UTC)
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@pedromalzoni, here's another (working) example for the usage of TDataCreate. The upper chart with 5 min Bars and standard Bressert stochastic, the lower chart with a synthetic 5 min Bressert stochastic on a 1 min chart. Bressert Stochastik Pds:=Input("Periods double stoch",3,100,21); Slw:=Input("Slowing double stoch",1,20,3); trigger:=Input("Trigger Length",1,20,3); A:=Mov((CLOSE-LLV(LOW,Pds))/(HHV(H,pds)-LLV(L,Pds)),Slw,E)*100; DSS:=Mov((A-LLV(A,pds))/(HHV(A,Pds)-LLV(A,Pds)),Slw,E)*100; DSS; Mov(DSS,trigger,S) Bressert Stochastik TDataCreate Pds:=Input("Periods double stoch",3,100,21); Slw:=Input("Slowing double stoch",1,20,3); trigger:=Input("Trigger Length",1,20,3); cFaktor:=Input("Faktor",1,20,5); TDLow:=ExtFml("PowerPivots.TDataCreate",2, cFaktor); TDHigh:=ExtFml("PowerPivots.TDataCreate",1, cFaktor); TDClose:=ExtFml("PowerPivots.TDataCreate",3, cFaktor); nlow:=LLV(TDLow,pds); nhigh:=HHV(tdhigh,pds); A:=Mov((TDClose-nlow)/(nHigh-nlow),Slw,E)*100; a1:=Mov((A-LLV(A,pds))/(HHV(A,Pds)-LLV(A,Pds)),Slw,E)*100; b:=Mov(a1,trigger,S); dss:=ExtFml("PowerPivots.TDataLocalize", a1, cFaktor, 0); dsstrigger:=ExtFml("PowerPivots.TDataLocalize", b, cFaktor, 0); dss;dsstrigger
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henry1224  
#9 Posted : Saturday, October 22, 2005 8:43:18 PM(UTC)
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Here is the CMO Filtered indicator momu:=If(C>Ref(C,-1),C-Ref(C,-1),0); momd:=If(C<Ref(C,-1),Ref(C,-1)-C,0); A1:=Stdev(momu,100); A2:=Stdev(momd,100); Mup:=If(C-Ref(C,-1)>A1,C-Ref(C,-1),A1); Mdn:=If(Ref(C,-1)-C>A2,Ref(C,-1)-C,A2); Per1:=Input("Length of CMO",5,100,13); Pk:=100*((Sum(Mup,Per1)-Sum(Mdn,Per1)) /(Sum(Mup,Per1)+Sum(Mdn,Per1))); Pk; and here is the version with T Data Create Per1:=Input("Length of CMO",5,100,13); cFactor:=Input("Factor",1,20,5); TDClose:=ExtFml("PowerPivots.TDataCreate",3, cFactor); momu:=If(TDClose>Ref(TDClose,-1),TDClose-Ref(TDClose,-1),0); momd:=If(TDClose<Ref(TDClose,-1),Ref(TDClose,-1)-TDClose,0); A1:=Stdev(momu,100); A2:=Stdev(momd,100); Mup:=If(TDClose-Ref(TDClose,-1)>A1,TDClose-Ref(TDClose,-1),A1); Mdn:=If(Ref(TDClose,-1)-TDClose>A2,Ref(TDClose,-1)-TDClose,A2); Pk:=100*((Sum(Mup,Per1)-Sum(Mdn,Per1)) /(Sum(Mup,Per1)+Sum(Mdn,Per1))); CMFil:=ExtFml("PowerPivots.TDataLocalize", Pk, cFactor, 0); CMFil;
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henry1224  
#10 Posted : Sunday, October 23, 2005 2:33:09 PM(UTC)
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This allows you to plot the MACD from a higher time frame onto the lower time frame Per1:=Input("Length of Fast MA",3,100,12); Per2:=Input("Length of Slow MA",5,200,26); Per3:=Input("Length of Sig",3,200,9); cFactor:=Input("Factor",1,20,5); TDClose:=ExtFml("PowerPivots.TDataCreate",3, cFactor); MA:=Mov(TDClose,Per1,E)-Mov(TDClose,Per2,E); Sig:=Mov(MA,Per3,E); MA:=ExtFml("PowerPivots.TDataLocalize", MA, cFactor, 0); Sig:= ExtFml("PowerPivots.TDataLocalize", Sig, cFactor, 0); Hist:=MA-Sig; MA; Sig; Hist;
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henry1224  
#11 Posted : Sunday, October 23, 2005 3:25:21 PM(UTC)
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Plot this on the Price Chart Pricetype can be Open, High, Low, or Close Length is the MA periods Pct is the percent of band Factor is 1 for daily,2 for weekly, 3 monthly,5 for a 5 min chart,10 10 min chart etc Offset is the number of bars to the right Mat is the type of MA 1 is simple, 2 exp and so forth priceType:=Input("Price (Open=0 High=1 Low=2 Close=3)", 0, 3, 3); length:=Input("Length", 1, 1000, 20); Pct:= Input("Percentage Bands?",0.1,10,5); factor:=Input("TFactor", 0, 1000, 1); offset:=Input("Offset", 0, 1000, 0); Mat:=Input("MA 1=Sim 2=Exp 3=Var 4=Weight 5 =tria 6=Time",1,6,1); htfData:=ExtFml("PowerPivots.TDataCreate",priceType, factor); X:=If(Mat=1, Mov(htfData, length, S),If(Mat=2, Mov(htfData, length, E),If(Mat=3, Mov(htfData, length, VAR),If(Mat=4, Mov(htfData, length, W),If(Mat=5, Mov(htfData, length, TRI), Mov(htfData, length, T)))))); TBnd:= X*(1+Pct/100); LBnd:= X*(1-Pct/100); MA:=ExtFml("PowerPivots.TDataLocalize", X, factor, offset); TBnd:=ExtFml("PowerPivots.TDataLocalize", TBnd, factor, offset); LBnd:=ExtFml("PowerPivots.TDataLocalize", LBnd, factor, offset); MA;TBnd;LBnd;
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henry1224  
#12 Posted : Tuesday, October 25, 2005 12:36:07 AM(UTC)
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factor:=Input("TFactor", 0, 1000, 1); offset:=Input("Offset", 0, 1000, 0); HD:=ExtFml("PowerPivots.TDataCreate",1, factor); LD:=ExtFml("PowerPivots.TDataCreate",2, factor); CD:=ExtFml("PowerPivots.TDataCreate",3, factor); R#2:=((HD+LD+CD)/3) - (2*((HD+LD+CD)/3) - HD) + (2*((HD+LD+CD)/3) - LD); R#1:=2*((HD+LD+CD)/3) - LD; S#1:=2*((HD+LD+CD)/3) - HD; PP:=(HD+LD+CD)/3; S#2:=((HD+LD+CD)/3) - (((2*((HD+LD+CD)/3) - LD)-(2*((HD+LD+CD)/3) - HD))); R#2:=ExtFml("PowerPivots.TDataLocalize", R#2, factor, offset); R#1:=ExtFml("PowerPivots.TDataLocalize", R#1, factor, offset); PP:=ExtFml("PowerPivots.TDataLocalize", PP, factor, offset); S#1:=ExtFml("PowerPivots.TDataLocalize", S#1, factor, offset); S#2:=ExtFml("PowerPivots.TDataLocalize", S#2, factor, offset); R#2;R#1;PP;S#1;S#2;
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henry1224  
#13 Posted : Tuesday, October 25, 2005 12:38:37 AM(UTC)
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factor:=Input("TFactor", 0, 1000, 1); offset:=Input("Offset", 0, 1000, 0); HD:=ExtFml("PowerPivots.TDataCreate",1, factor); LD:=ExtFml("PowerPivots.TDataCreate",2, factor); CD:=ExtFml("PowerPivots.TDataCreate",3, factor); B1:=2*((HD+LD+CD)/3)-LD; B2:=((HD+LD+CD)/3)+(HD-LD); S1:=2*((HD+LD+CD)/3)-HD; S2:=((HD+LD+CD)/3)-(HD-LD); B2:=ExtFml("PowerPivots.TDataLocalize", B2, factor, offset); B1:=ExtFml("PowerPivots.TDataLocalize", B1, factor, offset); S1:=ExtFml("PowerPivots.TDataLocalize", S1, factor, offset); S2:=ExtFml("PowerPivots.TDataLocalize", S2, factor, offset); B2;B1;S1;S2;
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