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Volatility squeeze

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brownie121

Posted : Tuesday, May 4, 2010 5:49:56 PM

Registered User
Joined: 3/3/2009
Posts: 4

How would you calculate a volatility squeeze on a weekly basis using bolinger bands set on a width of 20?

Bruce_L

Posted : Wednesday, May 5, 2010 8:06:17 AM

Worden Trainer

Joined: 10/7/2004
Posts: 65,138

Welcome to the forums. A very good foundation for learning how to use TeleChart can be gained by reviewing the following:

If you are new to TeleChart READ THIS FIRST!

If you are talking about the same Volatility Squeeze formula discussed in Changing a scan or pcf from daily to weekly?, the formula would be (the Bollinger Bandwidth being less than 6%):

4 * SQR(ABS(C ^ 2 + C5 ^ 2 + C10 ^ 2 + C15 ^ 2 + C20 ^ 2 + C25 ^ 2 + C30 ^ 2 + C35 ^ 2 + C40 ^ 2 + C45 ^ 2 + C50 ^ 2 + C55 ^ 2 + C60 ^ 2 + C65 ^ 2 + C70 ^ 2 + C75 ^ 2 + C80 ^ 2 + C85 ^ 2 + C90 ^ 2 + C95 ^ 2 - 20 * ((C + C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45 + C50 + C55 + C60 + C65 + C70 + C75 + C80 + C85 + C90 + C95) / 20) ^ 2) / 20) / ((C + C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45 + C50 + C55 + C60 + C65 + C70 + C75 + C80 + C85 + C90 + C95) / 20) <= .06

Modelling Bollinger Bands (& Standard Deviation) in a TC PCF
How to create a Personal Criteria Forumula (PCF)
PCF Formula Descriptions
Finding Expanding or Contracting Bollinger Bands

-Bruce
Personal Criteria Formulas
TC2000 Support Articles

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