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couto7
Posted : Monday, May 08, 2017 3:27:59 PM
Gold Customer Gold Customer

Joined: 10/14/2004
Posts: 190

Please write PCF where price is trading between the 2nd and 3re Std. Dev. of the upper Bollinger Bands on a daily chart and Stochastics (12,3,3) trading above the 80 level. Thanks

Bruce_L
Posted : Monday, May 08, 2017 3:45:44 PM


Worden Trainer

Joined: 10/7/2004
Posts: 61,205

The following assumes Bollinger Bands 20, 20 Stochastics 12, 3 SK in TC2000 v7 and that you want the current price to be in that range.

ABS((AVGC20 - C) / 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 - 20 * AVGC20 ^ 2) / 19) + 2.5) <= .5 AND STOC12.3 > 80

A similar formula for TC2000 v17 would be as follows (and is basd on slightly different widths for the Bollinger Bands.

ABS((AVGC20 - C) / STDDEV20 + 2.5) <= .5 AND STOC12.3 > 80

Bollinger Band



-Bruce
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email2norman
Posted : Friday, May 12, 2017 11:50:11 AM
Registered User
Joined: 12/27/2013
Posts: 149

a=constant;
C=current price
assuming the next future bar opens at a price = (C+a), write the formula for
(i) the upper channel of the  bollinger bands BB(20,4) at the open of the next future bar
(II) the bottom channel of the  bollinger bands BB(20,4) at the open of the next future bar
(iii) under what condition will (i) be  lower than the upper channel of the current bollinger band BB(20,4)
(iv)under what condition will (ii) be  higher than the bottom  channel of the current bollinger band BB(20,4)
 

Bruce_L
Posted : Friday, May 12, 2017 12:39:52 PM


Worden Trainer

Joined: 10/7/2004
Posts: 61,205

(i)

(a + 2 * C  + 18 * AVGC18.1) / 20 + 4 * SQR(ABS((C + a) ^ 2 + 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 - 20 * ((a  + 2 * C  + 18 * AVGC18.1) / 20) ^ 2) / 20)

(ii)

(a + 2 * C  + 18 * AVGC18.1) / 20 - 4 * SQR(ABS((C + a) ^ 2 + 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 - 20 * ((a  + 2 * C  + 18 * AVGC18.1) / 20) ^ 2) / 20)

(iii)

C + a < (a + 2 * C  + 18 * AVGC18.1) / 20 + 4 * SQR(ABS((C + a) ^ 2 + 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 - 20 * ((a  + 2 * C  + 18 * AVGC18.1) / 20) ^ 2) / 20)

(iv)

C + a > (a + 2 * C  + 18 * AVGC18.1) / 20 - 4 * SQR(ABS((C + a) ^ 2 + 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 - 20 * ((a  + 2 * C  + 18 * AVGC18.1) / 20) ^ 2) / 20)



-Bruce
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Quiktdr
Posted : Tuesday, August 08, 2017 7:25:15 AM
Platinum Customer Platinum Customer

Joined: 10/7/2004
Posts: 728

How to write a PCF for price yesterday to be below lower BB20,20 and move above lower today for vs 7 and vs 17

Also when price is above upper BB20,20 ystdy and moves below today in vs 7 & 17

 

Thank you in advance!

Bruce_L
Posted : Tuesday, August 08, 2017 9:28:12 AM


Worden Trainer

Joined: 10/7/2004
Posts: 61,205

You can write crossing up through the lower Bollinger Band 20, 2.00 as follows in TC2000 v17.

XUP(C, BBBOT(2, 20))

With crossing down through the upper Bollinger Band 20, 2.00 being:

XDOWN(C, BBTOP(2, 20))

Bollinger Bands

You can write crossing up through the lower Bollinger Band 20, 20 as follows in TC2000 v7.

C > AVGC20 - 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 - 20 * AVGC20 ^ 2) / 19) AND C1 <= AVGC20.1 - 2 * SQR(ABS(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 - 20 * AVGC20.1 ^ 2) / 19)

With crossing down through the upper Bollinger Band 20, 20 being:

C < AVGC20 + 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 - 20 * AVGC20 ^ 2) / 19) AND C1 >= AVGC20.1 + 2 * SQR(ABS(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 - 20 * AVGC20.1 ^ 2) / 19)

Modelling Bollinger Bands (& Standard Deviation) in a TC PCF



-Bruce
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