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Registered User
Joined: 5/30/2006
Posts: 8
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I want to scan all stocks that are optionable , that either have a 5 day positive or negative gain , that break threw the upper or lower bollinger bands . Is your software able to create these scans
thanks jerry
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Worden Trainer
Joined: 10/1/2004
Posts: 18,819
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Yes.
We only need your Bollinger settings.
You mention they need "a 5 day positive or negative gain". Almost all stocks gain or lose over a 5-day period. Can you be more specific?
- Craig
Here to Help!
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Registered User
Joined: 5/30/2006
Posts: 8
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I guess what i ment was one scan would show that the stock closed above ther previous day for 4 to 5 days cosecutivly . and another would show stock that close below the previous day for 4-5 cosecutive days
the bollenger bans would be 2 standard deviations on a 20 period scale
jerry
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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coastallover,
The following Personal Criteria Formulas could be used as Sorts or EasyScan Conditions:
Upper Bollinger Band:
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)
Lower Bollinger Band:
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)
Price Above Upper Bollinger Band:
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)
Price Below Lower Bollinger Band:
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)
Price Crossing Up Thru Upper Bollinger Band:
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)
Price Crossing Down Thru Upper Bollinger Band:
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)
Price Up Five Periods in a Row:
C > C1 AND C1 > C2 AND C2 > C3 AND C3 > C4 AND C4 > C5
Price Down Five Periods in a Row:
C < C1 AND C1 < C2 AND C2 < C3 AND C3 < C4 AND C4 < C5
Optionable Stocks is a built in Fundamental System Criteria that can be used as an EasyScan Condition. You may wish to review the following:
Using EasyScan to find stocks that meet your own criteria
How to create a Personal Criteria Forumula (PCF)
Definitions of all built in scanning and sorting criteria
Handy PCF example formulas to help you learn the syntax of PCFs!
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 5/30/2006
Posts: 8
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Bruce
my scanning prefrence would be to search in the evening for the next morning for two perticular combinations . i was a member of pristine trading but their scans were controled by them so i could only see there stock picks
I would like your program to run two scan nightly so i can trade the next day options I am looking for two specific setups.
scan 1 scan 2
3 to 5 buy bars 3 to 5 sell bars
topping tail bottoming tail
bull changing of the guard bear changing of the guard
outside upper bollinger bands outside lower bollgers.
overbought CCI-5 oversold CCI-5
bolleneger bands 2 standard deviations 20 period
cci-5 is the commodity channel index 5 days or periods
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Worden Trainer
Joined: 10/1/2004
Posts: 18,819
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What are
"topping tail bottoming tail
bull changing of the guard bear changing of the guard"
these patterns? Can you elaborate on them?
- Craig
Here to Help!
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Registered User
Joined: 5/30/2006
Posts: 8
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topping tail is when a candel stick pattern bar has a long tail pointing on top showing the highest point above the body . bottoming tail is the opposite topping tails are longer in nature than most candle stick bars
(changing of the guard) is the cross over from buyers to sellers or visa a versa when the color of the bar changes in favor from buyers to sellers or sellers to buyers
I can email you a sample of the chart i would like to scan for how do i set an attachment to this chat
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Registered User
Joined: 5/30/2006
Posts: 8
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can we create a formula for acceleration bands ihave a fromula from tradestation as follows
upper band = average(( high x (1+2 x (((high -low)/(high+low)/2)) x 1000) x .001))) , 20
can i plot a cboe put/call ratio graph
jerry
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Registered User
Joined: 5/30/2006
Posts: 8
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craig
i have not recieved a reply on previous question as far as the type of scan o want to run . you asked me to define topping tail and changing of the guard
jerry
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Worden Trainer
Joined: 10/1/2004
Posts: 18,819
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How are we to define when a chart experiences a "cross over from buyers to sellers"? I am not sure what is meant by the color of the bar changing.... can you elaborate more?
Your candle patterns can be found here:
Boolean PCFs for Candlestick Patterns
They are typically called hammers (and are on this list under bullish and bearish).
- Craig
Here to Help!
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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coastallover,
Please try the following to plot Price Headley's Acceleration Bands (20,2):
Select Chart Template | Add Indicator | Price Channel | Top.
- Visible Checked
- Plot Formula Line: Unchecked
- Smoothing Average: 20
- Smoothing Type: Simple
- Width Multiplier: 10
- Indicator Line Formula: (H+L+4*(H-L)^2/(H+L))/2
- Channel Width Formula: 2.5*(H-L)
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 5/30/2006
Posts: 8
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can i plot a cboe put/call ratio graph
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Worden Trainer
Joined: 10/1/2004
Posts: 18,819
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No, the CBOE Put/Call Ratio is not available in TeleChart.
- Craig
Here to Help!
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