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PCF for Close above BB 10..8 Rate this Topic:
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Passat
Posted : Sunday, August 26, 2007 2:47:05 PM
Registered User
Joined: 10/7/2004
Posts: 23
ABOVE: L > (AVGC10 + .8 * SQR((10 * (C * C + C1 * C1 + C2 * C2 + C3 * C3 + C4 * C4 + C5 * C5 + C6 * C6 + C7 * C7 + C8 * C8 + C9 * C9 ) - (AVGC10 * .8) * (AVGC10 * .8)) / (10 * .8 )))
HELP! I can not get this to work. What am I doing wrong?
Winnie
Posted : Sunday, August 26, 2007 3:50:16 PM
Registered User
Joined: 10/7/2004
Posts: 1,006
The following are some PCFs for Bollinger Bands and Price (Close) Crossing Upper and Lower BB.

Range Selector Value for SGN PCFs, The results range from –2 to +2.
-2 : Crossing down BB
+2 : Crossing up BB


Please clarify the last portion of your PCF:
* (AVGC10 * .8)) / (10 * .8 )))


Upper BB (10,8) Today
AVGC10 + .8 * SQR (ABS (C^2 + C1^2 + C2^2 + C3^2 + C4^2 + C5^2 +C6^2 + C7^2 + C8^2 + C9^2 - 10 * AVGC10^2) / 9)

Middle BB (10,8) Today
AVGC10

Lower BB (10,8), Today
AVGC10 - .8 * SQR (ABS (C^2 + C1^2 + C2^2 + C3^2 + C4^2 + C5^2 +C6^2 + C7^2 + C8^2 + C9^2 - 10 * AVGC10^2) / 9)

Price Above Upper BB (10,8) Today
C> AVGC10 + .8 * SQR (ABS (C^2 + C1^2 + C2^2 + C3^2 + C4^2 + C5^2 +C6^2 + C7^2 + C8^2 + C9^2 - 10 * AVGC10^2) / 9)

Price x UP Upper BB (10,8) Today (Boolean)
C > AVGC10 + .8 * SQR(ABS(C^2 + C1^2 + C2^2 + C3^2 + C4^2 + C5^2 + C6^2 + C7^2 + C8^2 + C9^2 - 10 * AVGC10^2) / 9) AND C1 < AVGC10.1 + .8 * SQR(ABS(C1^2 + C2^2 + C3^2 + C4^2 + C5^2 + C6^2 + C7^2 + C8^2 + C9^2 + C10^2 - 10 * AVGC10.1^2) / 9)

Price x Upper BB (10,8) Today (SGN)
SGN(C - (AVGC10 + .8 * SQR (ABS (C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 - 10 * AVGC10 ^ 2) / 9))) - SGN(C1 - (AVGC10.1 + .8 * SQR(ABS(C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 - 10 * AVGC10.1 ^ 2) / 9)))

Price x Lower BB (10,8) Today (SGN)
SGN(C - (AVGC10 - .8 * SQR (ABS (C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 - 10 * AVGC10 ^ 2) / 9))) - SGN(C1 - (AVGC10.1 - .8 * SQR(ABS(C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 - 10 * AVGC10.1 ^ 2) / 9)))

You may wish to review the followingwinnie:
Bollinger Bands & Standard Deviation in a PCF
http://www.worden.com/training/default.aspx?g=posts&t=23588
http://www.worden.com/training/default.aspx?g=posts&t=9413
http://www.worden.com/training/default.aspx?g=posts&t=873
http://www.worden.com/training/default.aspx?g=posts&t=631

Hope this helps
Winnie
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