Download software Tutorial videos
Subscription & data-feed pricing Class schedule


New account application Trading resources
Margin rates Stock & option commissions

Attention: Discussion forums are read-only for extended maintenance until further notice.
Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Requesting Standard Deviation PCF help Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
mjtran
Posted : Thursday, June 4, 2015 8:37:17 AM
Gold Customer Gold Customer

Joined: 2/1/2006
Posts: 98

Hello Bruce,

Could you please help me with the Standard Deviation PCF for the periods of 21 and 30 for the following equation?

(4*(xAvgC10.0-xAvgC20.0)-(xAvg(xAvgC10.0,10)-xAvg(xAvgC20.0,20)))

Thank you much in advance,
-mjtran
Bruce_L
Posted : Thursday, June 4, 2015 2:12:15 PM


Worden Trainer

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

Please try the following Indicator Formula for the 21 period standard deviation.

SQR(((4 * (XAVGC10 - XAVGC20) - XAVG(XAVGC10,10) + XAVG(XAVGC20,20)) ^ 2 + (4 * (XAVGC10.1 - XAVGC20.1) - XAVG(XAVGC10.1,10) + XAVG(XAVGC20.1,20)) ^ 2 + (4 * (XAVGC10.2 - XAVGC20.2) - XAVG(XAVGC10.2,10) + XAVG(XAVGC20.2,20)) ^ 2 + (4 * (XAVGC10.3 - XAVGC20.3) - XAVG(XAVGC10.3,10) + XAVG(XAVGC20.3,20)) ^ 2 + (4 * (XAVGC10.4 - XAVGC20.4) - XAVG(XAVGC10.4,10) + XAVG(XAVGC20.4,20)) ^ 2 + (4 * (XAVGC10.5 - XAVGC20.5) - XAVG(XAVGC10.5,10) + XAVG(XAVGC20.5,20)) ^ 2 + (4 * (XAVGC10.6 - XAVGC20.6) - XAVG(XAVGC10.6,10) + XAVG(XAVGC20.6,20)) ^ 2 + (4 * (XAVGC10.7 - XAVGC20.7) - XAVG(XAVGC10.7,10) + XAVG(XAVGC20.7,20)) ^ 2 + (4 * (XAVGC10.8 - XAVGC20.8) - XAVG(XAVGC10.8,10) + XAVG(XAVGC20.8,20)) ^ 2 + (4 * (XAVGC10.9 - XAVGC20.9) - XAVG(XAVGC10.9,10) + XAVG(XAVGC20.9,20)) ^ 2 + (4 * (XAVGC10.10 - XAVGC20.10) - XAVG(XAVGC10.10,10) + XAVG(XAVGC20.10,20)) ^ 2 + (4 * (XAVGC10.11 - XAVGC20.11) - XAVG(XAVGC10.11,10) + XAVG(XAVGC20.11,20)) ^ 2 + (4 * (XAVGC10.12 - XAVGC20.12) - XAVG(XAVGC10.12,10) + XAVG(XAVGC20.12,20)) ^ 2 + (4 * (XAVGC10.13 - XAVGC20.13) - XAVG(XAVGC10.13,10) + XAVG(XAVGC20.13,20)) ^ 2 + (4 * (XAVGC10.14 - XAVGC20.14) - XAVG(XAVGC10.14,10) + XAVG(XAVGC20.14,20)) ^ 2 + (4 * (XAVGC10.15 - XAVGC20.15) - XAVG(XAVGC10.15,10) + XAVG(XAVGC20.15,20)) ^ 2 + (4 * (XAVGC10.16 - XAVGC20.16) - XAVG(XAVGC10.16,10) + XAVG(XAVGC20.16,20)) ^ 2 + (4 * (XAVGC10.17 - XAVGC20.17) - XAVG(XAVGC10.17,10) + XAVG(XAVGC20.17,20)) ^ 2 + (4 * (XAVGC10.18 - XAVGC20.18) - XAVG(XAVGC10.18,10) + XAVG(XAVGC20.18,20)) ^ 2 + (4 * (XAVGC10.19 - XAVGC20.19) - XAVG(XAVGC10.19,10) + XAVG(XAVGC20.19,20)) ^ 2 + (4 * (XAVGC10.20 - XAVGC20.20) - XAVG(XAVGC10.20,10) + XAVG(XAVGC20.20,20)) ^ 2 - ((84 * (AVG(XAVGC10,21) - AVG(XAVGC20,21)) - XAVG(XAVGC10,10) + XAVG(XAVGC20,20) - XAVG(XAVGC10.1,10) + XAVG(XAVGC20.1,20) - XAVG(XAVGC10.2,10) + XAVG(XAVGC20.2,20) - XAVG(XAVGC10.3,10) + XAVG(XAVGC20.3,20) - XAVG(XAVGC10.4,10) + XAVG(XAVGC20.4,20) - XAVG(XAVGC10.5,10) + XAVG(XAVGC20.5,20) - XAVG(XAVGC10.6,10) + XAVG(XAVGC20.6,20) - XAVG(XAVGC10.7,10) + XAVG(XAVGC20.7,20) - XAVG(XAVGC10.8,10) + XAVG(XAVGC20.8,20) - XAVG(XAVGC10.9,10) + XAVG(XAVGC20.9,20) - XAVG(XAVGC10.10,10) + XAVG(XAVGC20.10,20) - XAVG(XAVGC10.11,10) + XAVG(XAVGC20.11,20) - XAVG(XAVGC10.12,10) + XAVG(XAVGC20.12,20) - XAVG(XAVGC10.13,10) + XAVG(XAVGC20.13,20) - XAVG(XAVGC10.14,10) + XAVG(XAVGC20.14,20) - XAVG(XAVGC10.15,10) + XAVG(XAVGC20.15,20) - XAVG(XAVGC10.16,10) + XAVG(XAVGC20.16,20) - XAVG(XAVGC10.17,10) + XAVG(XAVGC20.17,20) - XAVG(XAVGC10.18,10) + XAVG(XAVGC20.18,20) - XAVG(XAVGC10.19,10) + XAVG(XAVGC20.19,20) - XAVG(XAVGC10.20,10) + XAVG(XAVGC20.20,20)) ^ 2) / 21) / 21)

And the following Indicator Formula for the 30 period standard deviation.

SQR(((4 * (XAVGC10 - XAVGC20) - XAVG(XAVGC10,10) + XAVG(XAVGC20,20)) ^ 2 + (4 * (XAVGC10.1 - XAVGC20.1) - XAVG(XAVGC10.1,10) + XAVG(XAVGC20.1,20)) ^ 2 + (4 * (XAVGC10.2 - XAVGC20.2) - XAVG(XAVGC10.2,10) + XAVG(XAVGC20.2,20)) ^ 2 + (4 * (XAVGC10.3 - XAVGC20.3) - XAVG(XAVGC10.3,10) + XAVG(XAVGC20.3,20)) ^ 2 + (4 * (XAVGC10.4 - XAVGC20.4) - XAVG(XAVGC10.4,10) + XAVG(XAVGC20.4,20)) ^ 2 + (4 * (XAVGC10.5 - XAVGC20.5) - XAVG(XAVGC10.5,10) + XAVG(XAVGC20.5,20)) ^ 2 + (4 * (XAVGC10.6 - XAVGC20.6) - XAVG(XAVGC10.6,10) + XAVG(XAVGC20.6,20)) ^ 2 + (4 * (XAVGC10.7 - XAVGC20.7) - XAVG(XAVGC10.7,10) + XAVG(XAVGC20.7,20)) ^ 2 + (4 * (XAVGC10.8 - XAVGC20.8) - XAVG(XAVGC10.8,10) + XAVG(XAVGC20.8,20)) ^ 2 + (4 * (XAVGC10.9 - XAVGC20.9) - XAVG(XAVGC10.9,10) + XAVG(XAVGC20.9,20)) ^ 2 + (4 * (XAVGC10.10 - XAVGC20.10) - XAVG(XAVGC10.10,10) + XAVG(XAVGC20.10,20)) ^ 2 + (4 * (XAVGC10.11 - XAVGC20.11) - XAVG(XAVGC10.11,10) + XAVG(XAVGC20.11,20)) ^ 2 + (4 * (XAVGC10.12 - XAVGC20.12) - XAVG(XAVGC10.12,10) + XAVG(XAVGC20.12,20)) ^ 2 + (4 * (XAVGC10.13 - XAVGC20.13) - XAVG(XAVGC10.13,10) + XAVG(XAVGC20.13,20)) ^ 2 + (4 * (XAVGC10.14 - XAVGC20.14) - XAVG(XAVGC10.14,10) + XAVG(XAVGC20.14,20)) ^ 2 + (4 * (XAVGC10.15 - XAVGC20.15) - XAVG(XAVGC10.15,10) + XAVG(XAVGC20.15,20)) ^ 2 + (4 * (XAVGC10.16 - XAVGC20.16) - XAVG(XAVGC10.16,10) + XAVG(XAVGC20.16,20)) ^ 2 + (4 * (XAVGC10.17 - XAVGC20.17) - XAVG(XAVGC10.17,10) + XAVG(XAVGC20.17,20)) ^ 2 + (4 * (XAVGC10.18 - XAVGC20.18) - XAVG(XAVGC10.18,10) + XAVG(XAVGC20.18,20)) ^ 2 + (4 * (XAVGC10.19 - XAVGC20.19) - XAVG(XAVGC10.19,10) + XAVG(XAVGC20.19,20)) ^ 2 + (4 * (XAVGC10.20 - XAVGC20.20) - XAVG(XAVGC10.20,10) + XAVG(XAVGC20.20,20)) ^ 2 + (4 * (XAVGC10.21 - XAVGC20.21) - XAVG(XAVGC10.21,10) + XAVG(XAVGC20.21,20)) ^ 2 + (4 * (XAVGC10.22 - XAVGC20.22) - XAVG(XAVGC10.22,10) + XAVG(XAVGC20.22,20)) ^ 2 + (4 * (XAVGC10.23 - XAVGC20.23) - XAVG(XAVGC10.23,10) + XAVG(XAVGC20.23,20)) ^ 2 + (4 * (XAVGC10.24 - XAVGC20.24) - XAVG(XAVGC10.24,10) + XAVG(XAVGC20.24,20)) ^ 2 + (4 * (XAVGC10.25 - XAVGC20.25) - XAVG(XAVGC10.25,10) + XAVG(XAVGC20.25,20)) ^ 2 + (4 * (XAVGC10.26 - XAVGC20.26) - XAVG(XAVGC10.26,10) + XAVG(XAVGC20.26,20)) ^ 2 + (4 * (XAVGC10.27 - XAVGC20.27) - XAVG(XAVGC10.27,10) + XAVG(XAVGC20.27,20)) ^ 2 + (4 * (XAVGC10.28 - XAVGC20.28) - XAVG(XAVGC10.28,10) + XAVG(XAVGC20.28,20)) ^ 2 + (4 * (XAVGC10.29 - XAVGC20.29) - XAVG(XAVGC10.29,10) + XAVG(XAVGC20.29,20)) ^ 2 - ((120 * (AVG(XAVGC10,30) - AVG(XAVGC20,30)) - XAVG(XAVGC10,10) + XAVG(XAVGC20,20) - XAVG(XAVGC10.1,10) + XAVG(XAVGC20.1,20) - XAVG(XAVGC10.2,10) + XAVG(XAVGC20.2,20) - XAVG(XAVGC10.3,10) + XAVG(XAVGC20.3,20) - XAVG(XAVGC10.4,10) + XAVG(XAVGC20.4,20) - XAVG(XAVGC10.5,10) + XAVG(XAVGC20.5,20) - XAVG(XAVGC10.6,10) + XAVG(XAVGC20.6,20) - XAVG(XAVGC10.7,10) + XAVG(XAVGC20.7,20) - XAVG(XAVGC10.8,10) + XAVG(XAVGC20.8,20) - XAVG(XAVGC10.9,10) + XAVG(XAVGC20.9,20) - XAVG(XAVGC10.10,10) + XAVG(XAVGC20.10,20) - XAVG(XAVGC10.11,10) + XAVG(XAVGC20.11,20) - XAVG(XAVGC10.12,10) + XAVG(XAVGC20.12,20) - XAVG(XAVGC10.13,10) + XAVG(XAVGC20.13,20) - XAVG(XAVGC10.14,10) + XAVG(XAVGC20.14,20) - XAVG(XAVGC10.15,10) + XAVG(XAVGC20.15,20) - XAVG(XAVGC10.16,10) + XAVG(XAVGC20.16,20) - XAVG(XAVGC10.17,10) + XAVG(XAVGC20.17,20) - XAVG(XAVGC10.18,10) + XAVG(XAVGC20.18,20) - XAVG(XAVGC10.19,10) + XAVG(XAVGC20.19,20) - XAVG(XAVGC10.20,10) + XAVG(XAVGC20.20,20) - XAVG(XAVGC10.21,10) + XAVG(XAVGC20.21,20) - XAVG(XAVGC10.22,10) + XAVG(XAVGC20.22,20) - XAVG(XAVGC10.23,10) + XAVG(XAVGC20.23,20) - XAVG(XAVGC10.24,10) + XAVG(XAVGC20.24,20) - XAVG(XAVGC10.25,10) + XAVG(XAVGC20.25,20) - XAVG(XAVGC10.26,10) + XAVG(XAVGC20.26,20) - XAVG(XAVGC10.27,10) + XAVG(XAVGC20.27,20) - XAVG(XAVGC10.28,10) + XAVG(XAVGC20.28,20) - XAVG(XAVGC10.29,10) + XAVG(XAVGC20.29,20)) ^ 2) / 30) / 30)

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



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Users browsing this topic
Guest-1

Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.