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Squeeze with BB 10, 0.8, and KC 10, 0.6 Rate this Topic:
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donv98
Posted : Friday, February 10, 2017 1:34:24 PM
Registered User
Joined: 7/29/2010
Posts: 417

Bruce,

    Please write a pcf for a squeeze with these parameters 

BB 10 periods, sd=0.8, and KC 10 periods, 0.6 multiplier

in old and new syntaxes.

comparable to this for the ttm squeeze:    BB  20, 2.0 and KC 20, 1.5

200 * (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) / 20) * 4 / 3 / ((AVGH20 - AVGL20) / 2 + (ABS(H - C1) + ABS(L - C1) + ABS(H1 - C2) + ABS(L1 - C2) + ABS(H2 - C3) + ABS(L2 - C3) + ABS(H3 - C4) + ABS(L3 - C4) + ABS(H4 - C5) + ABS(L4 - C5) + ABS(H5 - C6) + ABS(L5 - C6) + ABS(H6 - C7) + ABS(L6 - C7) + ABS(H7 - C8) + ABS(L7 - C8) + ABS(H8 - C9) + ABS(L8 - C9) + ABS(H9 - C10) + ABS(L9 - C10) + ABS(H10 - C11) + ABS(L10 - C11) + ABS(H11 - C12) + ABS(L11 - C12) + ABS(H12 - C13) + ABS(L12 - C13) + ABS(H13 - C14) + ABS(L13 - C14) + ABS(H14 - C15) + ABS(L14 - C15) + ABS(H15 - C16) + ABS(L15 - C16) + ABS(H16 - C17) + ABS(L16 - C17) + ABS(H17 - C18) + ABS(L17 - C18) + ABS(H18 - C19) + ABS(L18 - C19) + ABS(H19 - C20) + ABS(L19 - C20)) / 40 + .000001) >= 1)

 

Thank you very much,

Don

 

Bruce_L
Posted : Friday, February 10, 2017 2:11:38 PM


Worden Trainer

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

If you just want a Condition Formula for the squeeze being on:

v17 Condition Formula:

STDDEV10 * 4 <= 3 * ATR10

To plot dots at 0:

0 / ABS(STDDEV10 * 4 <= 3 * ATR10)

Older Condition Formula:

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) / 10) * 4 <= 3 * ((AVGH10 - AVGL10) / 2 + (ABS(H - C1) + ABS(L - C1) + ABS(H1 - C2) + ABS(L1 - C2) + ABS(H2 - C3) + ABS(L2 - C3) + ABS(H3 - C4) + ABS(L3 - C4) + ABS(H4 - C5) + ABS(L4 - C5) + ABS(H5 - C6) + ABS(L5 - C6) + ABS(H6 - C7) + ABS(L6 - C7) + ABS(H7 - C8) + ABS(L7 - C8) + ABS(H8 - C9) + ABS(L8 - C9) + ABS(H9 - C10) + ABS(L9 - C10)) / 20)

To plot dots at zero:

0 / ABS(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) / 10) * 4 <= 3 * ((AVGH10 - AVGL10) / 2 + (ABS(H - C1) + ABS(L - C1) + ABS(H1 - C2) + ABS(L1 - C2) + ABS(H2 - C3) + ABS(L2 - C3) + ABS(H3 - C4) + ABS(L3 - C4) + ABS(H4 - C5) + ABS(L4 - C5) + ABS(H5 - C6) + ABS(L5 - C6) + ABS(H6 - C7) + ABS(L6 - C7) + ABS(H7 - C8) + ABS(L7 - C8) + ABS(H8 - C9) + ABS(L8 - C9) + ABS(H9 - C10) + ABS(L9 - C10)) / 20))

v17 Condition Formula:

STDDEV10 * 4 > 3 * ATR10

To plot dots at zero:

0 / ABS(STDDEV10 * 4 > 3 * ATR10)

Older Condition Formula:

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) / 10) * 4 >  3 * ((AVGH10 - AVGL10) / 2 + (ABS(H - C1) + ABS(L - C1) + ABS(H1 - C2) + ABS(L1 - C2) + ABS(H2 - C3) + ABS(L2 - C3) + ABS(H3 - C4) + ABS(L3 - C4) + ABS(H4 - C5) + ABS(L4 - C5) + ABS(H5 - C6) + ABS(L5 - C6) + ABS(H6 - C7) + ABS(L6 - C7) + ABS(H7 - C8) + ABS(L7 - C8) + ABS(H8 - C9) + ABS(L8 - C9) + ABS(H9 - C10) + ABS(L9 - C10)) / 20)

To plot dots at zero:

0 / ABS(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) / 10) * 4 >  3 * ((AVGH10 - AVGL10) / 2 + (ABS(H - C1) + ABS(L - C1) + ABS(H1 - C2) + ABS(L1 - C2) + ABS(H2 - C3) + ABS(L2 - C3) + ABS(H3 - C4) + ABS(L3 - C4) + ABS(H4 - C5) + ABS(L4 - C5) + ABS(H5 - C6) + ABS(L5 - C6) + ABS(H6 - C7) + ABS(L6 - C7) + ABS(H7 - C8) + ABS(L7 - C8) + ABS(H8 - C9) + ABS(L8 - C9) + ABS(H9 - C10) + ABS(L9 - C10)) / 20))



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
donv98
Posted : Friday, February 10, 2017 3:00:47 PM
Registered User
Joined: 7/29/2010
Posts: 417

Bruce,

   Thank you for all of your great work.

The software seems to want an additional parenthesis after the C10 in all the older formulas, so 3 parentheses after C10)))

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) / 10) * 4 <= 3 * ((AVGH10 - AVGL10) / 2 + (ABS(H - C1) + ABS(L - C1) + ABS(H1 - C2) + ABS(L1 - C2) + ABS(H2 - C3) + ABS(L2 - C3) + ABS(H3 - C4) + ABS(L3 - C4) + ABS(H4 - C5) + ABS(L4 - C5) + ABS(H5 - C6) + ABS(L5 - C6) + ABS(H6 - C7) + ABS(L6 - C7) + ABS(H7 - C8) + ABS(L7 - C8) + ABS(H8 - C9) + ABS(L8 - C9) + ABS(H9 - C10) + ABS(L9 - C10))) / 20

I'm still working on the dots for Sq ON and OFF.

The Sq On pcf gives me an error divide by 0 for this:

0 / ABS(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) / 10) * 4 <= 3 * ((AVGH10 - AVGL10) / 2 + (ABS(H - C1) + ABS(L - C1) + ABS(H1 - C2) + ABS(L1 - C2) + ABS(H2 - C3) + ABS(L2 - C3) + ABS(H3 - C4) + ABS(L3 - C4) + ABS(H4 - C5) + ABS(L4 - C5) + ABS(H5 - C6) + ABS(L5 - C6) + ABS(H6 - C7) + ABS(L6 - C7) + ABS(H7 - C8) + ABS(L7 - C8) + ABS(H8 - C9) + ABS(L8 - C9) + ABS(H9 - C10) + ABS(L9 - C10))) / 20)

The Sq Off doesn't give that error.

Don

Bruce_L
Posted : Friday, February 10, 2017 3:05:35 PM


Worden Trainer

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

The missing parentheses would in fact be at the end as you surmised.

The divide by zero error is intentional. It is what makes it so it only plots a row of dots at 0 instead of rows of dots at both 0 and -200.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
donv98
Posted : Friday, February 10, 2017 3:12:44 PM
Registered User
Joined: 7/29/2010
Posts: 417

Bruce,

    My solution of adding a parenthesis above may be incorrect but it satisfies the software in not giving an error message. I don't understand the pcf to know how to correct the error.

Don

donv98
Posted : Friday, February 10, 2017 3:23:15 PM
Registered User
Joined: 7/29/2010
Posts: 417

Bruce,

   Thank you for confirming.

I forgot about the zero error.

What I have works some of the time but for many symbols clearly in a squeeze the Sq On show no red dots.

Bruce_L
Posted : Friday, February 10, 2017 3:28:04 PM


Worden Trainer

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

I incorrectly thought you had added the closing parentheses at the end of the formula and not after the C10 (even though you rather clearly stated what you had done).

Please just go back and copy and paste the formulas from the Friday, February 10, 2017 2:11:38 PM ET post. It should have everything in the correct places.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
donv98
Posted : Friday, February 10, 2017 3:44:46 PM
Registered User
Joined: 7/29/2010
Posts: 417

Bruce,

  Thank you for persisting on this.

It seems to be  working very well.

I am very pleased.

Now, I don't know how to create a squeeze fired pcf for the above.

Thank you,

Don

Bruce_L
Posted : Friday, February 10, 2017 4:05:47 PM


Worden Trainer

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

Squeeze off to on for v17:

STDDEV10 * 4 <= 3 * ATR10 AND STDDEV10.1 * 4 > 3 * ATR10.1

For older versions of TC2000:

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) / 10) * 4 <= 3 * ((AVGH10 - AVGL10) / 2 + (ABS(H - C1) + ABS(L - C1) + ABS(H1 - C2) + ABS(L1 - C2) + ABS(H2 - C3) + ABS(L2 - C3) + ABS(H3 - C4) + ABS(L3 - C4) + ABS(H4 - C5) + ABS(L4 - C5) + ABS(H5 - C6) + ABS(L5 - C6) + ABS(H6 - C7) + ABS(L6 - C7) + ABS(H7 - C8) + ABS(L7 - C8) + ABS(H8 - C9) + ABS(L8 - C9) + ABS(H9 - C10) + ABS(L9 - C10)) / 20) AND 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) / 10) * 4 > 3 * ((AVGH10.1 - AVGL10.1) / 2 + (ABS(H1 - C2) + ABS(L1 - C2) + ABS(H2 - C3) + ABS(L2 - C3) + ABS(H3 - C4) + ABS(L3 - C4) + ABS(H4 - C5) + ABS(L4 - C5) + ABS(H5 - C6) + ABS(L5 - C6) + ABS(H6 - C7) + ABS(L6 - C7) + ABS(H7 - C8) + ABS(L7 - C8) + ABS(H8 - C9) + ABS(L8 - C9) + ABS(H9 - C10) + ABS(L9 - C10) + ABS(H10 - C11) + ABS(L10 - C11)) / 20)

Squeeze on to off for v17:

STDDEV10 * 4 > 3 * ATR10 AND STDDEV10.1 * 4 <= 3 * ATR10.1

For older versions of TC2000:

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) / 10) * 4 > 3 * ((AVGH10 - AVGL10) / 2 + (ABS(H - C1) + ABS(L - C1) + ABS(H1 - C2) + ABS(L1 - C2) + ABS(H2 - C3) + ABS(L2 - C3) + ABS(H3 - C4) + ABS(L3 - C4) + ABS(H4 - C5) + ABS(L4 - C5) + ABS(H5 - C6) + ABS(L5 - C6) + ABS(H6 - C7) + ABS(L6 - C7) + ABS(H7 - C8) + ABS(L7 - C8) + ABS(H8 - C9) + ABS(L8 - C9) + ABS(H9 - C10) + ABS(L9 - C10)) / 20) AND 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) / 10) * 4 <= 3 * ((AVGH10.1 - AVGL10.1) / 2 + (ABS(H1 - C2) + ABS(L1 - C2) + ABS(H2 - C3) + ABS(L2 - C3) + ABS(H3 - C4) + ABS(L3 - C4) + ABS(H4 - C5) + ABS(L4 - C5) + ABS(H5 - C6) + ABS(L5 - C6) + ABS(H6 - C7) + ABS(L6 - C7) + ABS(H7 - C8) + ABS(L7 - C8) + ABS(H8 - C9) + ABS(L8 - C9) + ABS(H9 - C10) + ABS(L9 - C10) + ABS(H10 - C11) + ABS(L10 - C11)) / 20)



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
donv98
Posted : Saturday, February 11, 2017 12:58:06 PM
Registered User
Joined: 7/29/2010
Posts: 417

Bruce,

  It all seems to be working well.

Many thanks for all of your genius.

Don

  

Bruce_L
Posted : Monday, February 13, 2017 11:25:33 AM


Worden Trainer

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

You're welcome.



-Bruce
Personal Criteria Formulas
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