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Registered User Joined: 7/29/2010 Posts: 417
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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
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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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
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Registered User Joined: 7/29/2010 Posts: 417
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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
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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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
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Registered User Joined: 7/29/2010 Posts: 417
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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
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Registered User Joined: 7/29/2010 Posts: 417
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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.
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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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
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Registered User Joined: 7/29/2010 Posts: 417
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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
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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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
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Registered User Joined: 7/29/2010 Posts: 417
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Bruce,
It all seems to be working well.
Many thanks for all of your genius.
Don
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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You're welcome.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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