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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
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