Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Bollinger Bands Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
VikinGo75
Posted : Saturday, June 27, 2015 10:34:35 AM
Registered User
Joined: 12/27/2011
Posts: 39

Hi there, i need a pcf to write the:

  • upper band
  • lower band

of a Bollinger Band of 20 periods (daily), 2 standard deviations, based on a simple moving average.

Thank you in advance.

Vigo

Bruce_L
Posted : Monday, June 29, 2015 11:48:46 AM


Worden Trainer

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

An Indicator Formula for the simple upper Bollinger Band 20, 2.00 can be written as follows.

AVGC20 + 2 * 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)

An Indicator Formula for the simple lower Bollinger Band 20, 2.00 can be written as follows.

AVGC20 - 2 * 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)

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



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
VikinGo75
Posted : Tuesday, June 30, 2015 4:18:09 AM
Registered User
Joined: 12/27/2011
Posts: 39

Thank you, Bruce!

Bruce_L
Posted : Tuesday, June 30, 2015 9:00:09 AM


Worden Trainer

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

You're welcome.



-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.