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Gold Customer
Joined: 10/14/2004 Posts: 202
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Please write PCF where price is trading between the 2nd and 3re Std. Dev. of the upper Bollinger Bands on a daily chart and Stochastics (12,3,3) trading above the 80 level. Thanks
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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The following assumes Bollinger Bands 20, 20 Stochastics 12, 3 SK in TC2000 v7 and that you want the current price to be in that range.
ABS((AVGC20 - C) / 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) / 19) + 2.5) <= .5 AND STOC12.3 > 80
A similar formula for TC2000 v17 would be as follows (and is basd on slightly different widths for the Bollinger Bands.
ABS((AVGC20 - C) / STDDEV20 + 2.5) <= .5 AND STOC12.3 > 80
Bollinger Band
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 12/27/2013 Posts: 152
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a=constant;
C=current price
assuming the next future bar opens at a price = (C+a), write the formula for
(i) the upper channel of the bollinger bands BB(20,4) at the open of the next future bar
(II) the bottom channel of the bollinger bands BB(20,4) at the open of the next future bar
(iii) under what condition will (i) be lower than the upper channel of the current bollinger band BB(20,4)
(iv)under what condition will (ii) be higher than the bottom channel of the current bollinger band BB(20,4)
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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(i)
(a + 2 * C + 18 * AVGC18.1) / 20 + 4 * SQR(ABS((C + a) ^ 2 + 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 - 20 * ((a + 2 * C + 18 * AVGC18.1) / 20) ^ 2) / 20)
(ii)
(a + 2 * C + 18 * AVGC18.1) / 20 - 4 * SQR(ABS((C + a) ^ 2 + 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 - 20 * ((a + 2 * C + 18 * AVGC18.1) / 20) ^ 2) / 20)
(iii)
C + a < (a + 2 * C + 18 * AVGC18.1) / 20 + 4 * SQR(ABS((C + a) ^ 2 + 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 - 20 * ((a + 2 * C + 18 * AVGC18.1) / 20) ^ 2) / 20)
(iv)
C + a > (a + 2 * C + 18 * AVGC18.1) / 20 - 4 * SQR(ABS((C + a) ^ 2 + 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 - 20 * ((a + 2 * C + 18 * AVGC18.1) / 20) ^ 2) / 20)
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 10/7/2004 Posts: 794
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How to write a PCF for price yesterday to be below lower BB20,20 and move above lower today for vs 7 and vs 17
Also when price is above upper BB20,20 ystdy and moves below today in vs 7 & 17
Thank you in advance!
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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You can write crossing up through the lower Bollinger Band 20, 2.00 as follows in TC2000 v17.
XUP(C, BBBOT(2, 20))
With crossing down through the upper Bollinger Band 20, 2.00 being:
XDOWN(C, BBTOP(2, 20))
Bollinger Bands
You can write crossing up through the lower Bollinger Band 20, 20 as follows in TC2000 v7.
C > 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) / 19) AND C1 <= AVGC20.1 - 2 * SQR(ABS(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 + C20 ^ 2 - 20 * AVGC20.1 ^ 2) / 19)
With crossing down through the upper Bollinger Band 20, 20 being:
C < 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) / 19) AND C1 >= AVGC20.1 + 2 * SQR(ABS(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 + C20 ^ 2 - 20 * AVGC20.1 ^ 2) / 19)
Modelling Bollinger Bands (& Standard Deviation) in a TC PCF
-Bruce Personal Criteria Formulas TC2000 Support Articles
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