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kaveh
Posted : Monday, May 1, 2006 4:32:12 PM
Registered User
Joined: 10/2/2005
Posts: 30
Hi,

I've set MOBO bands up on my charts (bollinger bands, period 10, width 8).

Could you write a PCF to identify a breakout above the upper band?

Thanks,
Kaveh
kaveh
Posted : Monday, May 1, 2006 4:34:18 PM
Registered User
Joined: 10/2/2005
Posts: 30
Forgot to say... could you write one PCF based on weekly charts, and another on daily charts?

Thanks.
Bruce_L
Posted : Monday, May 1, 2006 4:47:11 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
Please try the following:

Daily:
C > AVGC10 + .8 * 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) / 9) AND C1 < AVGC10.1 + .8 * 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) / 9)

Weekly:
C > (C + C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45) / 10 + .8 * SQR(ABS(C ^ 2 + C5 ^ 2 + C10 ^ 2 + C15 ^ 2 + C20 ^ 2 + C25 ^ 2 + C30 ^ 2 + C35 ^ 2 + C40 ^ 2 + C45 ^ 2 - (C + C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45) ^ 2 / 10) / 9) AND C5 < (C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45 + C50) / 10 + .8 * SQR(ABS(C5 ^ 2 + C10 ^ 2 + C15 ^ 2 + C20 ^ 2 + C25 ^ 2 + C30 ^ 2 + C35 ^ 2 + C40 ^ 2 + C45 ^ 2 + C50 ^ 2 - (C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45 + C50) ^ 2 / 10) / 9)

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
kaveh
Posted : Monday, May 1, 2006 6:57:33 PM
Registered User
Joined: 10/2/2005
Posts: 30
Thanks.

As usual worked perfectly.

Keep up the great work!
Bruce_L
Posted : Monday, May 1, 2006 6:59:18 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
You're welcome.

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
happy1398
Posted : Tuesday, September 19, 2006 9:33:47 PM
Registered User
Joined: 11/14/2005
Posts: 77
what about the lower band?
Winnie
Posted : Wednesday, September 20, 2006 12:52:36 AM
Registered User
Joined: 10/7/2004
Posts: 1,006
I hope I haven’t stepped on anyone’s toes, here are the PCFs for Price Crossing Bollinger Bands, One caveat, I quickly checked most of them, they seem correct. These PCFs should give you most conditions

I recommend your search this topic for other information including these links.
http://www.worden.com/training/default.aspx?g=posts&t=14786
http://www.worden.com/training/default.aspx?g=posts&t=13229
http://www.worden.com/training/default.aspx?g=posts&t=12545
http://www.worden.com/training/default.aspx?g=posts&t=9413
http://www.worden.com/training/default.aspx?g=posts&t=873


All PCFs are for Bollinger Bands (10,8)
Period : 10
Draw Color : Your Choice
Width : 8
Draw Style : Normal
Visible : Checked

PCFs No 1 & 2 are Math Formulas, 3-10 are Boolean

Please Use Range Selector Value for PCFs No 1 & 2
The results for the Range Selector from –2 to +2.
-2: Crossing down (DN)
-1: Crossing down (DN), but hitting the Band exactly
0: Not crossing (or at the Band and staying there)
+1: Crossing (UP), but hitting the Band exactly
+2: Crossing (UP)

1.Price Crossing UP/DN Upper BB (SGN) (Math)

SGN(C - (AVGC10 + .8 * 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) / 9))) - SGN(C1 - (AVGC10.1 + .8 * 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) / 9)))

2. Price Crossing UP/DN Lower BB (SGN) (Math)

SGN(C - (AVGC10 - .8 * 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) / 9))) - SGN(C1 - (AVGC10.1 - .8 * 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) / 9)))

3. Price Crossing UP Upper BB, Daily:

C > AVGC10 + .8 * 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) / 9) AND C1 < AVGC10.1 + .8 * 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) / 9)

4. Price Crossing UP Upper BB, Weekly:

C > (C + C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45) / 10 + .8 * SQR(ABS(C ^ 2 + C5 ^ 2 + C10 ^ 2 + C15 ^ 2 + C20 ^ 2 + C25 ^ 2 + C30 ^ 2 + C35 ^ 2 + C40 ^ 2 + C45 ^ 2 - (C + C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45) ^ 2 / 10) / 9) AND C5 < (C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45 + C50) / 10 + .8 * SQR(ABS(C5 ^ 2 + C10 ^ 2 + C15 ^ 2 + C20 ^ 2 + C25 ^ 2 + C30 ^ 2 + C35 ^ 2 + C40 ^ 2 + C45 ^ 2 + C50 ^ 2 - (C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45 + C50) ^ 2 / 10) / 9)

5. Price Crossing DN Upper BB, Daily:

C < AVGC10 + .8 * 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) / 9) AND C1 > AVGC10.1 + .8 * 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) / 9)

6. Price Crossing DN Upper BB, Weekly:

C < (C + C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45) / 10 + .8 * SQR(ABS(C ^ 2 + C5 ^ 2 + C10 ^ 2 + C15 ^ 2 + C20 ^ 2 + C25 ^ 2 + C30 ^ 2 + C35 ^ 2 + C40 ^ 2 + C45 ^ 2 - (C + C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45) ^ 2 / 10) / 9) AND C5 > (C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45 + C50) / 10 + .8 * SQR(ABS(C5 ^ 2 + C10 ^ 2 + C15 ^ 2 + C20 ^ 2 + C25 ^ 2 + C30 ^ 2 + C35 ^ 2 + C40 ^ 2 + C45 ^ 2 + C50 ^ 2 - (C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45 + C50) ^ 2 / 10) / 9)

7. Price Crossing UP Lower BB, Daily:

C > AVGC10 - .8 * 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) / 9) AND C1 < AVGC10.1 - .8 * 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) / 9)

8. Price Crossing UP Lower BB, Weekly:

C > (C + C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45) / 10 - .8 * SQR(ABS(C ^ 2 + C5 ^ 2 + C10 ^ 2 + C15 ^ 2 + C20 ^ 2 + C25 ^ 2 + C30 ^ 2 + C35 ^ 2 + C40 ^ 2 + C45 ^ 2 - (C + C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45) ^ 2 / 10) / 9) AND C5 < (C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45 + C50) / 10 - .8 * SQR(ABS(C5 ^ 2 + C10 ^ 2 + C15 ^ 2 + C20 ^ 2 + C25 ^ 2 + C30 ^ 2 + C35 ^ 2 + C40 ^ 2 + C45 ^ 2 + C50 ^ 2 - (C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45 + C50) ^ 2 / 10) / 9)

9. Price Crossing DN Lower BB, Daily:

C < AVGC10 - .8 * 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) / 9) AND C1 > AVGC10.1 - .8 * 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) / 9)

10. Price Crossing DN Lower BB, Weekly:

C < (C + C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45) / 10 - .8 * SQR(ABS(C ^ 2 + C5 ^ 2 + C10 ^ 2 + C15 ^ 2 + C20 ^ 2 + C25 ^ 2 + C30 ^ 2 + C35 ^ 2 + C40 ^ 2 + C45 ^ 2 - (C + C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45) ^ 2 / 10) / 9) AND C5 > (C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45 + C50) / 10 - .8 * SQR(ABS(C5 ^ 2 + C10 ^ 2 + C15 ^ 2 + C20 ^ 2 + C25 ^ 2 + C30 ^ 2 + C35 ^ 2 + C40 ^ 2 + C45 ^ 2 + C50 ^ 2 - (C5 + C10 + C15 + C20 + C25 + C30 + C35 + C40 + C45 + C50) ^ 2 / 10) / 9)

Hope this helps
Winnie
Winnie
Posted : Wednesday, September 20, 2006 1:26:58 AM
Registered User
Joined: 10/7/2004
Posts: 1,006
This may help the newer user, in layman’s terms, this is the formula I use to constructing BB

SMA = Simple Moving Average
sd = Standard Deviation

All Daily BB Formulas
Price of Upper BB : SMA + sd * SQR(ABS(C^2+C1^2…C9^2 - Pds * SMA^2) / Periods - 1)
Price of Middle BB : SMA
Price of Lower BB : SMA - sd * SQR(ABS(C^2+C1^2…C9^2 - Pds * SMA^2) / Periods - 1)

To Change for Price Above or Below Upper or Lower BB, add and start with C> or Below LR C<

Upper Band:
AVGC10 + .8 * 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) / 9)

Lower Band:
AVGC10 - .8 * 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) / 9)

Please note the only difference between the Upper and Lower Band is the minus ( - ) sign before the sd,

Winnie
diceman
Posted : Wednesday, September 20, 2006 1:31:18 AM
Registered User
Joined: 1/28/2005
Posts: 6,049
Good stuff.

Thanks Winnie


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